NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
45.39 |
47.37 |
1.98 |
4.4% |
49.90 |
| High |
47.69 |
47.41 |
-0.28 |
-0.6% |
50.03 |
| Low |
45.30 |
45.25 |
-0.05 |
-0.1% |
45.47 |
| Close |
47.57 |
45.44 |
-2.13 |
-4.5% |
46.12 |
| Range |
2.39 |
2.16 |
-0.23 |
-9.6% |
4.56 |
| ATR |
1.87 |
1.90 |
0.03 |
1.7% |
0.00 |
| Volume |
303,661 |
376,846 |
73,185 |
24.1% |
825,783 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.51 |
51.14 |
46.63 |
|
| R3 |
50.35 |
48.98 |
46.03 |
|
| R2 |
48.19 |
48.19 |
45.84 |
|
| R1 |
46.82 |
46.82 |
45.64 |
46.43 |
| PP |
46.03 |
46.03 |
46.03 |
45.84 |
| S1 |
44.66 |
44.66 |
45.24 |
44.27 |
| S2 |
43.87 |
43.87 |
45.04 |
|
| S3 |
41.71 |
42.50 |
44.85 |
|
| S4 |
39.55 |
40.34 |
44.25 |
|
|
| 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 |
8.2% |
2.08 |
4.6% |
6% |
False |
False |
274,702 |
| 10 |
50.70 |
45.20 |
5.50 |
12.1% |
2.03 |
4.5% |
4% |
False |
False |
216,547 |
| 20 |
51.11 |
45.20 |
5.91 |
13.0% |
1.97 |
4.3% |
4% |
False |
False |
159,269 |
| 40 |
52.73 |
45.20 |
7.53 |
16.6% |
1.60 |
3.5% |
3% |
False |
False |
109,468 |
| 60 |
52.73 |
42.65 |
10.08 |
22.2% |
1.62 |
3.6% |
28% |
False |
False |
86,517 |
| 80 |
52.73 |
38.67 |
14.06 |
30.9% |
1.58 |
3.5% |
48% |
False |
False |
72,924 |
| 100 |
52.73 |
36.21 |
16.52 |
36.4% |
1.56 |
3.4% |
56% |
False |
False |
64,225 |
| 120 |
52.73 |
34.67 |
18.06 |
39.7% |
1.63 |
3.6% |
60% |
False |
False |
57,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.59 |
|
2.618 |
53.06 |
|
1.618 |
50.90 |
|
1.000 |
49.57 |
|
0.618 |
48.74 |
|
HIGH |
47.41 |
|
0.618 |
46.58 |
|
0.500 |
46.33 |
|
0.382 |
46.08 |
|
LOW |
45.25 |
|
0.618 |
43.92 |
|
1.000 |
43.09 |
|
1.618 |
41.76 |
|
2.618 |
39.60 |
|
4.250 |
36.07 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
46.33 |
46.45 |
| PP |
46.03 |
46.11 |
| S1 |
45.74 |
45.78 |
|