NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
45.91 |
45.77 |
-0.14 |
-0.3% |
49.90 |
| High |
46.67 |
46.49 |
-0.18 |
-0.4% |
50.03 |
| Low |
45.47 |
45.20 |
-0.27 |
-0.6% |
45.47 |
| Close |
46.12 |
45.52 |
-0.60 |
-1.3% |
46.12 |
| Range |
1.20 |
1.29 |
0.09 |
7.5% |
4.56 |
| ATR |
1.87 |
1.83 |
-0.04 |
-2.2% |
0.00 |
| Volume |
239,732 |
249,914 |
10,182 |
4.2% |
825,783 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.61 |
48.85 |
46.23 |
|
| R3 |
48.32 |
47.56 |
45.87 |
|
| R2 |
47.03 |
47.03 |
45.76 |
|
| R1 |
46.27 |
46.27 |
45.64 |
46.01 |
| PP |
45.74 |
45.74 |
45.74 |
45.60 |
| S1 |
44.98 |
44.98 |
45.40 |
44.72 |
| S2 |
44.45 |
44.45 |
45.28 |
|
| S3 |
43.16 |
43.69 |
45.17 |
|
| S4 |
41.87 |
42.40 |
44.81 |
|
|
| 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 |
45.20 |
4.83 |
10.6% |
2.18 |
4.8% |
7% |
False |
True |
215,139 |
| 10 |
50.70 |
45.20 |
5.50 |
12.1% |
1.95 |
4.3% |
6% |
False |
True |
172,161 |
| 20 |
51.11 |
45.20 |
5.91 |
13.0% |
1.84 |
4.0% |
5% |
False |
True |
133,886 |
| 40 |
52.73 |
45.20 |
7.53 |
16.5% |
1.54 |
3.4% |
4% |
False |
True |
94,593 |
| 60 |
52.73 |
40.58 |
12.15 |
26.7% |
1.62 |
3.6% |
41% |
False |
False |
76,600 |
| 80 |
52.73 |
38.67 |
14.06 |
30.9% |
1.56 |
3.4% |
49% |
False |
False |
65,540 |
| 100 |
52.73 |
36.21 |
16.52 |
36.3% |
1.54 |
3.4% |
56% |
False |
False |
57,739 |
| 120 |
52.73 |
32.85 |
19.88 |
43.7% |
1.62 |
3.6% |
64% |
False |
False |
52,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.97 |
|
2.618 |
49.87 |
|
1.618 |
48.58 |
|
1.000 |
47.78 |
|
0.618 |
47.29 |
|
HIGH |
46.49 |
|
0.618 |
46.00 |
|
0.500 |
45.85 |
|
0.382 |
45.69 |
|
LOW |
45.20 |
|
0.618 |
44.40 |
|
1.000 |
43.91 |
|
1.618 |
43.11 |
|
2.618 |
41.82 |
|
4.250 |
39.72 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.85 |
47.07 |
| PP |
45.74 |
46.55 |
| S1 |
45.63 |
46.04 |
|