NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 13-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
50.47 |
48.85 |
-1.62 |
-3.2% |
48.88 |
High |
50.73 |
49.28 |
-1.45 |
-2.9% |
51.67 |
Low |
48.80 |
48.16 |
-0.64 |
-1.3% |
48.71 |
Close |
49.07 |
48.88 |
-0.19 |
-0.4% |
49.07 |
Range |
1.93 |
1.12 |
-0.81 |
-42.0% |
2.96 |
ATR |
1.45 |
1.42 |
-0.02 |
-1.6% |
0.00 |
Volume |
596,119 |
506,036 |
-90,083 |
-15.1% |
2,805,984 |
|
Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.13 |
51.63 |
49.50 |
|
R3 |
51.01 |
50.51 |
49.19 |
|
R2 |
49.89 |
49.89 |
49.09 |
|
R1 |
49.39 |
49.39 |
48.98 |
49.64 |
PP |
48.77 |
48.77 |
48.77 |
48.90 |
S1 |
48.27 |
48.27 |
48.78 |
48.52 |
S2 |
47.65 |
47.65 |
48.67 |
|
S3 |
46.53 |
47.15 |
48.57 |
|
S4 |
45.41 |
46.03 |
48.26 |
|
|
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 |
48.16 |
3.51 |
7.2% |
1.38 |
2.8% |
21% |
False |
True |
572,309 |
10 |
51.67 |
47.75 |
3.92 |
8.0% |
1.34 |
2.7% |
29% |
False |
False |
540,372 |
20 |
51.67 |
46.84 |
4.83 |
9.9% |
1.32 |
2.7% |
42% |
False |
False |
503,433 |
40 |
51.67 |
39.80 |
11.87 |
24.3% |
1.57 |
3.2% |
76% |
False |
False |
338,892 |
60 |
51.67 |
37.50 |
14.17 |
29.0% |
1.54 |
3.1% |
80% |
False |
False |
250,994 |
80 |
51.67 |
34.74 |
16.93 |
34.6% |
1.55 |
3.2% |
84% |
False |
False |
197,384 |
100 |
51.67 |
32.05 |
19.62 |
40.1% |
1.68 |
3.4% |
86% |
False |
False |
164,611 |
120 |
51.67 |
31.61 |
20.06 |
41.0% |
1.64 |
3.4% |
86% |
False |
False |
139,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.04 |
2.618 |
52.21 |
1.618 |
51.09 |
1.000 |
50.40 |
0.618 |
49.97 |
HIGH |
49.28 |
0.618 |
48.85 |
0.500 |
48.72 |
0.382 |
48.59 |
LOW |
48.16 |
0.618 |
47.47 |
1.000 |
47.04 |
1.618 |
46.35 |
2.618 |
45.23 |
4.250 |
43.40 |
|
|
Fisher Pivots for day following 13-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
48.83 |
49.92 |
PP |
48.77 |
49.57 |
S1 |
48.72 |
49.23 |
|