NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 17-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
49.23 |
47.90 |
-1.33 |
-2.7% |
50.79 |
High |
49.39 |
50.20 |
0.81 |
1.6% |
51.27 |
Low |
47.86 |
47.90 |
0.04 |
0.1% |
47.86 |
Close |
48.11 |
49.95 |
1.84 |
3.8% |
49.95 |
Range |
1.53 |
2.30 |
0.77 |
50.3% |
3.41 |
ATR |
1.30 |
1.37 |
0.07 |
5.5% |
0.00 |
Volume |
21,550 |
17,239 |
-4,311 |
-20.0% |
96,236 |
|
Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.25 |
55.40 |
51.22 |
|
R3 |
53.95 |
53.10 |
50.58 |
|
R2 |
51.65 |
51.65 |
50.37 |
|
R1 |
50.80 |
50.80 |
50.16 |
51.23 |
PP |
49.35 |
49.35 |
49.35 |
49.56 |
S1 |
48.50 |
48.50 |
49.74 |
48.93 |
S2 |
47.05 |
47.05 |
49.53 |
|
S3 |
44.75 |
46.20 |
49.32 |
|
S4 |
42.45 |
43.90 |
48.69 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.92 |
58.35 |
51.83 |
|
R3 |
56.51 |
54.94 |
50.89 |
|
R2 |
53.10 |
53.10 |
50.58 |
|
R1 |
51.53 |
51.53 |
50.26 |
50.61 |
PP |
49.69 |
49.69 |
49.69 |
49.24 |
S1 |
48.12 |
48.12 |
49.64 |
47.20 |
S2 |
46.28 |
46.28 |
49.32 |
|
S3 |
42.87 |
44.71 |
49.01 |
|
S4 |
39.46 |
41.30 |
48.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.27 |
47.86 |
3.41 |
6.8% |
1.39 |
2.8% |
61% |
False |
False |
19,247 |
10 |
53.39 |
47.86 |
5.53 |
11.1% |
1.32 |
2.7% |
38% |
False |
False |
18,436 |
20 |
53.39 |
47.86 |
5.53 |
11.1% |
1.21 |
2.4% |
38% |
False |
False |
15,875 |
40 |
53.39 |
45.25 |
8.14 |
16.3% |
1.28 |
2.6% |
58% |
False |
False |
15,343 |
60 |
53.39 |
39.40 |
13.99 |
28.0% |
1.30 |
2.6% |
75% |
False |
False |
14,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.98 |
2.618 |
56.22 |
1.618 |
53.92 |
1.000 |
52.50 |
0.618 |
51.62 |
HIGH |
50.20 |
0.618 |
49.32 |
0.500 |
49.05 |
0.382 |
48.78 |
LOW |
47.90 |
0.618 |
46.48 |
1.000 |
45.60 |
1.618 |
44.18 |
2.618 |
41.88 |
4.250 |
38.13 |
|
|
Fisher Pivots for day following 17-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
49.65 |
49.68 |
PP |
49.35 |
49.41 |
S1 |
49.05 |
49.14 |
|