NYMEX Light Sweet Crude Oil Future October 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 |
47.82 |
49.33 |
1.51 |
3.2% |
49.98 |
| High |
49.43 |
51.27 |
1.84 |
3.7% |
51.53 |
| Low |
47.82 |
49.26 |
1.44 |
3.0% |
47.93 |
| Close |
49.17 |
51.15 |
1.98 |
4.0% |
48.82 |
| Range |
1.61 |
2.01 |
0.40 |
24.8% |
3.60 |
| ATR |
1.63 |
1.67 |
0.03 |
2.0% |
0.00 |
| Volume |
40,581 |
53,684 |
13,103 |
32.3% |
214,350 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.59 |
55.88 |
52.26 |
|
| R3 |
54.58 |
53.87 |
51.70 |
|
| R2 |
52.57 |
52.57 |
51.52 |
|
| R1 |
51.86 |
51.86 |
51.33 |
52.22 |
| PP |
50.56 |
50.56 |
50.56 |
50.74 |
| S1 |
49.85 |
49.85 |
50.97 |
50.21 |
| S2 |
48.55 |
48.55 |
50.78 |
|
| S3 |
46.54 |
47.84 |
50.60 |
|
| S4 |
44.53 |
45.83 |
50.04 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.23 |
58.12 |
50.80 |
|
| R3 |
56.63 |
54.52 |
49.81 |
|
| R2 |
53.03 |
53.03 |
49.48 |
|
| R1 |
50.92 |
50.92 |
49.15 |
50.18 |
| PP |
49.43 |
49.43 |
49.43 |
49.05 |
| S1 |
47.32 |
47.32 |
48.49 |
46.58 |
| S2 |
45.83 |
45.83 |
48.16 |
|
| S3 |
42.23 |
43.72 |
47.83 |
|
| S4 |
38.63 |
40.12 |
46.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.53 |
47.10 |
4.43 |
8.7% |
2.07 |
4.0% |
91% |
False |
False |
43,352 |
| 10 |
51.53 |
47.10 |
4.43 |
8.7% |
1.90 |
3.7% |
91% |
False |
False |
39,467 |
| 20 |
53.02 |
47.10 |
5.92 |
11.6% |
1.55 |
3.0% |
68% |
False |
False |
31,526 |
| 40 |
53.02 |
45.03 |
7.99 |
15.6% |
1.46 |
2.9% |
77% |
False |
False |
26,168 |
| 60 |
53.02 |
40.02 |
13.00 |
25.4% |
1.47 |
2.9% |
86% |
False |
False |
23,231 |
| 80 |
53.02 |
39.08 |
13.94 |
27.3% |
1.41 |
2.8% |
87% |
False |
False |
20,530 |
| 100 |
53.02 |
35.44 |
17.58 |
34.4% |
1.43 |
2.8% |
89% |
False |
False |
18,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.81 |
|
2.618 |
56.53 |
|
1.618 |
54.52 |
|
1.000 |
53.28 |
|
0.618 |
52.51 |
|
HIGH |
51.27 |
|
0.618 |
50.50 |
|
0.500 |
50.27 |
|
0.382 |
50.03 |
|
LOW |
49.26 |
|
0.618 |
48.02 |
|
1.000 |
47.25 |
|
1.618 |
46.01 |
|
2.618 |
44.00 |
|
4.250 |
40.72 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.86 |
50.50 |
| PP |
50.56 |
49.84 |
| S1 |
50.27 |
49.19 |
|