NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
50.11 |
49.70 |
-0.41 |
-0.8% |
49.78 |
| High |
50.45 |
49.75 |
-0.70 |
-1.4% |
52.73 |
| Low |
49.32 |
48.96 |
-0.36 |
-0.7% |
49.64 |
| Close |
50.04 |
49.56 |
-0.48 |
-1.0% |
50.24 |
| Range |
1.13 |
0.79 |
-0.34 |
-30.1% |
3.09 |
| ATR |
1.38 |
1.36 |
-0.02 |
-1.5% |
0.00 |
| Volume |
95,676 |
77,166 |
-18,510 |
-19.3% |
451,022 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.79 |
51.47 |
49.99 |
|
| R3 |
51.00 |
50.68 |
49.78 |
|
| R2 |
50.21 |
50.21 |
49.70 |
|
| R1 |
49.89 |
49.89 |
49.63 |
49.66 |
| PP |
49.42 |
49.42 |
49.42 |
49.31 |
| S1 |
49.10 |
49.10 |
49.49 |
48.87 |
| S2 |
48.63 |
48.63 |
49.42 |
|
| S3 |
47.84 |
48.31 |
49.34 |
|
| S4 |
47.05 |
47.52 |
49.13 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.14 |
58.28 |
51.94 |
|
| R3 |
57.05 |
55.19 |
51.09 |
|
| R2 |
53.96 |
53.96 |
50.81 |
|
| R1 |
52.10 |
52.10 |
50.52 |
53.03 |
| PP |
50.87 |
50.87 |
50.87 |
51.34 |
| S1 |
49.01 |
49.01 |
49.96 |
49.94 |
| S2 |
47.78 |
47.78 |
49.67 |
|
| S3 |
44.69 |
45.92 |
49.39 |
|
| S4 |
41.60 |
42.83 |
48.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.73 |
48.96 |
3.77 |
7.6% |
1.30 |
2.6% |
16% |
False |
True |
95,929 |
| 10 |
52.73 |
48.66 |
4.07 |
8.2% |
1.28 |
2.6% |
22% |
False |
False |
77,951 |
| 20 |
52.73 |
48.05 |
4.68 |
9.4% |
1.23 |
2.5% |
32% |
False |
False |
59,667 |
| 40 |
52.73 |
42.65 |
10.08 |
20.3% |
1.45 |
2.9% |
69% |
False |
False |
50,141 |
| 60 |
52.73 |
38.67 |
14.06 |
28.4% |
1.45 |
2.9% |
77% |
False |
False |
44,142 |
| 80 |
52.73 |
36.21 |
16.52 |
33.3% |
1.46 |
2.9% |
81% |
False |
False |
40,463 |
| 100 |
52.73 |
34.67 |
18.06 |
36.4% |
1.56 |
3.1% |
82% |
False |
False |
37,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.11 |
|
2.618 |
51.82 |
|
1.618 |
51.03 |
|
1.000 |
50.54 |
|
0.618 |
50.24 |
|
HIGH |
49.75 |
|
0.618 |
49.45 |
|
0.500 |
49.36 |
|
0.382 |
49.26 |
|
LOW |
48.96 |
|
0.618 |
48.47 |
|
1.000 |
48.17 |
|
1.618 |
47.68 |
|
2.618 |
46.89 |
|
4.250 |
45.60 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.49 |
50.40 |
| PP |
49.42 |
50.12 |
| S1 |
49.36 |
49.84 |
|