NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 30-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
49.33 |
50.68 |
1.35 |
2.7% |
49.98 |
High |
51.27 |
50.85 |
-0.42 |
-0.8% |
51.53 |
Low |
49.26 |
49.43 |
0.17 |
0.3% |
47.93 |
Close |
51.15 |
49.59 |
-1.56 |
-3.0% |
48.82 |
Range |
2.01 |
1.42 |
-0.59 |
-29.4% |
3.60 |
ATR |
1.67 |
1.67 |
0.00 |
0.2% |
0.00 |
Volume |
53,684 |
69,564 |
15,880 |
29.6% |
214,350 |
|
Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.22 |
53.32 |
50.37 |
|
R3 |
52.80 |
51.90 |
49.98 |
|
R2 |
51.38 |
51.38 |
49.85 |
|
R1 |
50.48 |
50.48 |
49.72 |
50.22 |
PP |
49.96 |
49.96 |
49.96 |
49.83 |
S1 |
49.06 |
49.06 |
49.46 |
48.80 |
S2 |
48.54 |
48.54 |
49.33 |
|
S3 |
47.12 |
47.64 |
49.20 |
|
S4 |
45.70 |
46.22 |
48.81 |
|
|
Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.23 |
58.12 |
50.80 |
|
R3 |
56.63 |
54.52 |
49.81 |
|
R2 |
53.03 |
53.03 |
49.48 |
|
R1 |
50.92 |
50.92 |
49.15 |
50.18 |
PP |
49.43 |
49.43 |
49.43 |
49.05 |
S1 |
47.32 |
47.32 |
48.49 |
46.58 |
S2 |
45.83 |
45.83 |
48.16 |
|
S3 |
42.23 |
43.72 |
47.83 |
|
S4 |
38.63 |
40.12 |
46.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.53 |
47.10 |
4.43 |
8.9% |
2.14 |
4.3% |
56% |
False |
False |
50,692 |
10 |
51.53 |
47.10 |
4.43 |
8.9% |
1.87 |
3.8% |
56% |
False |
False |
43,453 |
20 |
53.02 |
47.10 |
5.92 |
11.9% |
1.55 |
3.1% |
42% |
False |
False |
34,003 |
40 |
53.02 |
45.03 |
7.99 |
16.1% |
1.46 |
2.9% |
57% |
False |
False |
27,461 |
60 |
53.02 |
40.34 |
12.68 |
25.6% |
1.47 |
3.0% |
73% |
False |
False |
24,153 |
80 |
53.02 |
39.08 |
13.94 |
28.1% |
1.40 |
2.8% |
75% |
False |
False |
21,276 |
100 |
53.02 |
35.44 |
17.58 |
35.5% |
1.44 |
2.9% |
80% |
False |
False |
19,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.89 |
2.618 |
54.57 |
1.618 |
53.15 |
1.000 |
52.27 |
0.618 |
51.73 |
HIGH |
50.85 |
0.618 |
50.31 |
0.500 |
50.14 |
0.382 |
49.97 |
LOW |
49.43 |
0.618 |
48.55 |
1.000 |
48.01 |
1.618 |
47.13 |
2.618 |
45.71 |
4.250 |
43.40 |
|
|
Fisher Pivots for day following 30-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
50.14 |
49.58 |
PP |
49.96 |
49.56 |
S1 |
49.77 |
49.55 |
|