NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
47.22 |
48.78 |
1.56 |
3.3% |
49.48 |
| High |
48.88 |
50.70 |
1.82 |
3.7% |
51.11 |
| Low |
47.22 |
48.70 |
1.48 |
3.1% |
47.39 |
| Close |
48.59 |
50.58 |
1.99 |
4.1% |
48.31 |
| Range |
1.66 |
2.00 |
0.34 |
20.5% |
3.72 |
| ATR |
1.70 |
1.73 |
0.03 |
1.7% |
0.00 |
| Volume |
131,351 |
152,340 |
20,989 |
16.0% |
545,071 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.99 |
55.29 |
51.68 |
|
| R3 |
53.99 |
53.29 |
51.13 |
|
| R2 |
51.99 |
51.99 |
50.95 |
|
| R1 |
51.29 |
51.29 |
50.76 |
51.64 |
| PP |
49.99 |
49.99 |
49.99 |
50.17 |
| S1 |
49.29 |
49.29 |
50.40 |
49.64 |
| S2 |
47.99 |
47.99 |
50.21 |
|
| S3 |
45.99 |
47.29 |
50.03 |
|
| S4 |
43.99 |
45.29 |
49.48 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.10 |
57.92 |
50.36 |
|
| R3 |
56.38 |
54.20 |
49.33 |
|
| R2 |
52.66 |
52.66 |
48.99 |
|
| R1 |
50.48 |
50.48 |
48.65 |
49.71 |
| PP |
48.94 |
48.94 |
48.94 |
48.55 |
| S1 |
46.76 |
46.76 |
47.97 |
45.99 |
| S2 |
45.22 |
45.22 |
47.63 |
|
| S3 |
41.50 |
43.04 |
47.29 |
|
| S4 |
37.78 |
39.32 |
46.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.08 |
46.53 |
4.55 |
9.0% |
2.11 |
4.2% |
89% |
False |
False |
125,451 |
| 10 |
51.11 |
46.53 |
4.58 |
9.1% |
1.97 |
3.9% |
88% |
False |
False |
109,159 |
| 20 |
52.73 |
46.53 |
6.20 |
12.3% |
1.62 |
3.2% |
65% |
False |
False |
94,492 |
| 40 |
52.73 |
44.53 |
8.20 |
16.2% |
1.53 |
3.0% |
74% |
False |
False |
69,838 |
| 60 |
52.73 |
39.49 |
13.24 |
26.2% |
1.57 |
3.1% |
84% |
False |
False |
59,160 |
| 80 |
52.73 |
38.67 |
14.06 |
27.8% |
1.51 |
3.0% |
85% |
False |
False |
51,542 |
| 100 |
52.73 |
34.69 |
18.04 |
35.7% |
1.55 |
3.1% |
88% |
False |
False |
46,482 |
| 120 |
52.73 |
32.85 |
19.88 |
39.3% |
1.60 |
3.2% |
89% |
False |
False |
41,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.20 |
|
2.618 |
55.94 |
|
1.618 |
53.94 |
|
1.000 |
52.70 |
|
0.618 |
51.94 |
|
HIGH |
50.70 |
|
0.618 |
49.94 |
|
0.500 |
49.70 |
|
0.382 |
49.46 |
|
LOW |
48.70 |
|
0.618 |
47.46 |
|
1.000 |
46.70 |
|
1.618 |
45.46 |
|
2.618 |
43.46 |
|
4.250 |
40.20 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.29 |
49.93 |
| PP |
49.99 |
49.27 |
| S1 |
49.70 |
48.62 |
|