NYMEX Light Sweet Crude Oil Future December 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 |
51.17 |
52.27 |
1.10 |
2.1% |
50.63 |
High |
52.20 |
52.40 |
0.20 |
0.4% |
52.40 |
Low |
51.09 |
48.86 |
-2.23 |
-4.4% |
48.86 |
Close |
52.12 |
49.72 |
-2.40 |
-4.6% |
49.72 |
Range |
1.11 |
3.54 |
2.43 |
218.9% |
3.54 |
ATR |
1.44 |
1.59 |
0.15 |
10.5% |
0.00 |
Volume |
65,783 |
110,212 |
44,429 |
67.5% |
387,960 |
|
Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.95 |
58.87 |
51.67 |
|
R3 |
57.41 |
55.33 |
50.69 |
|
R2 |
53.87 |
53.87 |
50.37 |
|
R1 |
51.79 |
51.79 |
50.04 |
51.06 |
PP |
50.33 |
50.33 |
50.33 |
49.96 |
S1 |
48.25 |
48.25 |
49.40 |
47.52 |
S2 |
46.79 |
46.79 |
49.07 |
|
S3 |
43.25 |
44.71 |
48.75 |
|
S4 |
39.71 |
41.17 |
47.77 |
|
|
Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.95 |
58.87 |
51.67 |
|
R3 |
57.41 |
55.33 |
50.69 |
|
R2 |
53.87 |
53.87 |
50.37 |
|
R1 |
51.79 |
51.79 |
50.04 |
51.06 |
PP |
50.33 |
50.33 |
50.33 |
49.96 |
S1 |
48.25 |
48.25 |
49.40 |
47.52 |
S2 |
46.79 |
46.79 |
49.07 |
|
S3 |
43.25 |
44.71 |
48.75 |
|
S4 |
39.71 |
41.17 |
47.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.40 |
48.86 |
3.54 |
7.1% |
1.89 |
3.8% |
24% |
True |
True |
77,592 |
10 |
52.40 |
48.19 |
4.21 |
8.5% |
1.66 |
3.3% |
36% |
True |
False |
69,361 |
20 |
53.62 |
48.19 |
5.43 |
10.9% |
1.45 |
2.9% |
28% |
False |
False |
60,040 |
40 |
53.62 |
45.53 |
8.09 |
16.3% |
1.43 |
2.9% |
52% |
False |
False |
60,076 |
60 |
53.62 |
39.70 |
13.92 |
28.0% |
1.48 |
3.0% |
72% |
False |
False |
59,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.45 |
2.618 |
61.67 |
1.618 |
58.13 |
1.000 |
55.94 |
0.618 |
54.59 |
HIGH |
52.40 |
0.618 |
51.05 |
0.500 |
50.63 |
0.382 |
50.21 |
LOW |
48.86 |
0.618 |
46.67 |
1.000 |
45.32 |
1.618 |
43.13 |
2.618 |
39.59 |
4.250 |
33.82 |
|
|
Fisher Pivots for day following 24-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
50.63 |
50.63 |
PP |
50.33 |
50.33 |
S1 |
50.02 |
50.02 |
|