NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 22-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
49.80 |
50.22 |
0.42 |
0.8% |
49.52 |
High |
50.40 |
50.54 |
0.14 |
0.3% |
49.91 |
Low |
48.85 |
48.40 |
-0.45 |
-0.9% |
46.40 |
Close |
49.85 |
49.13 |
-0.72 |
-1.4% |
48.56 |
Range |
1.55 |
2.14 |
0.59 |
38.1% |
3.51 |
ATR |
1.51 |
1.56 |
0.04 |
3.0% |
0.00 |
Volume |
475,407 |
569,939 |
94,532 |
19.9% |
1,502,416 |
|
Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.78 |
54.59 |
50.31 |
|
R3 |
53.64 |
52.45 |
49.72 |
|
R2 |
51.50 |
51.50 |
49.52 |
|
R1 |
50.31 |
50.31 |
49.33 |
49.84 |
PP |
49.36 |
49.36 |
49.36 |
49.12 |
S1 |
48.17 |
48.17 |
48.93 |
47.70 |
S2 |
47.22 |
47.22 |
48.74 |
|
S3 |
45.08 |
46.03 |
48.54 |
|
S4 |
42.94 |
43.89 |
47.95 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.82 |
57.20 |
50.49 |
|
R3 |
55.31 |
53.69 |
49.53 |
|
R2 |
51.80 |
51.80 |
49.20 |
|
R1 |
50.18 |
50.18 |
48.88 |
49.24 |
PP |
48.29 |
48.29 |
48.29 |
47.82 |
S1 |
46.67 |
46.67 |
48.24 |
45.73 |
S2 |
44.78 |
44.78 |
47.92 |
|
S3 |
41.27 |
43.16 |
47.59 |
|
S4 |
37.76 |
39.65 |
46.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.54 |
46.40 |
4.14 |
8.4% |
1.86 |
3.8% |
66% |
True |
False |
457,413 |
10 |
52.28 |
46.40 |
5.88 |
12.0% |
1.61 |
3.3% |
46% |
False |
False |
346,914 |
20 |
52.28 |
46.40 |
5.88 |
12.0% |
1.40 |
2.9% |
46% |
False |
False |
238,467 |
40 |
52.28 |
44.12 |
8.16 |
16.6% |
1.49 |
3.0% |
61% |
False |
False |
152,416 |
60 |
52.28 |
38.14 |
14.14 |
28.8% |
1.55 |
3.1% |
78% |
False |
False |
113,113 |
80 |
52.28 |
38.00 |
14.28 |
29.1% |
1.50 |
3.0% |
78% |
False |
False |
90,769 |
100 |
52.28 |
33.98 |
18.30 |
37.2% |
1.56 |
3.2% |
83% |
False |
False |
76,755 |
120 |
52.28 |
32.22 |
20.06 |
40.8% |
1.60 |
3.3% |
84% |
False |
False |
65,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.64 |
2.618 |
56.14 |
1.618 |
54.00 |
1.000 |
52.68 |
0.618 |
51.86 |
HIGH |
50.54 |
0.618 |
49.72 |
0.500 |
49.47 |
0.382 |
49.22 |
LOW |
48.40 |
0.618 |
47.08 |
1.000 |
46.26 |
1.618 |
44.94 |
2.618 |
42.80 |
4.250 |
39.31 |
|
|
Fisher Pivots for day following 22-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
49.47 |
49.47 |
PP |
49.36 |
49.36 |
S1 |
49.24 |
49.24 |
|