NYMEX Light Sweet Crude Oil Future October 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 |
50.55 |
50.04 |
-0.51 |
-1.0% |
50.10 |
| High |
50.86 |
50.14 |
-0.72 |
-1.4% |
53.02 |
| Low |
49.78 |
49.40 |
-0.38 |
-0.8% |
50.00 |
| Close |
50.48 |
49.99 |
-0.49 |
-1.0% |
50.68 |
| Range |
1.08 |
0.74 |
-0.34 |
-31.5% |
3.02 |
| ATR |
1.31 |
1.29 |
-0.02 |
-1.2% |
0.00 |
| Volume |
24,222 |
21,372 |
-2,850 |
-11.8% |
128,118 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.06 |
51.77 |
50.40 |
|
| R3 |
51.32 |
51.03 |
50.19 |
|
| R2 |
50.58 |
50.58 |
50.13 |
|
| R1 |
50.29 |
50.29 |
50.06 |
50.07 |
| PP |
49.84 |
49.84 |
49.84 |
49.73 |
| S1 |
49.55 |
49.55 |
49.92 |
49.33 |
| S2 |
49.10 |
49.10 |
49.85 |
|
| S3 |
48.36 |
48.81 |
49.79 |
|
| S4 |
47.62 |
48.07 |
49.58 |
|
|
| 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 |
49.40 |
3.62 |
7.2% |
1.22 |
2.4% |
16% |
False |
True |
26,756 |
| 10 |
53.02 |
49.02 |
4.00 |
8.0% |
1.21 |
2.4% |
24% |
False |
False |
23,087 |
| 20 |
53.02 |
48.39 |
4.63 |
9.3% |
1.15 |
2.3% |
35% |
False |
False |
20,166 |
| 40 |
53.02 |
43.00 |
10.02 |
20.0% |
1.37 |
2.7% |
70% |
False |
False |
20,350 |
| 60 |
53.02 |
39.08 |
13.94 |
27.9% |
1.35 |
2.7% |
78% |
False |
False |
18,297 |
| 80 |
53.02 |
36.98 |
16.04 |
32.1% |
1.34 |
2.7% |
81% |
False |
False |
16,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.29 |
|
2.618 |
52.08 |
|
1.618 |
51.34 |
|
1.000 |
50.88 |
|
0.618 |
50.60 |
|
HIGH |
50.14 |
|
0.618 |
49.86 |
|
0.500 |
49.77 |
|
0.382 |
49.68 |
|
LOW |
49.40 |
|
0.618 |
48.94 |
|
1.000 |
48.66 |
|
1.618 |
48.20 |
|
2.618 |
47.46 |
|
4.250 |
46.26 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.92 |
50.75 |
| PP |
49.84 |
50.49 |
| S1 |
49.77 |
50.24 |
|