NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
45.07 |
44.58 |
-0.49 |
-1.1% |
49.11 |
| High |
45.77 |
46.93 |
1.16 |
2.5% |
49.35 |
| Low |
44.42 |
44.51 |
0.09 |
0.2% |
44.77 |
| Close |
44.76 |
46.80 |
2.04 |
4.6% |
45.41 |
| Range |
1.35 |
2.42 |
1.07 |
79.3% |
4.58 |
| ATR |
1.85 |
1.89 |
0.04 |
2.2% |
0.00 |
| Volume |
533,657 |
658,257 |
124,600 |
23.3% |
2,510,828 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.34 |
52.49 |
48.13 |
|
| R3 |
50.92 |
50.07 |
47.47 |
|
| R2 |
48.50 |
48.50 |
47.24 |
|
| R1 |
47.65 |
47.65 |
47.02 |
48.08 |
| PP |
46.08 |
46.08 |
46.08 |
46.29 |
| S1 |
45.23 |
45.23 |
46.58 |
45.66 |
| S2 |
43.66 |
43.66 |
46.36 |
|
| S3 |
41.24 |
42.81 |
46.13 |
|
| S4 |
38.82 |
40.39 |
45.47 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.25 |
57.41 |
47.93 |
|
| R3 |
55.67 |
52.83 |
46.67 |
|
| R2 |
51.09 |
51.09 |
46.25 |
|
| R1 |
48.25 |
48.25 |
45.83 |
47.38 |
| PP |
46.51 |
46.51 |
46.51 |
46.08 |
| S1 |
43.67 |
43.67 |
44.99 |
42.80 |
| S2 |
41.93 |
41.93 |
44.57 |
|
| S3 |
37.35 |
39.09 |
44.15 |
|
| S4 |
32.77 |
34.51 |
42.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.25 |
44.42 |
3.83 |
8.2% |
2.08 |
4.4% |
62% |
False |
False |
618,709 |
| 10 |
50.00 |
44.42 |
5.58 |
11.9% |
1.99 |
4.3% |
43% |
False |
False |
562,699 |
| 20 |
50.54 |
44.42 |
6.12 |
13.1% |
1.93 |
4.1% |
39% |
False |
False |
498,994 |
| 40 |
52.28 |
44.42 |
7.86 |
16.8% |
1.61 |
3.4% |
30% |
False |
False |
312,225 |
| 60 |
52.28 |
40.29 |
11.99 |
25.6% |
1.67 |
3.6% |
54% |
False |
False |
225,403 |
| 80 |
52.28 |
38.14 |
14.14 |
30.2% |
1.60 |
3.4% |
61% |
False |
False |
176,522 |
| 100 |
52.28 |
35.52 |
16.76 |
35.8% |
1.59 |
3.4% |
67% |
False |
False |
145,848 |
| 120 |
52.28 |
32.60 |
19.68 |
42.1% |
1.65 |
3.5% |
72% |
False |
False |
124,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.22 |
|
2.618 |
53.27 |
|
1.618 |
50.85 |
|
1.000 |
49.35 |
|
0.618 |
48.43 |
|
HIGH |
46.93 |
|
0.618 |
46.01 |
|
0.500 |
45.72 |
|
0.382 |
45.43 |
|
LOW |
44.51 |
|
0.618 |
43.01 |
|
1.000 |
42.09 |
|
1.618 |
40.59 |
|
2.618 |
38.17 |
|
4.250 |
34.23 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
46.44 |
46.43 |
| PP |
46.08 |
46.05 |
| S1 |
45.72 |
45.68 |
|