NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 05-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
50.69 |
51.59 |
0.90 |
1.8% |
49.81 |
High |
51.67 |
51.75 |
0.08 |
0.2% |
52.30 |
Low |
50.14 |
48.75 |
-1.39 |
-2.8% |
48.07 |
Close |
51.34 |
49.07 |
-2.27 |
-4.4% |
51.34 |
Range |
1.53 |
3.00 |
1.47 |
96.1% |
4.23 |
ATR |
1.66 |
1.76 |
0.10 |
5.8% |
0.00 |
Volume |
68,014 |
77,980 |
9,966 |
14.7% |
376,495 |
|
Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.86 |
56.96 |
50.72 |
|
R3 |
55.86 |
53.96 |
49.90 |
|
R2 |
52.86 |
52.86 |
49.62 |
|
R1 |
50.96 |
50.96 |
49.35 |
50.41 |
PP |
49.86 |
49.86 |
49.86 |
49.58 |
S1 |
47.96 |
47.96 |
48.80 |
47.41 |
S2 |
46.86 |
46.86 |
48.52 |
|
S3 |
43.86 |
44.96 |
48.25 |
|
S4 |
40.86 |
41.96 |
47.42 |
|
|
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 |
48.75 |
3.55 |
7.2% |
1.93 |
3.9% |
9% |
False |
True |
75,838 |
10 |
52.40 |
48.07 |
4.33 |
8.8% |
1.97 |
4.0% |
23% |
False |
False |
79,436 |
20 |
53.62 |
48.07 |
5.55 |
11.3% |
1.69 |
3.4% |
18% |
False |
False |
69,311 |
40 |
53.62 |
45.53 |
8.09 |
16.5% |
1.49 |
3.0% |
44% |
False |
False |
62,535 |
60 |
53.62 |
41.43 |
12.19 |
24.8% |
1.52 |
3.1% |
63% |
False |
False |
61,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.50 |
2.618 |
59.60 |
1.618 |
56.60 |
1.000 |
54.75 |
0.618 |
53.60 |
HIGH |
51.75 |
0.618 |
50.60 |
0.500 |
50.25 |
0.382 |
49.90 |
LOW |
48.75 |
0.618 |
46.90 |
1.000 |
45.75 |
1.618 |
43.90 |
2.618 |
40.90 |
4.250 |
36.00 |
|
|
Fisher Pivots for day following 05-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
50.25 |
50.32 |
PP |
49.86 |
49.90 |
S1 |
49.46 |
49.49 |
|