NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
48.48 |
50.08 |
1.60 |
3.3% |
50.23 |
| High |
49.91 |
51.81 |
1.90 |
3.8% |
52.00 |
| Low |
48.46 |
49.85 |
1.39 |
2.9% |
48.49 |
| Close |
49.72 |
51.70 |
1.98 |
4.0% |
49.29 |
| Range |
1.45 |
1.96 |
0.51 |
35.2% |
3.51 |
| ATR |
1.60 |
1.63 |
0.04 |
2.2% |
0.00 |
| Volume |
29,329 |
28,752 |
-577 |
-2.0% |
115,927 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.00 |
56.31 |
52.78 |
|
| R3 |
55.04 |
54.35 |
52.24 |
|
| R2 |
53.08 |
53.08 |
52.06 |
|
| R1 |
52.39 |
52.39 |
51.88 |
52.74 |
| PP |
51.12 |
51.12 |
51.12 |
51.29 |
| S1 |
50.43 |
50.43 |
51.52 |
50.78 |
| S2 |
49.16 |
49.16 |
51.34 |
|
| S3 |
47.20 |
48.47 |
51.16 |
|
| S4 |
45.24 |
46.51 |
50.62 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.46 |
58.38 |
51.22 |
|
| R3 |
56.95 |
54.87 |
50.26 |
|
| R2 |
53.44 |
53.44 |
49.93 |
|
| R1 |
51.36 |
51.36 |
49.61 |
50.65 |
| PP |
49.93 |
49.93 |
49.93 |
49.57 |
| S1 |
47.85 |
47.85 |
48.97 |
47.14 |
| S2 |
46.42 |
46.42 |
48.65 |
|
| S3 |
42.91 |
44.34 |
48.32 |
|
| S4 |
39.40 |
40.83 |
47.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.00 |
47.61 |
4.39 |
8.5% |
1.97 |
3.8% |
93% |
False |
False |
25,153 |
| 10 |
52.00 |
47.61 |
4.39 |
8.5% |
1.84 |
3.6% |
93% |
False |
False |
23,346 |
| 20 |
53.39 |
47.61 |
5.78 |
11.2% |
1.50 |
2.9% |
71% |
False |
False |
20,126 |
| 40 |
53.39 |
45.26 |
8.13 |
15.7% |
1.41 |
2.7% |
79% |
False |
False |
18,019 |
| 60 |
53.39 |
40.20 |
13.19 |
25.5% |
1.39 |
2.7% |
87% |
False |
False |
16,387 |
| 80 |
53.39 |
39.40 |
13.99 |
27.1% |
1.31 |
2.5% |
88% |
False |
False |
14,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.14 |
|
2.618 |
56.94 |
|
1.618 |
54.98 |
|
1.000 |
53.77 |
|
0.618 |
53.02 |
|
HIGH |
51.81 |
|
0.618 |
51.06 |
|
0.500 |
50.83 |
|
0.382 |
50.60 |
|
LOW |
49.85 |
|
0.618 |
48.64 |
|
1.000 |
47.89 |
|
1.618 |
46.68 |
|
2.618 |
44.72 |
|
4.250 |
41.52 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.41 |
51.04 |
| PP |
51.12 |
50.37 |
| S1 |
50.83 |
49.71 |
|