NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
46.26 |
46.83 |
0.57 |
1.2% |
45.77 |
| High |
47.05 |
46.84 |
-0.21 |
-0.4% |
47.69 |
| Low |
45.78 |
45.54 |
-0.24 |
-0.5% |
45.20 |
| Close |
46.65 |
45.94 |
-0.71 |
-1.5% |
46.65 |
| Range |
1.27 |
1.30 |
0.03 |
2.4% |
2.49 |
| ATR |
1.80 |
1.77 |
-0.04 |
-2.0% |
0.00 |
| Volume |
265,014 |
334,568 |
69,554 |
26.2% |
1,508,229 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.01 |
49.27 |
46.66 |
|
| R3 |
48.71 |
47.97 |
46.30 |
|
| R2 |
47.41 |
47.41 |
46.18 |
|
| R1 |
46.67 |
46.67 |
46.06 |
46.39 |
| PP |
46.11 |
46.11 |
46.11 |
45.97 |
| S1 |
45.37 |
45.37 |
45.82 |
45.09 |
| S2 |
44.81 |
44.81 |
45.70 |
|
| S3 |
43.51 |
44.07 |
45.58 |
|
| S4 |
42.21 |
42.77 |
45.23 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.98 |
52.81 |
48.02 |
|
| R3 |
51.49 |
50.32 |
47.33 |
|
| R2 |
49.00 |
49.00 |
47.11 |
|
| R1 |
47.83 |
47.83 |
46.88 |
48.42 |
| PP |
46.51 |
46.51 |
46.51 |
46.81 |
| S1 |
45.34 |
45.34 |
46.42 |
45.93 |
| S2 |
44.02 |
44.02 |
46.19 |
|
| S3 |
41.53 |
42.85 |
45.97 |
|
| S4 |
39.04 |
40.36 |
45.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.69 |
45.25 |
2.44 |
5.3% |
1.60 |
3.5% |
28% |
False |
False |
318,576 |
| 10 |
50.03 |
45.20 |
4.83 |
10.5% |
1.89 |
4.1% |
15% |
False |
False |
266,858 |
| 20 |
51.11 |
45.20 |
5.91 |
12.9% |
1.86 |
4.0% |
13% |
False |
False |
192,978 |
| 40 |
52.73 |
45.20 |
7.53 |
16.4% |
1.59 |
3.5% |
10% |
False |
False |
129,290 |
| 60 |
52.73 |
44.51 |
8.22 |
17.9% |
1.58 |
3.4% |
17% |
False |
False |
99,723 |
| 80 |
52.73 |
38.67 |
14.06 |
30.6% |
1.58 |
3.4% |
52% |
False |
False |
83,304 |
| 100 |
52.73 |
36.93 |
15.80 |
34.4% |
1.54 |
3.4% |
57% |
False |
False |
72,671 |
| 120 |
52.73 |
34.69 |
18.04 |
39.3% |
1.59 |
3.5% |
62% |
False |
False |
64,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.37 |
|
2.618 |
50.24 |
|
1.618 |
48.94 |
|
1.000 |
48.14 |
|
0.618 |
47.64 |
|
HIGH |
46.84 |
|
0.618 |
46.34 |
|
0.500 |
46.19 |
|
0.382 |
46.04 |
|
LOW |
45.54 |
|
0.618 |
44.74 |
|
1.000 |
44.24 |
|
1.618 |
43.44 |
|
2.618 |
42.14 |
|
4.250 |
40.02 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
46.19 |
46.30 |
| PP |
46.11 |
46.18 |
| S1 |
46.02 |
46.06 |
|