NYMEX Light Sweet Crude Oil Future August 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 |
49.17 |
48.47 |
-0.70 |
-1.4% |
49.29 |
| High |
49.27 |
49.23 |
-0.04 |
-0.1% |
52.28 |
| Low |
48.41 |
47.79 |
-0.62 |
-1.3% |
49.20 |
| Close |
49.06 |
48.50 |
-0.56 |
-1.1% |
49.72 |
| Range |
0.86 |
1.44 |
0.58 |
67.4% |
3.08 |
| ATR |
1.39 |
1.39 |
0.00 |
0.3% |
0.00 |
| Volume |
224,661 |
285,231 |
60,570 |
27.0% |
1,072,286 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.83 |
52.10 |
49.29 |
|
| R3 |
51.39 |
50.66 |
48.90 |
|
| R2 |
49.95 |
49.95 |
48.76 |
|
| R1 |
49.22 |
49.22 |
48.63 |
49.59 |
| PP |
48.51 |
48.51 |
48.51 |
48.69 |
| S1 |
47.78 |
47.78 |
48.37 |
48.15 |
| S2 |
47.07 |
47.07 |
48.24 |
|
| S3 |
45.63 |
46.34 |
48.10 |
|
| S4 |
44.19 |
44.90 |
47.71 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.64 |
57.76 |
51.41 |
|
| R3 |
56.56 |
54.68 |
50.57 |
|
| R2 |
53.48 |
53.48 |
50.28 |
|
| R1 |
51.60 |
51.60 |
50.00 |
52.54 |
| PP |
50.40 |
50.40 |
50.40 |
50.87 |
| S1 |
48.52 |
48.52 |
49.44 |
49.46 |
| S2 |
47.32 |
47.32 |
49.16 |
|
| S3 |
44.24 |
45.44 |
48.87 |
|
| S4 |
41.16 |
42.36 |
48.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.28 |
47.79 |
4.49 |
9.3% |
1.36 |
2.8% |
16% |
False |
True |
236,415 |
| 10 |
52.28 |
47.79 |
4.49 |
9.3% |
1.31 |
2.7% |
16% |
False |
True |
198,293 |
| 20 |
52.28 |
47.69 |
4.59 |
9.5% |
1.27 |
2.6% |
18% |
False |
False |
144,994 |
| 40 |
52.28 |
42.70 |
9.58 |
19.8% |
1.48 |
3.1% |
61% |
False |
False |
99,513 |
| 60 |
52.28 |
38.14 |
14.14 |
29.2% |
1.49 |
3.1% |
73% |
False |
False |
76,626 |
| 80 |
52.28 |
35.52 |
16.76 |
34.6% |
1.49 |
3.1% |
77% |
False |
False |
63,409 |
| 100 |
52.28 |
33.98 |
18.30 |
37.7% |
1.57 |
3.2% |
79% |
False |
False |
54,624 |
| 120 |
52.28 |
32.22 |
20.06 |
41.4% |
1.57 |
3.2% |
81% |
False |
False |
46,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.35 |
|
2.618 |
53.00 |
|
1.618 |
51.56 |
|
1.000 |
50.67 |
|
0.618 |
50.12 |
|
HIGH |
49.23 |
|
0.618 |
48.68 |
|
0.500 |
48.51 |
|
0.382 |
48.34 |
|
LOW |
47.79 |
|
0.618 |
46.90 |
|
1.000 |
46.35 |
|
1.618 |
45.46 |
|
2.618 |
44.02 |
|
4.250 |
41.67 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.51 |
48.85 |
| PP |
48.51 |
48.73 |
| S1 |
48.50 |
48.62 |
|