NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 17-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
48.41 |
47.02 |
-1.39 |
-2.9% |
50.11 |
High |
48.68 |
49.41 |
0.73 |
1.5% |
50.45 |
Low |
46.96 |
46.94 |
-0.02 |
0.0% |
46.94 |
Close |
47.25 |
49.09 |
1.84 |
3.9% |
49.09 |
Range |
1.72 |
2.47 |
0.75 |
43.6% |
3.51 |
ATR |
1.40 |
1.48 |
0.08 |
5.4% |
0.00 |
Volume |
81,237 |
76,301 |
-4,936 |
-6.1% |
411,040 |
|
Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.89 |
54.96 |
50.45 |
|
R3 |
53.42 |
52.49 |
49.77 |
|
R2 |
50.95 |
50.95 |
49.54 |
|
R1 |
50.02 |
50.02 |
49.32 |
50.49 |
PP |
48.48 |
48.48 |
48.48 |
48.71 |
S1 |
47.55 |
47.55 |
48.86 |
48.02 |
S2 |
46.01 |
46.01 |
48.64 |
|
S3 |
43.54 |
45.08 |
48.41 |
|
S4 |
41.07 |
42.61 |
47.73 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.36 |
57.73 |
51.02 |
|
R3 |
55.85 |
54.22 |
50.06 |
|
R2 |
52.34 |
52.34 |
49.73 |
|
R1 |
50.71 |
50.71 |
49.41 |
49.77 |
PP |
48.83 |
48.83 |
48.83 |
48.36 |
S1 |
47.20 |
47.20 |
48.77 |
46.26 |
S2 |
45.32 |
45.32 |
48.45 |
|
S3 |
41.81 |
43.69 |
48.12 |
|
S4 |
38.30 |
40.18 |
47.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.45 |
46.94 |
3.51 |
7.2% |
1.50 |
3.1% |
61% |
False |
True |
82,208 |
10 |
52.73 |
46.94 |
5.79 |
11.8% |
1.44 |
2.9% |
37% |
False |
True |
86,206 |
20 |
52.73 |
46.94 |
5.79 |
11.8% |
1.32 |
2.7% |
37% |
False |
True |
65,601 |
40 |
52.73 |
44.51 |
8.22 |
16.7% |
1.44 |
2.9% |
56% |
False |
False |
53,095 |
60 |
52.73 |
38.67 |
14.06 |
28.6% |
1.49 |
3.0% |
74% |
False |
False |
46,746 |
80 |
52.73 |
36.93 |
15.80 |
32.2% |
1.46 |
3.0% |
77% |
False |
False |
42,594 |
100 |
52.73 |
34.69 |
18.04 |
36.7% |
1.54 |
3.1% |
80% |
False |
False |
39,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.91 |
2.618 |
55.88 |
1.618 |
53.41 |
1.000 |
51.88 |
0.618 |
50.94 |
HIGH |
49.41 |
0.618 |
48.47 |
0.500 |
48.18 |
0.382 |
47.88 |
LOW |
46.94 |
0.618 |
45.41 |
1.000 |
44.47 |
1.618 |
42.94 |
2.618 |
40.47 |
4.250 |
36.44 |
|
|
Fisher Pivots for day following 17-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
48.79 |
48.83 |
PP |
48.48 |
48.57 |
S1 |
48.18 |
48.31 |
|