NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 01-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
51.84 |
50.69 |
-1.15 |
-2.2% |
49.81 |
High |
51.88 |
51.67 |
-0.21 |
-0.4% |
52.30 |
Low |
50.45 |
50.14 |
-0.31 |
-0.6% |
48.07 |
Close |
50.62 |
51.34 |
0.72 |
1.4% |
51.34 |
Range |
1.43 |
1.53 |
0.10 |
7.0% |
4.23 |
ATR |
1.67 |
1.66 |
-0.01 |
-0.6% |
0.00 |
Volume |
62,406 |
68,014 |
5,608 |
9.0% |
376,495 |
|
Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.64 |
55.02 |
52.18 |
|
R3 |
54.11 |
53.49 |
51.76 |
|
R2 |
52.58 |
52.58 |
51.62 |
|
R1 |
51.96 |
51.96 |
51.48 |
52.27 |
PP |
51.05 |
51.05 |
51.05 |
51.21 |
S1 |
50.43 |
50.43 |
51.20 |
50.74 |
S2 |
49.52 |
49.52 |
51.06 |
|
S3 |
47.99 |
48.90 |
50.92 |
|
S4 |
46.46 |
47.37 |
50.50 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.26 |
61.53 |
53.67 |
|
R3 |
59.03 |
57.30 |
52.50 |
|
R2 |
54.80 |
54.80 |
52.12 |
|
R1 |
53.07 |
53.07 |
51.73 |
53.94 |
PP |
50.57 |
50.57 |
50.57 |
51.00 |
S1 |
48.84 |
48.84 |
50.95 |
49.71 |
S2 |
46.34 |
46.34 |
50.56 |
|
S3 |
42.11 |
44.61 |
50.18 |
|
S4 |
37.88 |
40.38 |
49.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.30 |
48.07 |
4.23 |
8.2% |
1.72 |
3.4% |
77% |
False |
False |
75,299 |
10 |
52.40 |
48.07 |
4.33 |
8.4% |
1.80 |
3.5% |
76% |
False |
False |
76,445 |
20 |
53.62 |
48.07 |
5.55 |
10.8% |
1.59 |
3.1% |
59% |
False |
False |
67,533 |
40 |
53.62 |
45.53 |
8.09 |
15.8% |
1.46 |
2.8% |
72% |
False |
False |
61,862 |
60 |
53.62 |
41.35 |
12.27 |
23.9% |
1.51 |
2.9% |
81% |
False |
False |
61,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.17 |
2.618 |
55.68 |
1.618 |
54.15 |
1.000 |
53.20 |
0.618 |
52.62 |
HIGH |
51.67 |
0.618 |
51.09 |
0.500 |
50.91 |
0.382 |
50.72 |
LOW |
50.14 |
0.618 |
49.19 |
1.000 |
48.61 |
1.618 |
47.66 |
2.618 |
46.13 |
4.250 |
43.64 |
|
|
Fisher Pivots for day following 01-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
51.20 |
51.30 |
PP |
51.05 |
51.26 |
S1 |
50.91 |
51.22 |
|