NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 09-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
52.06 |
53.25 |
1.19 |
2.3% |
50.54 |
High |
53.31 |
53.39 |
0.08 |
0.2% |
51.46 |
Low |
52.06 |
52.01 |
-0.05 |
-0.1% |
49.36 |
Close |
53.00 |
52.49 |
-0.51 |
-1.0% |
50.22 |
Range |
1.25 |
1.38 |
0.13 |
10.4% |
2.10 |
ATR |
1.23 |
1.24 |
0.01 |
0.8% |
0.00 |
Volume |
21,059 |
20,337 |
-722 |
-3.4% |
50,563 |
|
Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.77 |
56.01 |
53.25 |
|
R3 |
55.39 |
54.63 |
52.87 |
|
R2 |
54.01 |
54.01 |
52.74 |
|
R1 |
53.25 |
53.25 |
52.62 |
52.94 |
PP |
52.63 |
52.63 |
52.63 |
52.48 |
S1 |
51.87 |
51.87 |
52.36 |
51.56 |
S2 |
51.25 |
51.25 |
52.24 |
|
S3 |
49.87 |
50.49 |
52.11 |
|
S4 |
48.49 |
49.11 |
51.73 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.65 |
55.53 |
51.38 |
|
R3 |
54.55 |
53.43 |
50.80 |
|
R2 |
52.45 |
52.45 |
50.61 |
|
R1 |
51.33 |
51.33 |
50.41 |
50.84 |
PP |
50.35 |
50.35 |
50.35 |
50.10 |
S1 |
49.23 |
49.23 |
50.03 |
48.74 |
S2 |
48.25 |
48.25 |
49.84 |
|
S3 |
46.15 |
47.13 |
49.64 |
|
S4 |
44.05 |
45.03 |
49.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.39 |
49.95 |
3.44 |
6.6% |
1.12 |
2.1% |
74% |
True |
False |
15,681 |
10 |
53.39 |
49.36 |
4.03 |
7.7% |
1.12 |
2.1% |
78% |
True |
False |
14,077 |
20 |
53.39 |
47.97 |
5.42 |
10.3% |
1.10 |
2.1% |
83% |
True |
False |
14,403 |
40 |
53.39 |
41.29 |
12.10 |
23.1% |
1.32 |
2.5% |
93% |
True |
False |
14,347 |
60 |
53.39 |
39.40 |
13.99 |
26.7% |
1.25 |
2.4% |
94% |
True |
False |
13,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.26 |
2.618 |
57.00 |
1.618 |
55.62 |
1.000 |
54.77 |
0.618 |
54.24 |
HIGH |
53.39 |
0.618 |
52.86 |
0.500 |
52.70 |
0.382 |
52.54 |
LOW |
52.01 |
0.618 |
51.16 |
1.000 |
50.63 |
1.618 |
49.78 |
2.618 |
48.40 |
4.250 |
46.15 |
|
|
Fisher Pivots for day following 09-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
52.70 |
52.40 |
PP |
52.63 |
52.31 |
S1 |
52.56 |
52.22 |
|