NYMEX Light Sweet Crude Oil Future December 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 |
52.11 |
51.17 |
-0.94 |
-1.8% |
51.22 |
High |
52.34 |
52.20 |
-0.14 |
-0.3% |
51.62 |
Low |
50.41 |
51.09 |
0.68 |
1.3% |
48.19 |
Close |
51.14 |
52.12 |
0.98 |
1.9% |
50.30 |
Range |
1.93 |
1.11 |
-0.82 |
-42.5% |
3.43 |
ATR |
1.46 |
1.44 |
-0.03 |
-1.7% |
0.00 |
Volume |
86,479 |
65,783 |
-20,696 |
-23.9% |
305,650 |
|
Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.13 |
54.74 |
52.73 |
|
R3 |
54.02 |
53.63 |
52.43 |
|
R2 |
52.91 |
52.91 |
52.32 |
|
R1 |
52.52 |
52.52 |
52.22 |
52.72 |
PP |
51.80 |
51.80 |
51.80 |
51.90 |
S1 |
51.41 |
51.41 |
52.02 |
51.61 |
S2 |
50.69 |
50.69 |
51.92 |
|
S3 |
49.58 |
50.30 |
51.81 |
|
S4 |
48.47 |
49.19 |
51.51 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.33 |
58.74 |
52.19 |
|
R3 |
56.90 |
55.31 |
51.24 |
|
R2 |
53.47 |
53.47 |
50.93 |
|
R1 |
51.88 |
51.88 |
50.61 |
50.96 |
PP |
50.04 |
50.04 |
50.04 |
49.58 |
S1 |
48.45 |
48.45 |
49.99 |
47.53 |
S2 |
46.61 |
46.61 |
49.67 |
|
S3 |
43.18 |
45.02 |
49.36 |
|
S4 |
39.75 |
41.59 |
48.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.34 |
48.19 |
4.15 |
8.0% |
1.65 |
3.2% |
95% |
False |
False |
66,944 |
10 |
52.82 |
48.19 |
4.63 |
8.9% |
1.47 |
2.8% |
85% |
False |
False |
63,957 |
20 |
53.62 |
48.19 |
5.43 |
10.4% |
1.32 |
2.5% |
72% |
False |
False |
57,487 |
40 |
53.62 |
45.53 |
8.09 |
15.5% |
1.37 |
2.6% |
81% |
False |
False |
58,448 |
60 |
53.62 |
39.70 |
13.92 |
26.7% |
1.45 |
2.8% |
89% |
False |
False |
58,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.92 |
2.618 |
55.11 |
1.618 |
54.00 |
1.000 |
53.31 |
0.618 |
52.89 |
HIGH |
52.20 |
0.618 |
51.78 |
0.500 |
51.65 |
0.382 |
51.51 |
LOW |
51.09 |
0.618 |
50.40 |
1.000 |
49.98 |
1.618 |
49.29 |
2.618 |
48.18 |
4.250 |
46.37 |
|
|
Fisher Pivots for day following 23-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
51.96 |
51.87 |
PP |
51.80 |
51.62 |
S1 |
51.65 |
51.38 |
|