NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
47.37 |
45.86 |
-1.51 |
-3.2% |
49.90 |
| High |
47.41 |
46.51 |
-0.90 |
-1.9% |
50.03 |
| Low |
45.25 |
45.64 |
0.39 |
0.9% |
45.47 |
| Close |
45.44 |
46.42 |
0.98 |
2.2% |
46.12 |
| Range |
2.16 |
0.87 |
-1.29 |
-59.7% |
4.56 |
| ATR |
1.90 |
1.84 |
-0.06 |
-3.1% |
0.00 |
| Volume |
376,846 |
312,794 |
-64,052 |
-17.0% |
825,783 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.80 |
48.48 |
46.90 |
|
| R3 |
47.93 |
47.61 |
46.66 |
|
| R2 |
47.06 |
47.06 |
46.58 |
|
| R1 |
46.74 |
46.74 |
46.50 |
46.90 |
| PP |
46.19 |
46.19 |
46.19 |
46.27 |
| S1 |
45.87 |
45.87 |
46.34 |
46.03 |
| S2 |
45.32 |
45.32 |
46.26 |
|
| S3 |
44.45 |
45.00 |
46.18 |
|
| S4 |
43.58 |
44.13 |
45.94 |
|
|
| 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 |
47.69 |
45.20 |
2.49 |
5.4% |
1.58 |
3.4% |
49% |
False |
False |
296,589 |
| 10 |
50.30 |
45.20 |
5.10 |
11.0% |
1.92 |
4.1% |
24% |
False |
False |
232,592 |
| 20 |
51.11 |
45.20 |
5.91 |
12.7% |
1.94 |
4.2% |
21% |
False |
False |
170,876 |
| 40 |
52.73 |
45.20 |
7.53 |
16.2% |
1.59 |
3.4% |
16% |
False |
False |
116,149 |
| 60 |
52.73 |
43.07 |
9.66 |
20.8% |
1.61 |
3.5% |
35% |
False |
False |
91,075 |
| 80 |
52.73 |
38.67 |
14.06 |
30.3% |
1.58 |
3.4% |
55% |
False |
False |
76,475 |
| 100 |
52.73 |
36.21 |
16.52 |
35.6% |
1.55 |
3.3% |
62% |
False |
False |
67,081 |
| 120 |
52.73 |
34.69 |
18.04 |
38.9% |
1.61 |
3.5% |
65% |
False |
False |
60,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.21 |
|
2.618 |
48.79 |
|
1.618 |
47.92 |
|
1.000 |
47.38 |
|
0.618 |
47.05 |
|
HIGH |
46.51 |
|
0.618 |
46.18 |
|
0.500 |
46.08 |
|
0.382 |
45.97 |
|
LOW |
45.64 |
|
0.618 |
45.10 |
|
1.000 |
44.77 |
|
1.618 |
44.23 |
|
2.618 |
43.36 |
|
4.250 |
41.94 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
46.31 |
46.47 |
| PP |
46.19 |
46.45 |
| S1 |
46.08 |
46.44 |
|