NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
45.65 |
44.60 |
-1.05 |
-2.3% |
46.83 |
| High |
46.09 |
44.97 |
-1.12 |
-2.4% |
46.84 |
| Low |
44.52 |
43.74 |
-0.78 |
-1.8% |
43.74 |
| Close |
44.75 |
44.19 |
-0.56 |
-1.3% |
44.19 |
| Range |
1.57 |
1.23 |
-0.34 |
-21.7% |
3.10 |
| ATR |
1.70 |
1.67 |
-0.03 |
-2.0% |
0.00 |
| Volume |
432,972 |
428,407 |
-4,565 |
-1.1% |
2,218,670 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.99 |
47.32 |
44.87 |
|
| R3 |
46.76 |
46.09 |
44.53 |
|
| R2 |
45.53 |
45.53 |
44.42 |
|
| R1 |
44.86 |
44.86 |
44.30 |
44.58 |
| PP |
44.30 |
44.30 |
44.30 |
44.16 |
| S1 |
43.63 |
43.63 |
44.08 |
43.35 |
| S2 |
43.07 |
43.07 |
43.96 |
|
| S3 |
41.84 |
42.40 |
43.85 |
|
| S4 |
40.61 |
41.17 |
43.51 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.22 |
52.31 |
45.90 |
|
| R3 |
51.12 |
49.21 |
45.04 |
|
| R2 |
48.02 |
48.02 |
44.76 |
|
| R1 |
46.11 |
46.11 |
44.47 |
45.52 |
| PP |
44.92 |
44.92 |
44.92 |
44.63 |
| S1 |
43.01 |
43.01 |
43.91 |
42.42 |
| S2 |
41.82 |
41.82 |
43.62 |
|
| S3 |
38.72 |
39.91 |
43.34 |
|
| S4 |
35.62 |
36.81 |
42.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
46.84 |
43.74 |
3.10 |
7.0% |
1.36 |
3.1% |
15% |
False |
True |
443,734 |
| 10 |
47.69 |
43.74 |
3.95 |
8.9% |
1.48 |
3.3% |
11% |
False |
True |
372,689 |
| 20 |
51.08 |
43.74 |
7.34 |
16.6% |
1.83 |
4.1% |
6% |
False |
True |
267,065 |
| 40 |
52.73 |
43.74 |
8.99 |
20.3% |
1.61 |
3.6% |
5% |
False |
True |
172,130 |
| 60 |
52.73 |
43.74 |
8.99 |
20.3% |
1.57 |
3.5% |
5% |
False |
True |
128,977 |
| 80 |
52.73 |
38.67 |
14.06 |
31.8% |
1.59 |
3.6% |
39% |
False |
False |
105,938 |
| 100 |
52.73 |
38.62 |
14.11 |
31.9% |
1.54 |
3.5% |
39% |
False |
False |
90,514 |
| 120 |
52.73 |
34.69 |
18.04 |
40.8% |
1.57 |
3.6% |
53% |
False |
False |
79,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.20 |
|
2.618 |
48.19 |
|
1.618 |
46.96 |
|
1.000 |
46.20 |
|
0.618 |
45.73 |
|
HIGH |
44.97 |
|
0.618 |
44.50 |
|
0.500 |
44.36 |
|
0.382 |
44.21 |
|
LOW |
43.74 |
|
0.618 |
42.98 |
|
1.000 |
42.51 |
|
1.618 |
41.75 |
|
2.618 |
40.52 |
|
4.250 |
38.51 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
44.36 |
44.94 |
| PP |
44.30 |
44.69 |
| S1 |
44.25 |
44.44 |
|