NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 21-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
50.23 |
51.20 |
0.97 |
1.9% |
50.79 |
High |
51.39 |
51.84 |
0.45 |
0.9% |
51.27 |
Low |
50.11 |
50.34 |
0.23 |
0.5% |
47.86 |
Close |
51.37 |
51.38 |
0.01 |
0.0% |
49.95 |
Range |
1.28 |
1.50 |
0.22 |
17.2% |
3.41 |
ATR |
1.37 |
1.38 |
0.01 |
0.7% |
0.00 |
Volume |
16,082 |
19,721 |
3,639 |
22.6% |
96,236 |
|
Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.69 |
55.03 |
52.21 |
|
R3 |
54.19 |
53.53 |
51.79 |
|
R2 |
52.69 |
52.69 |
51.66 |
|
R1 |
52.03 |
52.03 |
51.52 |
52.36 |
PP |
51.19 |
51.19 |
51.19 |
51.35 |
S1 |
50.53 |
50.53 |
51.24 |
50.86 |
S2 |
49.69 |
49.69 |
51.11 |
|
S3 |
48.19 |
49.03 |
50.97 |
|
S4 |
46.69 |
47.53 |
50.56 |
|
|
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 |
51.84 |
47.86 |
3.98 |
7.7% |
1.58 |
3.1% |
88% |
True |
False |
19,135 |
10 |
53.39 |
47.86 |
5.53 |
10.8% |
1.40 |
2.7% |
64% |
False |
False |
19,324 |
20 |
53.39 |
47.86 |
5.53 |
10.8% |
1.24 |
2.4% |
64% |
False |
False |
16,374 |
40 |
53.39 |
45.26 |
8.13 |
15.8% |
1.30 |
2.5% |
75% |
False |
False |
15,681 |
60 |
53.39 |
39.40 |
13.99 |
27.2% |
1.31 |
2.5% |
86% |
False |
False |
14,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.22 |
2.618 |
55.77 |
1.618 |
54.27 |
1.000 |
53.34 |
0.618 |
52.77 |
HIGH |
51.84 |
0.618 |
51.27 |
0.500 |
51.09 |
0.382 |
50.91 |
LOW |
50.34 |
0.618 |
49.41 |
1.000 |
48.84 |
1.618 |
47.91 |
2.618 |
46.41 |
4.250 |
43.97 |
|
|
Fisher Pivots for day following 21-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
51.28 |
50.88 |
PP |
51.19 |
50.37 |
S1 |
51.09 |
49.87 |
|