NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 23-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
50.22 |
49.08 |
-1.14 |
-2.3% |
49.52 |
High |
50.54 |
50.23 |
-0.31 |
-0.6% |
49.91 |
Low |
48.40 |
49.08 |
0.68 |
1.4% |
46.40 |
Close |
49.13 |
50.11 |
0.98 |
2.0% |
48.56 |
Range |
2.14 |
1.15 |
-0.99 |
-46.3% |
3.51 |
ATR |
1.56 |
1.53 |
-0.03 |
-1.9% |
0.00 |
Volume |
569,939 |
401,885 |
-168,054 |
-29.5% |
1,502,416 |
|
Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.26 |
52.83 |
50.74 |
|
R3 |
52.11 |
51.68 |
50.43 |
|
R2 |
50.96 |
50.96 |
50.32 |
|
R1 |
50.53 |
50.53 |
50.22 |
50.75 |
PP |
49.81 |
49.81 |
49.81 |
49.91 |
S1 |
49.38 |
49.38 |
50.00 |
49.60 |
S2 |
48.66 |
48.66 |
49.90 |
|
S3 |
47.51 |
48.23 |
49.79 |
|
S4 |
46.36 |
47.08 |
49.48 |
|
|
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 |
8.3% |
1.72 |
3.4% |
90% |
False |
False |
463,642 |
10 |
51.38 |
46.40 |
4.98 |
9.9% |
1.58 |
3.1% |
74% |
False |
False |
364,500 |
20 |
52.28 |
46.40 |
5.88 |
11.7% |
1.41 |
2.8% |
63% |
False |
False |
253,361 |
40 |
52.28 |
44.12 |
8.16 |
16.3% |
1.48 |
2.9% |
73% |
False |
False |
161,504 |
60 |
52.28 |
38.14 |
14.14 |
28.2% |
1.54 |
3.1% |
85% |
False |
False |
119,414 |
80 |
52.28 |
38.00 |
14.28 |
28.5% |
1.50 |
3.0% |
85% |
False |
False |
95,472 |
100 |
52.28 |
33.98 |
18.30 |
36.5% |
1.55 |
3.1% |
88% |
False |
False |
80,551 |
120 |
52.28 |
32.22 |
20.06 |
40.0% |
1.60 |
3.2% |
89% |
False |
False |
68,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.12 |
2.618 |
53.24 |
1.618 |
52.09 |
1.000 |
51.38 |
0.618 |
50.94 |
HIGH |
50.23 |
0.618 |
49.79 |
0.500 |
49.66 |
0.382 |
49.52 |
LOW |
49.08 |
0.618 |
48.37 |
1.000 |
47.93 |
1.618 |
47.22 |
2.618 |
46.07 |
4.250 |
44.19 |
|
|
Fisher Pivots for day following 23-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
49.96 |
49.90 |
PP |
49.81 |
49.68 |
S1 |
49.66 |
49.47 |
|