NYMEX Light Sweet Crude Oil Future November 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 |
49.81 |
49.23 |
-0.58 |
-1.2% |
50.48 |
High |
50.41 |
49.39 |
-1.02 |
-2.0% |
53.39 |
Low |
49.11 |
47.86 |
-1.25 |
-2.5% |
50.48 |
Close |
49.75 |
48.11 |
-1.64 |
-3.3% |
51.09 |
Range |
1.30 |
1.53 |
0.23 |
17.7% |
2.91 |
ATR |
1.25 |
1.30 |
0.05 |
3.7% |
0.00 |
Volume |
21,083 |
21,550 |
467 |
2.2% |
88,126 |
|
Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.04 |
52.11 |
48.95 |
|
R3 |
51.51 |
50.58 |
48.53 |
|
R2 |
49.98 |
49.98 |
48.39 |
|
R1 |
49.05 |
49.05 |
48.25 |
48.75 |
PP |
48.45 |
48.45 |
48.45 |
48.31 |
S1 |
47.52 |
47.52 |
47.97 |
47.22 |
S2 |
46.92 |
46.92 |
47.83 |
|
S3 |
45.39 |
45.99 |
47.69 |
|
S4 |
43.86 |
44.46 |
47.27 |
|
|
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 |
52.49 |
47.86 |
4.63 |
9.6% |
1.26 |
2.6% |
5% |
False |
True |
19,761 |
10 |
53.39 |
47.86 |
5.53 |
11.5% |
1.19 |
2.5% |
5% |
False |
True |
17,721 |
20 |
53.39 |
47.86 |
5.53 |
11.5% |
1.16 |
2.4% |
5% |
False |
True |
15,392 |
40 |
53.39 |
45.25 |
8.14 |
16.9% |
1.25 |
2.6% |
35% |
False |
False |
15,386 |
60 |
53.39 |
39.40 |
13.99 |
29.1% |
1.28 |
2.7% |
62% |
False |
False |
14,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.89 |
2.618 |
53.40 |
1.618 |
51.87 |
1.000 |
50.92 |
0.618 |
50.34 |
HIGH |
49.39 |
0.618 |
48.81 |
0.500 |
48.63 |
0.382 |
48.44 |
LOW |
47.86 |
0.618 |
46.91 |
1.000 |
46.33 |
1.618 |
45.38 |
2.618 |
43.85 |
4.250 |
41.36 |
|
|
Fisher Pivots for day following 16-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
48.63 |
49.21 |
PP |
48.45 |
48.84 |
S1 |
48.28 |
48.48 |
|