NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 16-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
47.90 |
47.45 |
-0.45 |
-0.9% |
48.88 |
High |
48.72 |
47.75 |
-0.97 |
-2.0% |
51.67 |
Low |
47.28 |
45.91 |
-1.37 |
-2.9% |
48.71 |
Close |
48.01 |
46.21 |
-1.80 |
-3.7% |
49.07 |
Range |
1.44 |
1.84 |
0.40 |
27.8% |
2.96 |
ATR |
1.40 |
1.45 |
0.05 |
3.6% |
0.00 |
Volume |
527,870 |
507,910 |
-19,960 |
-3.8% |
2,805,984 |
|
Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.14 |
51.02 |
47.22 |
|
R3 |
50.30 |
49.18 |
46.72 |
|
R2 |
48.46 |
48.46 |
46.55 |
|
R1 |
47.34 |
47.34 |
46.38 |
46.98 |
PP |
46.62 |
46.62 |
46.62 |
46.45 |
S1 |
45.50 |
45.50 |
46.04 |
45.14 |
S2 |
44.78 |
44.78 |
45.87 |
|
S3 |
42.94 |
43.66 |
45.70 |
|
S4 |
41.10 |
41.82 |
45.20 |
|
|
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 |
50.73 |
45.91 |
4.82 |
10.4% |
1.44 |
3.1% |
6% |
False |
True |
518,815 |
10 |
51.67 |
45.91 |
5.76 |
12.5% |
1.33 |
2.9% |
5% |
False |
True |
528,497 |
20 |
51.67 |
45.91 |
5.76 |
12.5% |
1.31 |
2.8% |
5% |
False |
True |
522,561 |
40 |
51.67 |
43.43 |
8.24 |
17.8% |
1.49 |
3.2% |
34% |
False |
False |
367,705 |
60 |
51.67 |
37.50 |
14.17 |
30.7% |
1.55 |
3.3% |
61% |
False |
False |
273,147 |
80 |
51.67 |
34.74 |
16.93 |
36.6% |
1.54 |
3.3% |
68% |
False |
False |
214,792 |
100 |
51.67 |
33.14 |
18.53 |
40.1% |
1.65 |
3.6% |
71% |
False |
False |
178,860 |
120 |
51.67 |
31.61 |
20.06 |
43.4% |
1.65 |
3.6% |
73% |
False |
False |
151,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.57 |
2.618 |
52.57 |
1.618 |
50.73 |
1.000 |
49.59 |
0.618 |
48.89 |
HIGH |
47.75 |
0.618 |
47.05 |
0.500 |
46.83 |
0.382 |
46.61 |
LOW |
45.91 |
0.618 |
44.77 |
1.000 |
44.07 |
1.618 |
42.93 |
2.618 |
41.09 |
4.250 |
38.09 |
|
|
Fisher Pivots for day following 16-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
46.83 |
47.32 |
PP |
46.62 |
46.95 |
S1 |
46.42 |
46.58 |
|