NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
51.96 |
50.55 |
-1.41 |
-2.7% |
50.10 |
| High |
52.09 |
50.86 |
-1.23 |
-2.4% |
53.02 |
| Low |
50.45 |
49.78 |
-0.67 |
-1.3% |
50.00 |
| Close |
50.68 |
50.48 |
-0.20 |
-0.4% |
50.68 |
| Range |
1.64 |
1.08 |
-0.56 |
-34.1% |
3.02 |
| ATR |
1.32 |
1.31 |
-0.02 |
-1.3% |
0.00 |
| Volume |
29,212 |
24,222 |
-4,990 |
-17.1% |
128,118 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.61 |
53.13 |
51.07 |
|
| R3 |
52.53 |
52.05 |
50.78 |
|
| R2 |
51.45 |
51.45 |
50.68 |
|
| R1 |
50.97 |
50.97 |
50.58 |
50.67 |
| PP |
50.37 |
50.37 |
50.37 |
50.23 |
| S1 |
49.89 |
49.89 |
50.38 |
49.59 |
| S2 |
49.29 |
49.29 |
50.28 |
|
| S3 |
48.21 |
48.81 |
50.18 |
|
| S4 |
47.13 |
47.73 |
49.89 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.29 |
58.51 |
52.34 |
|
| R3 |
57.27 |
55.49 |
51.51 |
|
| R2 |
54.25 |
54.25 |
51.23 |
|
| R1 |
52.47 |
52.47 |
50.96 |
53.36 |
| PP |
51.23 |
51.23 |
51.23 |
51.68 |
| S1 |
49.45 |
49.45 |
50.40 |
50.34 |
| S2 |
48.21 |
48.21 |
50.13 |
|
| S3 |
45.19 |
46.43 |
49.85 |
|
| S4 |
42.17 |
43.41 |
49.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.02 |
49.78 |
3.24 |
6.4% |
1.30 |
2.6% |
22% |
False |
True |
26,793 |
| 10 |
53.02 |
49.02 |
4.00 |
7.9% |
1.26 |
2.5% |
37% |
False |
False |
22,232 |
| 20 |
53.02 |
48.20 |
4.82 |
9.5% |
1.19 |
2.4% |
47% |
False |
False |
20,427 |
| 40 |
53.02 |
41.04 |
11.98 |
23.7% |
1.42 |
2.8% |
79% |
False |
False |
20,289 |
| 60 |
53.02 |
39.08 |
13.94 |
27.6% |
1.35 |
2.7% |
82% |
False |
False |
18,370 |
| 80 |
53.02 |
36.98 |
16.04 |
31.8% |
1.34 |
2.7% |
84% |
False |
False |
16,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.45 |
|
2.618 |
53.69 |
|
1.618 |
52.61 |
|
1.000 |
51.94 |
|
0.618 |
51.53 |
|
HIGH |
50.86 |
|
0.618 |
50.45 |
|
0.500 |
50.32 |
|
0.382 |
50.19 |
|
LOW |
49.78 |
|
0.618 |
49.11 |
|
1.000 |
48.70 |
|
1.618 |
48.03 |
|
2.618 |
46.95 |
|
4.250 |
45.19 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.43 |
51.40 |
| PP |
50.37 |
51.09 |
| S1 |
50.32 |
50.79 |
|