NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 28-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
49.81 |
48.79 |
-1.02 |
-2.0% |
50.63 |
High |
50.02 |
50.42 |
0.40 |
0.8% |
52.40 |
Low |
48.07 |
48.76 |
0.69 |
1.4% |
48.86 |
Close |
48.52 |
50.20 |
1.68 |
3.5% |
49.72 |
Range |
1.95 |
1.66 |
-0.29 |
-14.9% |
3.54 |
ATR |
1.61 |
1.63 |
0.02 |
1.3% |
0.00 |
Volume |
75,281 |
85,798 |
10,517 |
14.0% |
387,960 |
|
Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.77 |
54.15 |
51.11 |
|
R3 |
53.11 |
52.49 |
50.66 |
|
R2 |
51.45 |
51.45 |
50.50 |
|
R1 |
50.83 |
50.83 |
50.35 |
51.14 |
PP |
49.79 |
49.79 |
49.79 |
49.95 |
S1 |
49.17 |
49.17 |
50.05 |
49.48 |
S2 |
48.13 |
48.13 |
49.90 |
|
S3 |
46.47 |
47.51 |
49.74 |
|
S4 |
44.81 |
45.85 |
49.29 |
|
|
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 |
48.07 |
4.33 |
8.6% |
2.04 |
4.1% |
49% |
False |
False |
84,710 |
10 |
52.40 |
48.07 |
4.33 |
8.6% |
1.84 |
3.7% |
49% |
False |
False |
74,596 |
20 |
53.62 |
48.07 |
5.55 |
11.1% |
1.53 |
3.0% |
38% |
False |
False |
64,123 |
40 |
53.62 |
45.53 |
8.09 |
16.1% |
1.46 |
2.9% |
58% |
False |
False |
61,448 |
60 |
53.62 |
39.70 |
13.92 |
27.7% |
1.49 |
3.0% |
75% |
False |
False |
60,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.48 |
2.618 |
54.77 |
1.618 |
53.11 |
1.000 |
52.08 |
0.618 |
51.45 |
HIGH |
50.42 |
0.618 |
49.79 |
0.500 |
49.59 |
0.382 |
49.39 |
LOW |
48.76 |
0.618 |
47.73 |
1.000 |
47.10 |
1.618 |
46.07 |
2.618 |
44.41 |
4.250 |
41.71 |
|
|
Fisher Pivots for day following 28-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
50.00 |
50.24 |
PP |
49.79 |
50.22 |
S1 |
49.59 |
50.21 |
|