NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 05-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
49.70 |
50.45 |
0.75 |
1.5% |
48.92 |
| High |
50.57 |
50.62 |
0.05 |
0.1% |
51.27 |
| Low |
49.14 |
47.61 |
-1.53 |
-3.1% |
47.10 |
| Close |
50.25 |
47.91 |
-2.34 |
-4.7% |
50.25 |
| Range |
1.43 |
3.01 |
1.58 |
110.5% |
4.17 |
| ATR |
1.65 |
1.75 |
0.10 |
5.9% |
0.00 |
| Volume |
38,578 |
61,867 |
23,289 |
60.4% |
231,702 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.74 |
55.84 |
49.57 |
|
| R3 |
54.73 |
52.83 |
48.74 |
|
| R2 |
51.72 |
51.72 |
48.46 |
|
| R1 |
49.82 |
49.82 |
48.19 |
49.27 |
| PP |
48.71 |
48.71 |
48.71 |
48.44 |
| S1 |
46.81 |
46.81 |
47.63 |
46.26 |
| S2 |
45.70 |
45.70 |
47.36 |
|
| S3 |
42.69 |
43.80 |
47.08 |
|
| S4 |
39.68 |
40.79 |
46.25 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.05 |
60.32 |
52.54 |
|
| R3 |
57.88 |
56.15 |
51.40 |
|
| R2 |
53.71 |
53.71 |
51.01 |
|
| R1 |
51.98 |
51.98 |
50.63 |
52.85 |
| PP |
49.54 |
49.54 |
49.54 |
49.97 |
| S1 |
47.81 |
47.81 |
49.87 |
48.68 |
| S2 |
45.37 |
45.37 |
49.49 |
|
| S3 |
41.20 |
43.64 |
49.10 |
|
| S4 |
37.03 |
39.47 |
47.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.27 |
47.61 |
3.66 |
7.6% |
1.90 |
4.0% |
8% |
False |
True |
52,854 |
| 10 |
51.53 |
47.10 |
4.43 |
9.2% |
1.97 |
4.1% |
18% |
False |
False |
48,800 |
| 20 |
53.02 |
47.10 |
5.92 |
12.4% |
1.67 |
3.5% |
14% |
False |
False |
37,428 |
| 40 |
53.02 |
45.03 |
7.99 |
16.7% |
1.47 |
3.1% |
36% |
False |
False |
28,737 |
| 60 |
53.02 |
41.04 |
11.98 |
25.0% |
1.50 |
3.1% |
57% |
False |
False |
25,265 |
| 80 |
53.02 |
39.08 |
13.94 |
29.1% |
1.42 |
3.0% |
63% |
False |
False |
22,240 |
| 100 |
53.02 |
35.44 |
17.58 |
36.7% |
1.44 |
3.0% |
71% |
False |
False |
19,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.41 |
|
2.618 |
58.50 |
|
1.618 |
55.49 |
|
1.000 |
53.63 |
|
0.618 |
52.48 |
|
HIGH |
50.62 |
|
0.618 |
49.47 |
|
0.500 |
49.12 |
|
0.382 |
48.76 |
|
LOW |
47.61 |
|
0.618 |
45.75 |
|
1.000 |
44.60 |
|
1.618 |
42.74 |
|
2.618 |
39.73 |
|
4.250 |
34.82 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.12 |
49.23 |
| PP |
48.71 |
48.79 |
| S1 |
48.31 |
48.35 |
|