NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
50.50 |
49.81 |
-0.69 |
-1.4% |
50.48 |
| High |
50.55 |
50.41 |
-0.14 |
-0.3% |
53.39 |
| Low |
49.80 |
49.11 |
-0.69 |
-1.4% |
50.48 |
| Close |
50.41 |
49.75 |
-0.66 |
-1.3% |
51.09 |
| Range |
0.75 |
1.30 |
0.55 |
73.3% |
2.91 |
| ATR |
1.25 |
1.25 |
0.00 |
0.3% |
0.00 |
| Volume |
17,442 |
21,083 |
3,641 |
20.9% |
88,126 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.66 |
53.00 |
50.47 |
|
| R3 |
52.36 |
51.70 |
50.11 |
|
| R2 |
51.06 |
51.06 |
49.99 |
|
| R1 |
50.40 |
50.40 |
49.87 |
50.08 |
| PP |
49.76 |
49.76 |
49.76 |
49.60 |
| S1 |
49.10 |
49.10 |
49.63 |
48.78 |
| S2 |
48.46 |
48.46 |
49.51 |
|
| S3 |
47.16 |
47.80 |
49.39 |
|
| S4 |
45.86 |
46.50 |
49.04 |
|
|
| 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 |
49.11 |
4.28 |
8.6% |
1.23 |
2.5% |
15% |
False |
True |
19,518 |
| 10 |
53.39 |
49.11 |
4.28 |
8.6% |
1.17 |
2.4% |
15% |
False |
True |
16,906 |
| 20 |
53.39 |
48.70 |
4.69 |
9.4% |
1.13 |
2.3% |
22% |
False |
False |
15,029 |
| 40 |
53.39 |
43.72 |
9.67 |
19.4% |
1.28 |
2.6% |
62% |
False |
False |
15,153 |
| 60 |
53.39 |
39.40 |
13.99 |
28.1% |
1.26 |
2.5% |
74% |
False |
False |
13,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.94 |
|
2.618 |
53.81 |
|
1.618 |
52.51 |
|
1.000 |
51.71 |
|
0.618 |
51.21 |
|
HIGH |
50.41 |
|
0.618 |
49.91 |
|
0.500 |
49.76 |
|
0.382 |
49.61 |
|
LOW |
49.11 |
|
0.618 |
48.31 |
|
1.000 |
47.81 |
|
1.618 |
47.01 |
|
2.618 |
45.71 |
|
4.250 |
43.59 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.76 |
50.19 |
| PP |
49.76 |
50.04 |
| S1 |
49.75 |
49.90 |
|