NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
50.92 |
48.71 |
-2.21 |
-4.3% |
49.14 |
| High |
51.20 |
49.80 |
-1.40 |
-2.7% |
51.81 |
| Low |
48.22 |
47.86 |
-0.36 |
-0.7% |
47.61 |
| Close |
48.51 |
49.34 |
0.83 |
1.7% |
50.82 |
| Range |
2.98 |
1.94 |
-1.04 |
-34.9% |
4.20 |
| ATR |
1.72 |
1.74 |
0.02 |
0.9% |
0.00 |
| Volume |
30,569 |
40,563 |
9,994 |
32.7% |
129,328 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.82 |
54.02 |
50.41 |
|
| R3 |
52.88 |
52.08 |
49.87 |
|
| R2 |
50.94 |
50.94 |
49.70 |
|
| R1 |
50.14 |
50.14 |
49.52 |
50.54 |
| PP |
49.00 |
49.00 |
49.00 |
49.20 |
| S1 |
48.20 |
48.20 |
49.16 |
48.60 |
| S2 |
47.06 |
47.06 |
48.98 |
|
| S3 |
45.12 |
46.26 |
48.81 |
|
| S4 |
43.18 |
44.32 |
48.27 |
|
|
| 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 |
47.86 |
3.95 |
8.0% |
1.94 |
3.9% |
37% |
False |
True |
30,091 |
| 10 |
52.00 |
47.61 |
4.39 |
8.9% |
1.95 |
4.0% |
39% |
False |
False |
28,058 |
| 20 |
53.39 |
47.61 |
5.78 |
11.7% |
1.68 |
3.4% |
30% |
False |
False |
23,691 |
| 40 |
53.39 |
45.26 |
8.13 |
16.5% |
1.43 |
2.9% |
50% |
False |
False |
19,278 |
| 60 |
53.39 |
41.29 |
12.10 |
24.5% |
1.43 |
2.9% |
67% |
False |
False |
17,479 |
| 80 |
53.39 |
39.40 |
13.99 |
28.4% |
1.35 |
2.7% |
71% |
False |
False |
15,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.05 |
|
2.618 |
54.88 |
|
1.618 |
52.94 |
|
1.000 |
51.74 |
|
0.618 |
51.00 |
|
HIGH |
49.80 |
|
0.618 |
49.06 |
|
0.500 |
48.83 |
|
0.382 |
48.60 |
|
LOW |
47.86 |
|
0.618 |
46.66 |
|
1.000 |
45.92 |
|
1.618 |
44.72 |
|
2.618 |
42.78 |
|
4.250 |
39.62 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.17 |
49.53 |
| PP |
49.00 |
49.47 |
| S1 |
48.83 |
49.40 |
|