NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
45.23 |
44.59 |
-0.64 |
-1.4% |
45.07 |
| High |
45.67 |
45.25 |
-0.42 |
-0.9% |
46.93 |
| Low |
44.53 |
43.69 |
-0.84 |
-1.9% |
44.42 |
| Close |
44.65 |
44.94 |
0.29 |
0.6% |
45.95 |
| Range |
1.14 |
1.56 |
0.42 |
36.8% |
2.51 |
| ATR |
1.73 |
1.72 |
-0.01 |
-0.7% |
0.00 |
| Volume |
128,127 |
23,086 |
-105,041 |
-82.0% |
2,882,176 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.31 |
48.68 |
45.80 |
|
| R3 |
47.75 |
47.12 |
45.37 |
|
| R2 |
46.19 |
46.19 |
45.23 |
|
| R1 |
45.56 |
45.56 |
45.08 |
45.88 |
| PP |
44.63 |
44.63 |
44.63 |
44.78 |
| S1 |
44.00 |
44.00 |
44.80 |
44.32 |
| S2 |
43.07 |
43.07 |
44.65 |
|
| S3 |
41.51 |
42.44 |
44.51 |
|
| S4 |
39.95 |
40.88 |
44.08 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.30 |
52.13 |
47.33 |
|
| R3 |
50.79 |
49.62 |
46.64 |
|
| R2 |
48.28 |
48.28 |
46.41 |
|
| R1 |
47.11 |
47.11 |
46.18 |
47.70 |
| PP |
45.77 |
45.77 |
45.77 |
46.06 |
| S1 |
44.60 |
44.60 |
45.72 |
45.19 |
| S2 |
43.26 |
43.26 |
45.49 |
|
| S3 |
40.75 |
42.09 |
45.26 |
|
| S4 |
38.24 |
39.58 |
44.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
46.33 |
43.69 |
2.64 |
5.9% |
1.22 |
2.7% |
47% |
False |
True |
273,324 |
| 10 |
48.25 |
43.69 |
4.56 |
10.1% |
1.66 |
3.7% |
27% |
False |
True |
453,875 |
| 20 |
50.54 |
43.69 |
6.85 |
15.2% |
1.87 |
4.2% |
18% |
False |
True |
490,287 |
| 40 |
52.28 |
43.69 |
8.59 |
19.1% |
1.62 |
3.6% |
15% |
False |
True |
352,674 |
| 60 |
52.28 |
43.69 |
8.59 |
19.1% |
1.62 |
3.6% |
15% |
False |
True |
256,061 |
| 80 |
52.28 |
38.14 |
14.14 |
31.5% |
1.62 |
3.6% |
48% |
False |
False |
200,510 |
| 100 |
52.28 |
37.15 |
15.13 |
33.7% |
1.56 |
3.5% |
51% |
False |
False |
165,142 |
| 120 |
52.28 |
33.98 |
18.30 |
40.7% |
1.60 |
3.6% |
60% |
False |
False |
141,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.88 |
|
2.618 |
49.33 |
|
1.618 |
47.77 |
|
1.000 |
46.81 |
|
0.618 |
46.21 |
|
HIGH |
45.25 |
|
0.618 |
44.65 |
|
0.500 |
44.47 |
|
0.382 |
44.29 |
|
LOW |
43.69 |
|
0.618 |
42.73 |
|
1.000 |
42.13 |
|
1.618 |
41.17 |
|
2.618 |
39.61 |
|
4.250 |
37.06 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
44.78 |
44.93 |
| PP |
44.63 |
44.92 |
| S1 |
44.47 |
44.92 |
|