NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 05-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
49.03 |
49.90 |
0.87 |
1.8% |
48.48 |
| High |
49.97 |
50.03 |
0.06 |
0.1% |
50.70 |
| Low |
48.58 |
47.00 |
-1.58 |
-3.3% |
46.53 |
| Close |
49.65 |
47.29 |
-2.36 |
-4.8% |
49.65 |
| Range |
1.39 |
3.03 |
1.64 |
118.0% |
4.17 |
| ATR |
1.70 |
1.80 |
0.09 |
5.6% |
0.00 |
| Volume |
109,655 |
165,256 |
55,601 |
50.7% |
645,916 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.20 |
55.27 |
48.96 |
|
| R3 |
54.17 |
52.24 |
48.12 |
|
| R2 |
51.14 |
51.14 |
47.85 |
|
| R1 |
49.21 |
49.21 |
47.57 |
48.66 |
| PP |
48.11 |
48.11 |
48.11 |
47.83 |
| S1 |
46.18 |
46.18 |
47.01 |
45.63 |
| S2 |
45.08 |
45.08 |
46.73 |
|
| S3 |
42.05 |
43.15 |
46.46 |
|
| S4 |
39.02 |
40.12 |
45.62 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.47 |
59.73 |
51.94 |
|
| R3 |
57.30 |
55.56 |
50.80 |
|
| R2 |
53.13 |
53.13 |
50.41 |
|
| R1 |
51.39 |
51.39 |
50.03 |
52.26 |
| PP |
48.96 |
48.96 |
48.96 |
49.40 |
| S1 |
47.22 |
47.22 |
49.27 |
48.09 |
| S2 |
44.79 |
44.79 |
48.89 |
|
| S3 |
40.62 |
43.05 |
48.50 |
|
| S4 |
36.45 |
38.88 |
47.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.70 |
47.00 |
3.70 |
7.8% |
1.91 |
4.0% |
8% |
False |
True |
141,175 |
| 10 |
51.11 |
46.53 |
4.58 |
9.7% |
2.01 |
4.2% |
17% |
False |
False |
129,300 |
| 20 |
52.73 |
46.53 |
6.20 |
13.1% |
1.73 |
3.7% |
12% |
False |
False |
108,238 |
| 40 |
52.73 |
44.53 |
8.20 |
17.3% |
1.54 |
3.3% |
34% |
False |
False |
76,906 |
| 60 |
52.73 |
40.58 |
12.15 |
25.7% |
1.58 |
3.3% |
55% |
False |
False |
64,229 |
| 80 |
52.73 |
38.67 |
14.06 |
29.7% |
1.52 |
3.2% |
61% |
False |
False |
55,583 |
| 100 |
52.73 |
34.69 |
18.04 |
38.1% |
1.55 |
3.3% |
70% |
False |
False |
49,666 |
| 120 |
52.73 |
32.85 |
19.88 |
42.0% |
1.60 |
3.4% |
73% |
False |
False |
44,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.91 |
|
2.618 |
57.96 |
|
1.618 |
54.93 |
|
1.000 |
53.06 |
|
0.618 |
51.90 |
|
HIGH |
50.03 |
|
0.618 |
48.87 |
|
0.500 |
48.52 |
|
0.382 |
48.16 |
|
LOW |
47.00 |
|
0.618 |
45.13 |
|
1.000 |
43.97 |
|
1.618 |
42.10 |
|
2.618 |
39.07 |
|
4.250 |
34.12 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.52 |
48.65 |
| PP |
48.11 |
48.20 |
| S1 |
47.70 |
47.74 |
|