NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 06-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
51.59 |
49.36 |
-2.23 |
-4.3% |
49.81 |
High |
51.75 |
50.38 |
-1.37 |
-2.6% |
52.30 |
Low |
48.75 |
48.45 |
-0.30 |
-0.6% |
48.07 |
Close |
49.07 |
49.89 |
0.82 |
1.7% |
51.34 |
Range |
3.00 |
1.93 |
-1.07 |
-35.7% |
4.23 |
ATR |
1.76 |
1.77 |
0.01 |
0.7% |
0.00 |
Volume |
77,980 |
102,937 |
24,957 |
32.0% |
376,495 |
|
Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.36 |
54.56 |
50.95 |
|
R3 |
53.43 |
52.63 |
50.42 |
|
R2 |
51.50 |
51.50 |
50.24 |
|
R1 |
50.70 |
50.70 |
50.07 |
51.10 |
PP |
49.57 |
49.57 |
49.57 |
49.78 |
S1 |
48.77 |
48.77 |
49.71 |
49.17 |
S2 |
47.64 |
47.64 |
49.54 |
|
S3 |
45.71 |
46.84 |
49.36 |
|
S4 |
43.78 |
44.91 |
48.83 |
|
|
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 |
48.45 |
3.85 |
7.7% |
1.98 |
4.0% |
37% |
False |
True |
79,266 |
10 |
52.40 |
48.07 |
4.33 |
8.7% |
2.01 |
4.0% |
42% |
False |
False |
81,988 |
20 |
53.62 |
48.07 |
5.55 |
11.1% |
1.72 |
3.5% |
33% |
False |
False |
72,258 |
40 |
53.62 |
45.53 |
8.09 |
16.2% |
1.48 |
3.0% |
54% |
False |
False |
63,138 |
60 |
53.62 |
41.43 |
12.19 |
24.4% |
1.53 |
3.1% |
69% |
False |
False |
62,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.58 |
2.618 |
55.43 |
1.618 |
53.50 |
1.000 |
52.31 |
0.618 |
51.57 |
HIGH |
50.38 |
0.618 |
49.64 |
0.500 |
49.42 |
0.382 |
49.19 |
LOW |
48.45 |
0.618 |
47.26 |
1.000 |
46.52 |
1.618 |
45.33 |
2.618 |
43.40 |
4.250 |
40.25 |
|
|
Fisher Pivots for day following 06-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
49.73 |
50.10 |
PP |
49.57 |
50.03 |
S1 |
49.42 |
49.96 |
|