NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
49.90 |
47.58 |
-2.32 |
-4.6% |
48.48 |
| High |
50.03 |
48.62 |
-1.41 |
-2.8% |
50.70 |
| Low |
47.00 |
46.61 |
-0.39 |
-0.8% |
46.53 |
| Close |
47.29 |
48.14 |
0.85 |
1.8% |
49.65 |
| Range |
3.03 |
2.01 |
-1.02 |
-33.7% |
4.17 |
| ATR |
1.80 |
1.81 |
0.02 |
0.8% |
0.00 |
| Volume |
165,256 |
217,435 |
52,179 |
31.6% |
645,916 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.82 |
52.99 |
49.25 |
|
| R3 |
51.81 |
50.98 |
48.69 |
|
| R2 |
49.80 |
49.80 |
48.51 |
|
| R1 |
48.97 |
48.97 |
48.32 |
49.39 |
| PP |
47.79 |
47.79 |
47.79 |
48.00 |
| S1 |
46.96 |
46.96 |
47.96 |
47.38 |
| S2 |
45.78 |
45.78 |
47.77 |
|
| S3 |
43.77 |
44.95 |
47.59 |
|
| S4 |
41.76 |
42.94 |
47.03 |
|
|
| 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 |
46.61 |
4.09 |
8.5% |
1.98 |
4.1% |
37% |
False |
True |
158,392 |
| 10 |
51.11 |
46.53 |
4.58 |
9.5% |
2.05 |
4.3% |
35% |
False |
False |
141,454 |
| 20 |
52.73 |
46.53 |
6.20 |
12.9% |
1.77 |
3.7% |
26% |
False |
False |
114,576 |
| 40 |
52.73 |
44.53 |
8.20 |
17.0% |
1.53 |
3.2% |
44% |
False |
False |
81,060 |
| 60 |
52.73 |
40.58 |
12.15 |
25.2% |
1.59 |
3.3% |
62% |
False |
False |
67,183 |
| 80 |
52.73 |
38.67 |
14.06 |
29.2% |
1.53 |
3.2% |
67% |
False |
False |
57,882 |
| 100 |
52.73 |
35.73 |
17.00 |
35.3% |
1.56 |
3.2% |
73% |
False |
False |
51,500 |
| 120 |
52.73 |
32.85 |
19.88 |
41.3% |
1.61 |
3.3% |
77% |
False |
False |
46,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.16 |
|
2.618 |
53.88 |
|
1.618 |
51.87 |
|
1.000 |
50.63 |
|
0.618 |
49.86 |
|
HIGH |
48.62 |
|
0.618 |
47.85 |
|
0.500 |
47.62 |
|
0.382 |
47.38 |
|
LOW |
46.61 |
|
0.618 |
45.37 |
|
1.000 |
44.60 |
|
1.618 |
43.36 |
|
2.618 |
41.35 |
|
4.250 |
38.07 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
47.97 |
48.32 |
| PP |
47.79 |
48.26 |
| S1 |
47.62 |
48.20 |
|