NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 01-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
51.23 |
50.31 |
-0.92 |
-1.8% |
49.14 |
| High |
51.39 |
51.13 |
-0.26 |
-0.5% |
51.81 |
| Low |
49.97 |
49.72 |
-0.25 |
-0.5% |
47.61 |
| Close |
50.13 |
50.82 |
0.69 |
1.4% |
50.82 |
| Range |
1.42 |
1.41 |
-0.01 |
-0.7% |
4.20 |
| ATR |
1.64 |
1.62 |
-0.02 |
-1.0% |
0.00 |
| Volume |
27,416 |
23,159 |
-4,257 |
-15.5% |
129,328 |
|
| Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.79 |
54.21 |
51.60 |
|
| R3 |
53.38 |
52.80 |
51.21 |
|
| R2 |
51.97 |
51.97 |
51.08 |
|
| R1 |
51.39 |
51.39 |
50.95 |
51.68 |
| PP |
50.56 |
50.56 |
50.56 |
50.70 |
| S1 |
49.98 |
49.98 |
50.69 |
50.27 |
| S2 |
49.15 |
49.15 |
50.56 |
|
| S3 |
47.74 |
48.57 |
50.43 |
|
| S4 |
46.33 |
47.16 |
50.04 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.68 |
60.95 |
53.13 |
|
| R3 |
58.48 |
56.75 |
51.98 |
|
| R2 |
54.28 |
54.28 |
51.59 |
|
| R1 |
52.55 |
52.55 |
51.21 |
53.42 |
| PP |
50.08 |
50.08 |
50.08 |
50.51 |
| S1 |
48.35 |
48.35 |
50.44 |
49.22 |
| S2 |
45.88 |
45.88 |
50.05 |
|
| S3 |
41.68 |
44.15 |
49.67 |
|
| S4 |
37.48 |
39.95 |
48.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.81 |
47.61 |
4.20 |
8.3% |
1.64 |
3.2% |
76% |
False |
False |
25,865 |
| 10 |
52.00 |
47.61 |
4.39 |
8.6% |
1.74 |
3.4% |
73% |
False |
False |
24,525 |
| 20 |
53.39 |
47.61 |
5.78 |
11.4% |
1.53 |
3.0% |
56% |
False |
False |
21,480 |
| 40 |
53.39 |
45.26 |
8.13 |
16.0% |
1.39 |
2.7% |
68% |
False |
False |
18,501 |
| 60 |
53.39 |
41.29 |
12.10 |
23.8% |
1.40 |
2.7% |
79% |
False |
False |
16,850 |
| 80 |
53.39 |
39.40 |
13.99 |
27.5% |
1.30 |
2.6% |
82% |
False |
False |
14,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.12 |
|
2.618 |
54.82 |
|
1.618 |
53.41 |
|
1.000 |
52.54 |
|
0.618 |
52.00 |
|
HIGH |
51.13 |
|
0.618 |
50.59 |
|
0.500 |
50.43 |
|
0.382 |
50.26 |
|
LOW |
49.72 |
|
0.618 |
48.85 |
|
1.000 |
48.31 |
|
1.618 |
47.44 |
|
2.618 |
46.03 |
|
4.250 |
43.73 |
|
|
| Fisher Pivots for day following 01-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.69 |
50.80 |
| PP |
50.56 |
50.78 |
| S1 |
50.43 |
50.77 |
|