NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 21-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
49.48 |
50.30 |
0.82 |
1.7% |
50.11 |
High |
50.54 |
50.99 |
0.45 |
0.9% |
50.45 |
Low |
49.25 |
49.42 |
0.17 |
0.3% |
46.94 |
Close |
50.50 |
50.45 |
-0.05 |
-0.1% |
49.09 |
Range |
1.29 |
1.57 |
0.28 |
21.7% |
3.51 |
ATR |
1.48 |
1.49 |
0.01 |
0.4% |
0.00 |
Volume |
63,243 |
95,888 |
32,645 |
51.6% |
411,040 |
|
Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.00 |
54.29 |
51.31 |
|
R3 |
53.43 |
52.72 |
50.88 |
|
R2 |
51.86 |
51.86 |
50.74 |
|
R1 |
51.15 |
51.15 |
50.59 |
51.51 |
PP |
50.29 |
50.29 |
50.29 |
50.46 |
S1 |
49.58 |
49.58 |
50.31 |
49.94 |
S2 |
48.72 |
48.72 |
50.16 |
|
S3 |
47.15 |
48.01 |
50.02 |
|
S4 |
45.58 |
46.44 |
49.59 |
|
|
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 |
50.99 |
46.94 |
4.05 |
8.0% |
1.69 |
3.4% |
87% |
True |
False |
79,465 |
10 |
52.73 |
46.94 |
5.79 |
11.5% |
1.50 |
3.0% |
61% |
False |
False |
87,697 |
20 |
52.73 |
46.94 |
5.79 |
11.5% |
1.35 |
2.7% |
61% |
False |
False |
70,195 |
40 |
52.73 |
44.51 |
8.22 |
16.3% |
1.45 |
2.9% |
72% |
False |
False |
55,434 |
60 |
52.73 |
38.67 |
14.06 |
27.9% |
1.50 |
3.0% |
84% |
False |
False |
48,847 |
80 |
52.73 |
37.78 |
14.95 |
29.6% |
1.45 |
2.9% |
85% |
False |
False |
43,994 |
100 |
52.73 |
34.69 |
18.04 |
35.8% |
1.52 |
3.0% |
87% |
False |
False |
40,322 |
120 |
52.73 |
32.85 |
19.88 |
39.4% |
1.56 |
3.1% |
89% |
False |
False |
35,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.66 |
2.618 |
55.10 |
1.618 |
53.53 |
1.000 |
52.56 |
0.618 |
51.96 |
HIGH |
50.99 |
0.618 |
50.39 |
0.500 |
50.21 |
0.382 |
50.02 |
LOW |
49.42 |
0.618 |
48.45 |
1.000 |
47.85 |
1.618 |
46.88 |
2.618 |
45.31 |
4.250 |
42.75 |
|
|
Fisher Pivots for day following 21-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
50.37 |
49.96 |
PP |
50.29 |
49.46 |
S1 |
50.21 |
48.97 |
|