NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
49.41 |
48.84 |
-0.57 |
-1.2% |
50.10 |
| High |
50.06 |
49.11 |
-0.95 |
-1.9% |
53.02 |
| Low |
48.69 |
47.40 |
-1.29 |
-2.6% |
50.00 |
| Close |
49.35 |
47.68 |
-1.67 |
-3.4% |
50.68 |
| Range |
1.37 |
1.71 |
0.34 |
24.8% |
3.02 |
| ATR |
1.30 |
1.34 |
0.05 |
3.6% |
0.00 |
| Volume |
28,546 |
29,704 |
1,158 |
4.1% |
128,118 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.19 |
52.15 |
48.62 |
|
| R3 |
51.48 |
50.44 |
48.15 |
|
| R2 |
49.77 |
49.77 |
47.99 |
|
| R1 |
48.73 |
48.73 |
47.84 |
48.40 |
| PP |
48.06 |
48.06 |
48.06 |
47.90 |
| S1 |
47.02 |
47.02 |
47.52 |
46.69 |
| S2 |
46.35 |
46.35 |
47.37 |
|
| S3 |
44.64 |
45.31 |
47.21 |
|
| S4 |
42.93 |
43.60 |
46.74 |
|
|
| 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 |
52.09 |
47.40 |
4.69 |
9.8% |
1.31 |
2.7% |
6% |
False |
True |
26,611 |
| 10 |
53.02 |
47.40 |
5.62 |
11.8% |
1.23 |
2.6% |
5% |
False |
True |
24,553 |
| 20 |
53.02 |
47.40 |
5.62 |
11.8% |
1.19 |
2.5% |
5% |
False |
True |
20,888 |
| 40 |
53.02 |
44.86 |
8.16 |
17.1% |
1.33 |
2.8% |
35% |
False |
False |
20,750 |
| 60 |
53.02 |
39.08 |
13.94 |
29.2% |
1.37 |
2.9% |
62% |
False |
False |
18,785 |
| 80 |
53.02 |
36.98 |
16.04 |
33.6% |
1.34 |
2.8% |
67% |
False |
False |
17,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.38 |
|
2.618 |
53.59 |
|
1.618 |
51.88 |
|
1.000 |
50.82 |
|
0.618 |
50.17 |
|
HIGH |
49.11 |
|
0.618 |
48.46 |
|
0.500 |
48.26 |
|
0.382 |
48.05 |
|
LOW |
47.40 |
|
0.618 |
46.34 |
|
1.000 |
45.69 |
|
1.618 |
44.63 |
|
2.618 |
42.92 |
|
4.250 |
40.13 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.26 |
48.77 |
| PP |
48.06 |
48.41 |
| S1 |
47.87 |
48.04 |
|