NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
45.77 |
45.39 |
-0.38 |
-0.8% |
49.90 |
| High |
46.49 |
47.69 |
1.20 |
2.6% |
50.03 |
| Low |
45.20 |
45.30 |
0.10 |
0.2% |
45.47 |
| Close |
45.52 |
47.57 |
2.05 |
4.5% |
46.12 |
| Range |
1.29 |
2.39 |
1.10 |
85.3% |
4.56 |
| ATR |
1.83 |
1.87 |
0.04 |
2.2% |
0.00 |
| Volume |
249,914 |
303,661 |
53,747 |
21.5% |
825,783 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.02 |
53.19 |
48.88 |
|
| R3 |
51.63 |
50.80 |
48.23 |
|
| R2 |
49.24 |
49.24 |
48.01 |
|
| R1 |
48.41 |
48.41 |
47.79 |
48.83 |
| PP |
46.85 |
46.85 |
46.85 |
47.06 |
| S1 |
46.02 |
46.02 |
47.35 |
46.44 |
| S2 |
44.46 |
44.46 |
47.13 |
|
| S3 |
42.07 |
43.63 |
46.91 |
|
| S4 |
39.68 |
41.24 |
46.26 |
|
|
| 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 |
48.94 |
45.20 |
3.74 |
7.9% |
2.05 |
4.3% |
63% |
False |
False |
242,820 |
| 10 |
50.70 |
45.20 |
5.50 |
11.6% |
1.98 |
4.2% |
43% |
False |
False |
191,998 |
| 20 |
51.11 |
45.20 |
5.91 |
12.4% |
1.90 |
4.0% |
40% |
False |
False |
144,285 |
| 40 |
52.73 |
45.20 |
7.53 |
15.8% |
1.58 |
3.3% |
31% |
False |
False |
101,160 |
| 60 |
52.73 |
40.58 |
12.15 |
25.5% |
1.63 |
3.4% |
58% |
False |
False |
80,886 |
| 80 |
52.73 |
38.67 |
14.06 |
29.6% |
1.57 |
3.3% |
63% |
False |
False |
68,764 |
| 100 |
52.73 |
36.21 |
16.52 |
34.7% |
1.55 |
3.3% |
69% |
False |
False |
60,582 |
| 120 |
52.73 |
33.16 |
19.57 |
41.1% |
1.62 |
3.4% |
74% |
False |
False |
54,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.85 |
|
2.618 |
53.95 |
|
1.618 |
51.56 |
|
1.000 |
50.08 |
|
0.618 |
49.17 |
|
HIGH |
47.69 |
|
0.618 |
46.78 |
|
0.500 |
46.50 |
|
0.382 |
46.21 |
|
LOW |
45.30 |
|
0.618 |
43.82 |
|
1.000 |
42.91 |
|
1.618 |
41.43 |
|
2.618 |
39.04 |
|
4.250 |
35.14 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
47.21 |
47.20 |
| PP |
46.85 |
46.82 |
| S1 |
46.50 |
46.45 |
|