NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 29-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
48.79 |
50.35 |
1.56 |
3.2% |
50.63 |
High |
50.42 |
52.30 |
1.88 |
3.7% |
52.40 |
Low |
48.76 |
50.27 |
1.51 |
3.1% |
48.86 |
Close |
50.20 |
52.19 |
1.99 |
4.0% |
49.72 |
Range |
1.66 |
2.03 |
0.37 |
22.3% |
3.54 |
ATR |
1.63 |
1.67 |
0.03 |
2.0% |
0.00 |
Volume |
85,798 |
84,996 |
-802 |
-0.9% |
387,960 |
|
Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.68 |
56.96 |
53.31 |
|
R3 |
55.65 |
54.93 |
52.75 |
|
R2 |
53.62 |
53.62 |
52.56 |
|
R1 |
52.90 |
52.90 |
52.38 |
53.26 |
PP |
51.59 |
51.59 |
51.59 |
51.77 |
S1 |
50.87 |
50.87 |
52.00 |
51.23 |
S2 |
49.56 |
49.56 |
51.82 |
|
S3 |
47.53 |
48.84 |
51.63 |
|
S4 |
45.50 |
46.81 |
51.07 |
|
|
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 |
8.3% |
2.06 |
3.9% |
95% |
False |
False |
84,414 |
10 |
52.40 |
48.07 |
4.33 |
8.3% |
1.91 |
3.7% |
95% |
False |
False |
76,501 |
20 |
53.62 |
48.07 |
5.55 |
10.6% |
1.56 |
3.0% |
74% |
False |
False |
65,702 |
40 |
53.62 |
45.53 |
8.09 |
15.5% |
1.47 |
2.8% |
82% |
False |
False |
62,241 |
60 |
53.62 |
40.38 |
13.24 |
25.4% |
1.51 |
2.9% |
89% |
False |
False |
61,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.93 |
2.618 |
57.61 |
1.618 |
55.58 |
1.000 |
54.33 |
0.618 |
53.55 |
HIGH |
52.30 |
0.618 |
51.52 |
0.500 |
51.29 |
0.382 |
51.05 |
LOW |
50.27 |
0.618 |
49.02 |
1.000 |
48.24 |
1.618 |
46.99 |
2.618 |
44.96 |
4.250 |
41.64 |
|
|
Fisher Pivots for day following 29-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
51.89 |
51.52 |
PP |
51.59 |
50.85 |
S1 |
51.29 |
50.19 |
|