NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
47.58 |
48.53 |
0.95 |
2.0% |
48.48 |
| High |
48.62 |
48.94 |
0.32 |
0.7% |
50.70 |
| Low |
46.61 |
45.57 |
-1.04 |
-2.2% |
46.53 |
| Close |
48.14 |
45.84 |
-2.30 |
-4.8% |
49.65 |
| Range |
2.01 |
3.37 |
1.36 |
67.7% |
4.17 |
| ATR |
1.81 |
1.92 |
0.11 |
6.1% |
0.00 |
| Volume |
217,435 |
203,360 |
-14,075 |
-6.5% |
645,916 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.89 |
54.74 |
47.69 |
|
| R3 |
53.52 |
51.37 |
46.77 |
|
| R2 |
50.15 |
50.15 |
46.46 |
|
| R1 |
48.00 |
48.00 |
46.15 |
47.39 |
| PP |
46.78 |
46.78 |
46.78 |
46.48 |
| S1 |
44.63 |
44.63 |
45.53 |
44.02 |
| S2 |
43.41 |
43.41 |
45.22 |
|
| S3 |
40.04 |
41.26 |
44.91 |
|
| S4 |
36.67 |
37.89 |
43.99 |
|
|
| 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 |
50.30 |
45.57 |
4.73 |
10.3% |
2.25 |
4.9% |
6% |
False |
True |
168,596 |
| 10 |
51.08 |
45.57 |
5.51 |
12.0% |
2.18 |
4.8% |
5% |
False |
True |
147,023 |
| 20 |
52.73 |
45.57 |
7.16 |
15.6% |
1.87 |
4.1% |
4% |
False |
True |
119,284 |
| 40 |
52.73 |
45.57 |
7.16 |
15.6% |
1.57 |
3.4% |
4% |
False |
True |
85,009 |
| 60 |
52.73 |
40.58 |
12.15 |
26.5% |
1.62 |
3.5% |
43% |
False |
False |
69,729 |
| 80 |
52.73 |
38.67 |
14.06 |
30.7% |
1.56 |
3.4% |
51% |
False |
False |
60,163 |
| 100 |
52.73 |
36.18 |
16.55 |
36.1% |
1.57 |
3.4% |
58% |
False |
False |
53,265 |
| 120 |
52.73 |
32.85 |
19.88 |
43.4% |
1.63 |
3.5% |
65% |
False |
False |
48,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.26 |
|
2.618 |
57.76 |
|
1.618 |
54.39 |
|
1.000 |
52.31 |
|
0.618 |
51.02 |
|
HIGH |
48.94 |
|
0.618 |
47.65 |
|
0.500 |
47.26 |
|
0.382 |
46.86 |
|
LOW |
45.57 |
|
0.618 |
43.49 |
|
1.000 |
42.20 |
|
1.618 |
40.12 |
|
2.618 |
36.75 |
|
4.250 |
31.25 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
47.26 |
47.80 |
| PP |
46.78 |
47.15 |
| S1 |
46.31 |
46.49 |
|