NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
51.75 |
51.10 |
-0.65 |
-1.3% |
50.79 |
| High |
51.96 |
51.80 |
-0.16 |
-0.3% |
51.27 |
| Low |
50.03 |
50.85 |
0.82 |
1.6% |
47.86 |
| Close |
50.74 |
51.71 |
0.97 |
1.9% |
49.95 |
| Range |
1.93 |
0.95 |
-0.98 |
-50.8% |
3.41 |
| ATR |
1.42 |
1.40 |
-0.03 |
-1.8% |
0.00 |
| Volume |
33,112 |
18,119 |
-14,993 |
-45.3% |
96,236 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.30 |
53.96 |
52.23 |
|
| R3 |
53.35 |
53.01 |
51.97 |
|
| R2 |
52.40 |
52.40 |
51.88 |
|
| R1 |
52.06 |
52.06 |
51.80 |
52.23 |
| PP |
51.45 |
51.45 |
51.45 |
51.54 |
| S1 |
51.11 |
51.11 |
51.62 |
51.28 |
| S2 |
50.50 |
50.50 |
51.54 |
|
| S3 |
49.55 |
50.16 |
51.45 |
|
| S4 |
48.60 |
49.21 |
51.19 |
|
|
| 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 |
47.90 |
4.06 |
7.9% |
1.59 |
3.1% |
94% |
False |
False |
20,854 |
| 10 |
52.49 |
47.86 |
4.63 |
9.0% |
1.42 |
2.8% |
83% |
False |
False |
20,307 |
| 20 |
53.39 |
47.86 |
5.53 |
10.7% |
1.27 |
2.5% |
70% |
False |
False |
17,192 |
| 40 |
53.39 |
45.26 |
8.13 |
15.7% |
1.30 |
2.5% |
79% |
False |
False |
16,490 |
| 60 |
53.39 |
39.40 |
13.99 |
27.1% |
1.33 |
2.6% |
88% |
False |
False |
15,167 |
| 80 |
53.39 |
39.40 |
13.99 |
27.1% |
1.26 |
2.4% |
88% |
False |
False |
13,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.84 |
|
2.618 |
54.29 |
|
1.618 |
53.34 |
|
1.000 |
52.75 |
|
0.618 |
52.39 |
|
HIGH |
51.80 |
|
0.618 |
51.44 |
|
0.500 |
51.33 |
|
0.382 |
51.21 |
|
LOW |
50.85 |
|
0.618 |
50.26 |
|
1.000 |
49.90 |
|
1.618 |
49.31 |
|
2.618 |
48.36 |
|
4.250 |
46.81 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.58 |
51.47 |
| PP |
51.45 |
51.23 |
| S1 |
51.33 |
51.00 |
|