NYMEX Light Sweet Crude Oil Future November 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 |
52.37 |
50.79 |
-1.58 |
-3.0% |
50.48 |
High |
52.49 |
51.27 |
-1.22 |
-2.3% |
53.39 |
Low |
50.84 |
50.22 |
-0.62 |
-1.2% |
50.48 |
Close |
51.09 |
50.91 |
-0.18 |
-0.4% |
51.09 |
Range |
1.65 |
1.05 |
-0.60 |
-36.4% |
2.91 |
ATR |
1.27 |
1.26 |
-0.02 |
-1.3% |
0.00 |
Volume |
19,808 |
18,922 |
-886 |
-4.5% |
88,126 |
|
Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.95 |
53.48 |
51.49 |
|
R3 |
52.90 |
52.43 |
51.20 |
|
R2 |
51.85 |
51.85 |
51.10 |
|
R1 |
51.38 |
51.38 |
51.01 |
51.62 |
PP |
50.80 |
50.80 |
50.80 |
50.92 |
S1 |
50.33 |
50.33 |
50.81 |
50.57 |
S2 |
49.75 |
49.75 |
50.72 |
|
S3 |
48.70 |
49.28 |
50.62 |
|
S4 |
47.65 |
48.23 |
50.33 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.38 |
58.65 |
52.69 |
|
R3 |
57.47 |
55.74 |
51.89 |
|
R2 |
54.56 |
54.56 |
51.62 |
|
R1 |
52.83 |
52.83 |
51.36 |
53.70 |
PP |
51.65 |
51.65 |
51.65 |
52.09 |
S1 |
49.92 |
49.92 |
50.82 |
50.79 |
S2 |
48.74 |
48.74 |
50.56 |
|
S3 |
45.83 |
47.01 |
50.29 |
|
S4 |
42.92 |
44.10 |
49.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.39 |
50.22 |
3.17 |
6.2% |
1.30 |
2.5% |
22% |
False |
True |
18,528 |
10 |
53.39 |
49.36 |
4.03 |
7.9% |
1.22 |
2.4% |
38% |
False |
False |
15,761 |
20 |
53.39 |
48.53 |
4.86 |
9.5% |
1.15 |
2.3% |
49% |
False |
False |
14,912 |
40 |
53.39 |
41.29 |
12.10 |
23.8% |
1.33 |
2.6% |
80% |
False |
False |
14,795 |
60 |
53.39 |
39.40 |
13.99 |
27.5% |
1.26 |
2.5% |
82% |
False |
False |
13,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.73 |
2.618 |
54.02 |
1.618 |
52.97 |
1.000 |
52.32 |
0.618 |
51.92 |
HIGH |
51.27 |
0.618 |
50.87 |
0.500 |
50.75 |
0.382 |
50.62 |
LOW |
50.22 |
0.618 |
49.57 |
1.000 |
49.17 |
1.618 |
48.52 |
2.618 |
47.47 |
4.250 |
45.76 |
|
|
Fisher Pivots for day following 13-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
50.86 |
51.81 |
PP |
50.80 |
51.51 |
S1 |
50.75 |
51.21 |
|