NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
46.44 |
46.11 |
-0.33 |
-0.7% |
46.46 |
| High |
46.99 |
46.82 |
-0.17 |
-0.4% |
48.37 |
| Low |
46.01 |
45.27 |
-0.74 |
-1.6% |
45.89 |
| Close |
46.14 |
46.45 |
0.31 |
0.7% |
47.23 |
| Range |
0.98 |
1.55 |
0.57 |
58.2% |
2.48 |
| ATR |
1.68 |
1.67 |
-0.01 |
-0.5% |
0.00 |
| Volume |
77,233 |
98,637 |
21,404 |
27.7% |
381,275 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.83 |
50.19 |
47.30 |
|
| R3 |
49.28 |
48.64 |
46.88 |
|
| R2 |
47.73 |
47.73 |
46.73 |
|
| R1 |
47.09 |
47.09 |
46.59 |
47.41 |
| PP |
46.18 |
46.18 |
46.18 |
46.34 |
| S1 |
45.54 |
45.54 |
46.31 |
45.86 |
| S2 |
44.63 |
44.63 |
46.17 |
|
| S3 |
43.08 |
43.99 |
46.02 |
|
| S4 |
41.53 |
42.44 |
45.60 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.60 |
53.40 |
48.59 |
|
| R3 |
52.12 |
50.92 |
47.91 |
|
| R2 |
49.64 |
49.64 |
47.68 |
|
| R1 |
48.44 |
48.44 |
47.46 |
49.04 |
| PP |
47.16 |
47.16 |
47.16 |
47.47 |
| S1 |
45.96 |
45.96 |
47.00 |
46.56 |
| S2 |
44.68 |
44.68 |
46.78 |
|
| S3 |
42.20 |
43.48 |
46.55 |
|
| S4 |
39.72 |
41.00 |
45.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.67 |
45.27 |
2.40 |
5.2% |
1.19 |
2.6% |
49% |
False |
True |
63,697 |
| 10 |
49.53 |
45.27 |
4.26 |
9.2% |
1.62 |
3.5% |
28% |
False |
True |
68,705 |
| 20 |
51.53 |
45.27 |
6.26 |
13.5% |
1.82 |
3.9% |
19% |
False |
True |
60,323 |
| 40 |
53.02 |
45.27 |
7.75 |
16.7% |
1.54 |
3.3% |
15% |
False |
True |
41,683 |
| 60 |
53.02 |
44.86 |
8.16 |
17.6% |
1.52 |
3.3% |
19% |
False |
False |
34,400 |
| 80 |
53.02 |
39.08 |
13.94 |
30.0% |
1.50 |
3.2% |
53% |
False |
False |
29,844 |
| 100 |
53.02 |
38.70 |
14.32 |
30.8% |
1.43 |
3.1% |
54% |
False |
False |
26,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.41 |
|
2.618 |
50.88 |
|
1.618 |
49.33 |
|
1.000 |
48.37 |
|
0.618 |
47.78 |
|
HIGH |
46.82 |
|
0.618 |
46.23 |
|
0.500 |
46.05 |
|
0.382 |
45.86 |
|
LOW |
45.27 |
|
0.618 |
44.31 |
|
1.000 |
43.72 |
|
1.618 |
42.76 |
|
2.618 |
41.21 |
|
4.250 |
38.68 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
46.32 |
46.41 |
| PP |
46.18 |
46.38 |
| S1 |
46.05 |
46.34 |
|