NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
48.15 |
49.09 |
0.94 |
2.0% |
48.92 |
| High |
49.22 |
49.53 |
0.31 |
0.6% |
51.27 |
| Low |
47.25 |
46.17 |
-1.08 |
-2.3% |
47.10 |
| Close |
48.75 |
46.46 |
-2.29 |
-4.7% |
50.25 |
| Range |
1.97 |
3.36 |
1.39 |
70.6% |
4.17 |
| ATR |
1.77 |
1.88 |
0.11 |
6.4% |
0.00 |
| Volume |
66,017 |
41,596 |
-24,421 |
-37.0% |
231,702 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.47 |
55.32 |
48.31 |
|
| R3 |
54.11 |
51.96 |
47.38 |
|
| R2 |
50.75 |
50.75 |
47.08 |
|
| R1 |
48.60 |
48.60 |
46.77 |
48.00 |
| PP |
47.39 |
47.39 |
47.39 |
47.08 |
| S1 |
45.24 |
45.24 |
46.15 |
44.64 |
| S2 |
44.03 |
44.03 |
45.84 |
|
| S3 |
40.67 |
41.88 |
45.54 |
|
| S4 |
37.31 |
38.52 |
44.61 |
|
|
| 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 |
50.85 |
46.17 |
4.68 |
10.1% |
2.24 |
4.8% |
6% |
False |
True |
55,524 |
| 10 |
51.53 |
46.17 |
5.36 |
11.5% |
2.15 |
4.6% |
5% |
False |
True |
49,438 |
| 20 |
53.01 |
46.17 |
6.84 |
14.7% |
1.82 |
3.9% |
4% |
False |
True |
40,211 |
| 40 |
53.02 |
45.98 |
7.04 |
15.2% |
1.51 |
3.2% |
7% |
False |
False |
30,031 |
| 60 |
53.02 |
41.04 |
11.98 |
25.8% |
1.54 |
3.3% |
45% |
False |
False |
26,396 |
| 80 |
53.02 |
39.08 |
13.94 |
30.0% |
1.46 |
3.2% |
53% |
False |
False |
23,350 |
| 100 |
53.02 |
36.81 |
16.21 |
34.9% |
1.46 |
3.2% |
60% |
False |
False |
20,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.81 |
|
2.618 |
58.33 |
|
1.618 |
54.97 |
|
1.000 |
52.89 |
|
0.618 |
51.61 |
|
HIGH |
49.53 |
|
0.618 |
48.25 |
|
0.500 |
47.85 |
|
0.382 |
47.45 |
|
LOW |
46.17 |
|
0.618 |
44.09 |
|
1.000 |
42.81 |
|
1.618 |
40.73 |
|
2.618 |
37.37 |
|
4.250 |
31.89 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
47.85 |
48.40 |
| PP |
47.39 |
47.75 |
| S1 |
46.92 |
47.11 |
|