NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 08-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
48.53 |
45.91 |
-2.62 |
-5.4% |
49.90 |
| High |
48.94 |
46.67 |
-2.27 |
-4.6% |
50.03 |
| Low |
45.57 |
45.47 |
-0.10 |
-0.2% |
45.47 |
| Close |
45.84 |
46.12 |
0.28 |
0.6% |
46.12 |
| Range |
3.37 |
1.20 |
-2.17 |
-64.4% |
4.56 |
| ATR |
1.92 |
1.87 |
-0.05 |
-2.7% |
0.00 |
| Volume |
203,360 |
239,732 |
36,372 |
17.9% |
825,783 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.69 |
49.10 |
46.78 |
|
| R3 |
48.49 |
47.90 |
46.45 |
|
| R2 |
47.29 |
47.29 |
46.34 |
|
| R1 |
46.70 |
46.70 |
46.23 |
47.00 |
| PP |
46.09 |
46.09 |
46.09 |
46.23 |
| S1 |
45.50 |
45.50 |
46.01 |
45.80 |
| S2 |
44.89 |
44.89 |
45.90 |
|
| S3 |
43.69 |
44.30 |
45.79 |
|
| S4 |
42.49 |
43.10 |
45.46 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.89 |
58.06 |
48.63 |
|
| R3 |
56.33 |
53.50 |
47.37 |
|
| R2 |
51.77 |
51.77 |
46.96 |
|
| R1 |
48.94 |
48.94 |
46.54 |
48.08 |
| PP |
47.21 |
47.21 |
47.21 |
46.77 |
| S1 |
44.38 |
44.38 |
45.70 |
43.52 |
| S2 |
42.65 |
42.65 |
45.28 |
|
| S3 |
38.09 |
39.82 |
44.87 |
|
| S4 |
33.53 |
35.26 |
43.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.03 |
45.47 |
4.56 |
9.9% |
2.20 |
4.8% |
14% |
False |
True |
187,087 |
| 10 |
51.08 |
45.47 |
5.61 |
12.2% |
2.19 |
4.7% |
12% |
False |
True |
161,441 |
| 20 |
51.84 |
45.47 |
6.37 |
13.8% |
1.86 |
4.0% |
10% |
False |
True |
126,507 |
| 40 |
52.73 |
45.47 |
7.26 |
15.7% |
1.54 |
3.3% |
9% |
False |
True |
89,595 |
| 60 |
52.73 |
40.58 |
12.15 |
26.3% |
1.62 |
3.5% |
46% |
False |
False |
72,950 |
| 80 |
52.73 |
38.67 |
14.06 |
30.5% |
1.56 |
3.4% |
53% |
False |
False |
62,881 |
| 100 |
52.73 |
36.21 |
16.52 |
35.8% |
1.56 |
3.4% |
60% |
False |
False |
55,439 |
| 120 |
52.73 |
32.85 |
19.88 |
43.1% |
1.62 |
3.5% |
67% |
False |
False |
50,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.77 |
|
2.618 |
49.81 |
|
1.618 |
48.61 |
|
1.000 |
47.87 |
|
0.618 |
47.41 |
|
HIGH |
46.67 |
|
0.618 |
46.21 |
|
0.500 |
46.07 |
|
0.382 |
45.93 |
|
LOW |
45.47 |
|
0.618 |
44.73 |
|
1.000 |
44.27 |
|
1.618 |
43.53 |
|
2.618 |
42.33 |
|
4.250 |
40.37 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
46.10 |
47.21 |
| PP |
46.09 |
46.84 |
| S1 |
46.07 |
46.48 |
|