NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 30-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
50.35 |
51.84 |
1.49 |
3.0% |
50.63 |
| High |
52.30 |
51.88 |
-0.42 |
-0.8% |
52.40 |
| Low |
50.27 |
50.45 |
0.18 |
0.4% |
48.86 |
| Close |
52.19 |
50.62 |
-1.57 |
-3.0% |
49.72 |
| Range |
2.03 |
1.43 |
-0.60 |
-29.6% |
3.54 |
| ATR |
1.67 |
1.67 |
0.01 |
0.3% |
0.00 |
| Volume |
84,996 |
62,406 |
-22,590 |
-26.6% |
387,960 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.27 |
54.38 |
51.41 |
|
| R3 |
53.84 |
52.95 |
51.01 |
|
| R2 |
52.41 |
52.41 |
50.88 |
|
| R1 |
51.52 |
51.52 |
50.75 |
51.25 |
| PP |
50.98 |
50.98 |
50.98 |
50.85 |
| S1 |
50.09 |
50.09 |
50.49 |
49.82 |
| S2 |
49.55 |
49.55 |
50.36 |
|
| S3 |
48.12 |
48.66 |
50.23 |
|
| S4 |
46.69 |
47.23 |
49.83 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.95 |
58.87 |
51.67 |
|
| R3 |
57.41 |
55.33 |
50.69 |
|
| R2 |
53.87 |
53.87 |
50.37 |
|
| R1 |
51.79 |
51.79 |
50.04 |
51.06 |
| PP |
50.33 |
50.33 |
50.33 |
49.96 |
| S1 |
48.25 |
48.25 |
49.40 |
47.52 |
| S2 |
46.79 |
46.79 |
49.07 |
|
| S3 |
43.25 |
44.71 |
48.75 |
|
| S4 |
39.71 |
41.17 |
47.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.40 |
48.07 |
4.33 |
8.6% |
2.12 |
4.2% |
59% |
False |
False |
83,738 |
| 10 |
52.40 |
48.07 |
4.33 |
8.6% |
1.89 |
3.7% |
59% |
False |
False |
75,341 |
| 20 |
53.62 |
48.07 |
5.55 |
11.0% |
1.56 |
3.1% |
46% |
False |
False |
66,122 |
| 40 |
53.62 |
45.53 |
8.09 |
16.0% |
1.47 |
2.9% |
63% |
False |
False |
61,952 |
| 60 |
53.62 |
40.85 |
12.77 |
25.2% |
1.51 |
3.0% |
77% |
False |
False |
61,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.96 |
|
2.618 |
55.62 |
|
1.618 |
54.19 |
|
1.000 |
53.31 |
|
0.618 |
52.76 |
|
HIGH |
51.88 |
|
0.618 |
51.33 |
|
0.500 |
51.17 |
|
0.382 |
51.00 |
|
LOW |
50.45 |
|
0.618 |
49.57 |
|
1.000 |
49.02 |
|
1.618 |
48.14 |
|
2.618 |
46.71 |
|
4.250 |
44.37 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.17 |
50.59 |
| PP |
50.98 |
50.56 |
| S1 |
50.80 |
50.53 |
|