NYMEX Light Sweet Crude Oil Future July 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 |
48.52 |
47.90 |
-0.62 |
-1.3% |
48.88 |
| High |
48.69 |
48.72 |
0.03 |
0.1% |
51.67 |
| Low |
47.84 |
47.28 |
-0.56 |
-1.2% |
48.71 |
| Close |
48.49 |
48.01 |
-0.48 |
-1.0% |
49.07 |
| Range |
0.85 |
1.44 |
0.59 |
69.4% |
2.96 |
| ATR |
1.40 |
1.40 |
0.00 |
0.2% |
0.00 |
| Volume |
456,144 |
527,870 |
71,726 |
15.7% |
2,805,984 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.32 |
51.61 |
48.80 |
|
| R3 |
50.88 |
50.17 |
48.41 |
|
| R2 |
49.44 |
49.44 |
48.27 |
|
| R1 |
48.73 |
48.73 |
48.14 |
49.09 |
| PP |
48.00 |
48.00 |
48.00 |
48.18 |
| S1 |
47.29 |
47.29 |
47.88 |
47.65 |
| S2 |
46.56 |
46.56 |
47.75 |
|
| S3 |
45.12 |
45.85 |
47.61 |
|
| S4 |
43.68 |
44.41 |
47.22 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.70 |
56.84 |
50.70 |
|
| R3 |
55.74 |
53.88 |
49.88 |
|
| R2 |
52.78 |
52.78 |
49.61 |
|
| R1 |
50.92 |
50.92 |
49.34 |
51.85 |
| PP |
49.82 |
49.82 |
49.82 |
50.28 |
| S1 |
47.96 |
47.96 |
48.80 |
48.89 |
| S2 |
46.86 |
46.86 |
48.53 |
|
| S3 |
43.90 |
45.00 |
48.26 |
|
| S4 |
40.94 |
42.04 |
47.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.67 |
47.28 |
4.39 |
9.1% |
1.36 |
2.8% |
17% |
False |
True |
529,378 |
| 10 |
51.67 |
47.28 |
4.39 |
9.1% |
1.29 |
2.7% |
17% |
False |
True |
534,191 |
| 20 |
51.67 |
47.26 |
4.41 |
9.2% |
1.28 |
2.7% |
17% |
False |
False |
523,266 |
| 40 |
51.67 |
42.17 |
9.50 |
19.8% |
1.51 |
3.1% |
61% |
False |
False |
358,410 |
| 60 |
51.67 |
37.50 |
14.17 |
29.5% |
1.53 |
3.2% |
74% |
False |
False |
265,642 |
| 80 |
51.67 |
34.74 |
16.93 |
35.3% |
1.54 |
3.2% |
78% |
False |
False |
208,777 |
| 100 |
51.67 |
33.14 |
18.53 |
38.6% |
1.65 |
3.4% |
80% |
False |
False |
174,021 |
| 120 |
51.67 |
31.61 |
20.06 |
41.8% |
1.65 |
3.4% |
82% |
False |
False |
147,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.84 |
|
2.618 |
52.49 |
|
1.618 |
51.05 |
|
1.000 |
50.16 |
|
0.618 |
49.61 |
|
HIGH |
48.72 |
|
0.618 |
48.17 |
|
0.500 |
48.00 |
|
0.382 |
47.83 |
|
LOW |
47.28 |
|
0.618 |
46.39 |
|
1.000 |
45.84 |
|
1.618 |
44.95 |
|
2.618 |
43.51 |
|
4.250 |
41.16 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.01 |
48.28 |
| PP |
48.00 |
48.19 |
| S1 |
48.00 |
48.10 |
|