NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 22-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
51.20 |
51.75 |
0.55 |
1.1% |
50.79 |
High |
51.84 |
51.96 |
0.12 |
0.2% |
51.27 |
Low |
50.34 |
50.03 |
-0.31 |
-0.6% |
47.86 |
Close |
51.38 |
50.74 |
-0.64 |
-1.2% |
49.95 |
Range |
1.50 |
1.93 |
0.43 |
28.7% |
3.41 |
ATR |
1.38 |
1.42 |
0.04 |
2.8% |
0.00 |
Volume |
19,721 |
33,112 |
13,391 |
67.9% |
96,236 |
|
Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.70 |
55.65 |
51.80 |
|
R3 |
54.77 |
53.72 |
51.27 |
|
R2 |
52.84 |
52.84 |
51.09 |
|
R1 |
51.79 |
51.79 |
50.92 |
51.35 |
PP |
50.91 |
50.91 |
50.91 |
50.69 |
S1 |
49.86 |
49.86 |
50.56 |
49.42 |
S2 |
48.98 |
48.98 |
50.39 |
|
S3 |
47.05 |
47.93 |
50.21 |
|
S4 |
45.12 |
46.00 |
49.68 |
|
|
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 |
51.96 |
47.86 |
4.10 |
8.1% |
1.71 |
3.4% |
70% |
True |
False |
21,540 |
10 |
53.39 |
47.86 |
5.53 |
10.9% |
1.47 |
2.9% |
52% |
False |
False |
20,529 |
20 |
53.39 |
47.86 |
5.53 |
10.9% |
1.27 |
2.5% |
52% |
False |
False |
16,960 |
40 |
53.39 |
45.26 |
8.13 |
16.0% |
1.32 |
2.6% |
67% |
False |
False |
16,270 |
60 |
53.39 |
39.40 |
13.99 |
27.6% |
1.33 |
2.6% |
81% |
False |
False |
14,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.16 |
2.618 |
57.01 |
1.618 |
55.08 |
1.000 |
53.89 |
0.618 |
53.15 |
HIGH |
51.96 |
0.618 |
51.22 |
0.500 |
51.00 |
0.382 |
50.77 |
LOW |
50.03 |
0.618 |
48.84 |
1.000 |
48.10 |
1.618 |
46.91 |
2.618 |
44.98 |
4.250 |
41.83 |
|
|
Fisher Pivots for day following 22-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
51.00 |
51.00 |
PP |
50.91 |
50.91 |
S1 |
50.83 |
50.83 |
|