NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 01-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
50.68 |
49.70 |
-0.98 |
-1.9% |
48.92 |
| High |
50.85 |
50.57 |
-0.28 |
-0.6% |
51.27 |
| Low |
49.43 |
49.14 |
-0.29 |
-0.6% |
47.10 |
| Close |
49.59 |
50.25 |
0.66 |
1.3% |
50.25 |
| Range |
1.42 |
1.43 |
0.01 |
0.7% |
4.17 |
| ATR |
1.67 |
1.65 |
-0.02 |
-1.0% |
0.00 |
| Volume |
69,564 |
38,578 |
-30,986 |
-44.5% |
231,702 |
|
| Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.28 |
53.69 |
51.04 |
|
| R3 |
52.85 |
52.26 |
50.64 |
|
| R2 |
51.42 |
51.42 |
50.51 |
|
| R1 |
50.83 |
50.83 |
50.38 |
51.13 |
| PP |
49.99 |
49.99 |
49.99 |
50.13 |
| S1 |
49.40 |
49.40 |
50.12 |
49.70 |
| S2 |
48.56 |
48.56 |
49.99 |
|
| S3 |
47.13 |
47.97 |
49.86 |
|
| S4 |
45.70 |
46.54 |
49.46 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.05 |
60.32 |
52.54 |
|
| R3 |
57.88 |
56.15 |
51.40 |
|
| R2 |
53.71 |
53.71 |
51.01 |
|
| R1 |
51.98 |
51.98 |
50.63 |
52.85 |
| PP |
49.54 |
49.54 |
49.54 |
49.97 |
| S1 |
47.81 |
47.81 |
49.87 |
48.68 |
| S2 |
45.37 |
45.37 |
49.49 |
|
| S3 |
41.20 |
43.64 |
49.10 |
|
| S4 |
37.03 |
39.47 |
47.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.27 |
47.10 |
4.17 |
8.3% |
1.70 |
3.4% |
76% |
False |
False |
46,340 |
| 10 |
51.53 |
47.10 |
4.43 |
8.8% |
1.80 |
3.6% |
71% |
False |
False |
44,605 |
| 20 |
53.02 |
47.10 |
5.92 |
11.8% |
1.57 |
3.1% |
53% |
False |
False |
35,253 |
| 40 |
53.02 |
45.03 |
7.99 |
15.9% |
1.44 |
2.9% |
65% |
False |
False |
27,786 |
| 60 |
53.02 |
41.04 |
11.98 |
23.8% |
1.48 |
2.9% |
77% |
False |
False |
24,536 |
| 80 |
53.02 |
39.08 |
13.94 |
27.7% |
1.40 |
2.8% |
80% |
False |
False |
21,617 |
| 100 |
53.02 |
35.44 |
17.58 |
35.0% |
1.42 |
2.8% |
84% |
False |
False |
19,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.65 |
|
2.618 |
54.31 |
|
1.618 |
52.88 |
|
1.000 |
52.00 |
|
0.618 |
51.45 |
|
HIGH |
50.57 |
|
0.618 |
50.02 |
|
0.500 |
49.86 |
|
0.382 |
49.69 |
|
LOW |
49.14 |
|
0.618 |
48.26 |
|
1.000 |
47.71 |
|
1.618 |
46.83 |
|
2.618 |
45.40 |
|
4.250 |
43.06 |
|
|
| Fisher Pivots for day following 01-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.12 |
50.24 |
| PP |
49.99 |
50.22 |
| S1 |
49.86 |
50.21 |
|