NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
52.58 |
49.83 |
-2.75 |
-5.2% |
50.94 |
| High |
52.58 |
50.14 |
-2.44 |
-4.6% |
52.58 |
| Low |
49.28 |
48.46 |
-0.82 |
-1.7% |
49.28 |
| Close |
50.05 |
48.88 |
-1.17 |
-2.3% |
50.05 |
| Range |
3.30 |
1.68 |
-1.62 |
-49.1% |
3.30 |
| ATR |
1.45 |
1.47 |
0.02 |
1.1% |
0.00 |
| Volume |
10,540 |
13,635 |
3,095 |
29.4% |
48,132 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.20 |
53.22 |
49.80 |
|
| R3 |
52.52 |
51.54 |
49.34 |
|
| R2 |
50.84 |
50.84 |
49.19 |
|
| R1 |
49.86 |
49.86 |
49.03 |
49.51 |
| PP |
49.16 |
49.16 |
49.16 |
48.99 |
| S1 |
48.18 |
48.18 |
48.73 |
47.83 |
| S2 |
47.48 |
47.48 |
48.57 |
|
| S3 |
45.80 |
46.50 |
48.42 |
|
| S4 |
44.12 |
44.82 |
47.96 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.54 |
58.59 |
51.87 |
|
| R3 |
57.24 |
55.29 |
50.96 |
|
| R2 |
53.94 |
53.94 |
50.66 |
|
| R1 |
51.99 |
51.99 |
50.35 |
51.32 |
| PP |
50.64 |
50.64 |
50.64 |
50.30 |
| S1 |
48.69 |
48.69 |
49.75 |
48.02 |
| S2 |
47.34 |
47.34 |
49.45 |
|
| S3 |
44.04 |
45.39 |
49.14 |
|
| S4 |
40.74 |
42.09 |
48.24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.28 |
|
2.618 |
54.54 |
|
1.618 |
52.86 |
|
1.000 |
51.82 |
|
0.618 |
51.18 |
|
HIGH |
50.14 |
|
0.618 |
49.50 |
|
0.500 |
49.30 |
|
0.382 |
49.10 |
|
LOW |
48.46 |
|
0.618 |
47.42 |
|
1.000 |
46.78 |
|
1.618 |
45.74 |
|
2.618 |
44.06 |
|
4.250 |
41.32 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.30 |
50.52 |
| PP |
49.16 |
49.97 |
| S1 |
49.02 |
49.43 |
|