NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 10-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
51.45 |
50.47 |
-0.98 |
-1.9% |
48.88 |
High |
51.67 |
50.73 |
-0.94 |
-1.8% |
51.67 |
Low |
50.23 |
48.80 |
-1.43 |
-2.8% |
48.71 |
Close |
50.56 |
49.07 |
-1.49 |
-2.9% |
49.07 |
Range |
1.44 |
1.93 |
0.49 |
34.0% |
2.96 |
ATR |
1.41 |
1.45 |
0.04 |
2.6% |
0.00 |
Volume |
560,723 |
596,119 |
35,396 |
6.3% |
2,805,984 |
|
Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.32 |
54.13 |
50.13 |
|
R3 |
53.39 |
52.20 |
49.60 |
|
R2 |
51.46 |
51.46 |
49.42 |
|
R1 |
50.27 |
50.27 |
49.25 |
49.90 |
PP |
49.53 |
49.53 |
49.53 |
49.35 |
S1 |
48.34 |
48.34 |
48.89 |
47.97 |
S2 |
47.60 |
47.60 |
48.72 |
|
S3 |
45.67 |
46.41 |
48.54 |
|
S4 |
43.74 |
44.48 |
48.01 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.70 |
56.84 |
50.70 |
|
R3 |
55.74 |
53.88 |
49.88 |
|
R2 |
52.78 |
52.78 |
49.61 |
|
R1 |
50.92 |
50.92 |
49.34 |
51.85 |
PP |
49.82 |
49.82 |
49.82 |
50.28 |
S1 |
47.96 |
47.96 |
48.80 |
48.89 |
S2 |
46.86 |
46.86 |
48.53 |
|
S3 |
43.90 |
45.00 |
48.26 |
|
S4 |
40.94 |
42.04 |
47.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.67 |
48.71 |
2.96 |
6.0% |
1.39 |
2.8% |
12% |
False |
False |
561,196 |
10 |
51.67 |
47.75 |
3.92 |
8.0% |
1.32 |
2.7% |
34% |
False |
False |
530,407 |
20 |
51.67 |
46.53 |
5.14 |
10.5% |
1.30 |
2.7% |
49% |
False |
False |
487,683 |
40 |
51.67 |
39.80 |
11.87 |
24.2% |
1.59 |
3.2% |
78% |
False |
False |
329,415 |
60 |
51.67 |
37.50 |
14.17 |
28.9% |
1.54 |
3.1% |
82% |
False |
False |
243,243 |
80 |
51.67 |
34.74 |
16.93 |
34.5% |
1.56 |
3.2% |
85% |
False |
False |
191,427 |
100 |
51.67 |
31.61 |
20.06 |
40.9% |
1.69 |
3.4% |
87% |
False |
False |
159,793 |
120 |
51.67 |
31.61 |
20.06 |
40.9% |
1.64 |
3.3% |
87% |
False |
False |
135,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.93 |
2.618 |
55.78 |
1.618 |
53.85 |
1.000 |
52.66 |
0.618 |
51.92 |
HIGH |
50.73 |
0.618 |
49.99 |
0.500 |
49.77 |
0.382 |
49.54 |
LOW |
48.80 |
0.618 |
47.61 |
1.000 |
46.87 |
1.618 |
45.68 |
2.618 |
43.75 |
4.250 |
40.60 |
|
|
Fisher Pivots for day following 10-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
49.77 |
50.24 |
PP |
49.53 |
49.85 |
S1 |
49.30 |
49.46 |
|