NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 24-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
51.10 |
52.00 |
0.90 |
1.8% |
50.23 |
High |
51.80 |
52.00 |
0.20 |
0.4% |
52.00 |
Low |
50.85 |
48.49 |
-2.36 |
-4.6% |
48.49 |
Close |
51.71 |
49.29 |
-2.42 |
-4.7% |
49.29 |
Range |
0.95 |
3.51 |
2.56 |
269.5% |
3.51 |
ATR |
1.40 |
1.55 |
0.15 |
10.8% |
0.00 |
Volume |
18,119 |
28,893 |
10,774 |
59.5% |
115,927 |
|
Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.46 |
58.38 |
51.22 |
|
R3 |
56.95 |
54.87 |
50.26 |
|
R2 |
53.44 |
53.44 |
49.93 |
|
R1 |
51.36 |
51.36 |
49.61 |
50.65 |
PP |
49.93 |
49.93 |
49.93 |
49.57 |
S1 |
47.85 |
47.85 |
48.97 |
47.14 |
S2 |
46.42 |
46.42 |
48.65 |
|
S3 |
42.91 |
44.34 |
48.32 |
|
S4 |
39.40 |
40.83 |
47.36 |
|
|
Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.46 |
58.38 |
51.22 |
|
R3 |
56.95 |
54.87 |
50.26 |
|
R2 |
53.44 |
53.44 |
49.93 |
|
R1 |
51.36 |
51.36 |
49.61 |
50.65 |
PP |
49.93 |
49.93 |
49.93 |
49.57 |
S1 |
47.85 |
47.85 |
48.97 |
47.14 |
S2 |
46.42 |
46.42 |
48.65 |
|
S3 |
42.91 |
44.34 |
48.32 |
|
S4 |
39.40 |
40.83 |
47.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.00 |
48.49 |
3.51 |
7.1% |
1.83 |
3.7% |
23% |
True |
True |
23,185 |
10 |
52.00 |
47.86 |
4.14 |
8.4% |
1.61 |
3.3% |
35% |
True |
False |
21,216 |
20 |
53.39 |
47.86 |
5.53 |
11.2% |
1.41 |
2.9% |
26% |
False |
False |
17,901 |
40 |
53.39 |
45.26 |
8.13 |
16.5% |
1.37 |
2.8% |
50% |
False |
False |
17,049 |
60 |
53.39 |
39.40 |
13.99 |
28.4% |
1.37 |
2.8% |
71% |
False |
False |
15,540 |
80 |
53.39 |
39.40 |
13.99 |
28.4% |
1.29 |
2.6% |
71% |
False |
False |
13,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.92 |
2.618 |
61.19 |
1.618 |
57.68 |
1.000 |
55.51 |
0.618 |
54.17 |
HIGH |
52.00 |
0.618 |
50.66 |
0.500 |
50.25 |
0.382 |
49.83 |
LOW |
48.49 |
0.618 |
46.32 |
1.000 |
44.98 |
1.618 |
42.81 |
2.618 |
39.30 |
4.250 |
33.57 |
|
|
Fisher Pivots for day following 24-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
50.25 |
50.25 |
PP |
49.93 |
49.93 |
S1 |
49.61 |
49.61 |
|