NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
50.79 |
50.50 |
-0.29 |
-0.6% |
50.48 |
| High |
51.27 |
50.55 |
-0.72 |
-1.4% |
53.39 |
| Low |
50.22 |
49.80 |
-0.42 |
-0.8% |
50.48 |
| Close |
50.91 |
50.41 |
-0.50 |
-1.0% |
51.09 |
| Range |
1.05 |
0.75 |
-0.30 |
-28.6% |
2.91 |
| ATR |
1.26 |
1.25 |
-0.01 |
-0.8% |
0.00 |
| Volume |
18,922 |
17,442 |
-1,480 |
-7.8% |
88,126 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.50 |
52.21 |
50.82 |
|
| R3 |
51.75 |
51.46 |
50.62 |
|
| R2 |
51.00 |
51.00 |
50.55 |
|
| R1 |
50.71 |
50.71 |
50.48 |
50.48 |
| PP |
50.25 |
50.25 |
50.25 |
50.14 |
| S1 |
49.96 |
49.96 |
50.34 |
49.73 |
| S2 |
49.50 |
49.50 |
50.27 |
|
| S3 |
48.75 |
49.21 |
50.20 |
|
| S4 |
48.00 |
48.46 |
50.00 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.38 |
58.65 |
52.69 |
|
| R3 |
57.47 |
55.74 |
51.89 |
|
| R2 |
54.56 |
54.56 |
51.62 |
|
| R1 |
52.83 |
52.83 |
51.36 |
53.70 |
| PP |
51.65 |
51.65 |
51.65 |
52.09 |
| S1 |
49.92 |
49.92 |
50.82 |
50.79 |
| S2 |
48.74 |
48.74 |
50.56 |
|
| S3 |
45.83 |
47.01 |
50.29 |
|
| S4 |
42.92 |
44.10 |
49.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.39 |
49.80 |
3.59 |
7.1% |
1.22 |
2.4% |
17% |
False |
True |
19,513 |
| 10 |
53.39 |
49.36 |
4.03 |
8.0% |
1.18 |
2.3% |
26% |
False |
False |
16,654 |
| 20 |
53.39 |
48.70 |
4.69 |
9.3% |
1.12 |
2.2% |
36% |
False |
False |
14,693 |
| 40 |
53.39 |
43.52 |
9.87 |
19.6% |
1.28 |
2.5% |
70% |
False |
False |
14,927 |
| 60 |
53.39 |
39.40 |
13.99 |
27.8% |
1.26 |
2.5% |
79% |
False |
False |
13,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.74 |
|
2.618 |
52.51 |
|
1.618 |
51.76 |
|
1.000 |
51.30 |
|
0.618 |
51.01 |
|
HIGH |
50.55 |
|
0.618 |
50.26 |
|
0.500 |
50.18 |
|
0.382 |
50.09 |
|
LOW |
49.80 |
|
0.618 |
49.34 |
|
1.000 |
49.05 |
|
1.618 |
48.59 |
|
2.618 |
47.84 |
|
4.250 |
46.61 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.33 |
51.15 |
| PP |
50.25 |
50.90 |
| S1 |
50.18 |
50.66 |
|