NYMEX Light Sweet Crude Oil Future August 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 |
49.52 |
49.17 |
-0.35 |
-0.7% |
49.29 |
| High |
49.91 |
49.27 |
-0.64 |
-1.3% |
52.28 |
| Low |
48.79 |
48.41 |
-0.38 |
-0.8% |
49.20 |
| Close |
49.52 |
49.06 |
-0.46 |
-0.9% |
49.72 |
| Range |
1.12 |
0.86 |
-0.26 |
-23.2% |
3.08 |
| ATR |
1.41 |
1.39 |
-0.02 |
-1.5% |
0.00 |
| Volume |
204,415 |
224,661 |
20,246 |
9.9% |
1,072,286 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.49 |
51.14 |
49.53 |
|
| R3 |
50.63 |
50.28 |
49.30 |
|
| R2 |
49.77 |
49.77 |
49.22 |
|
| R1 |
49.42 |
49.42 |
49.14 |
49.17 |
| PP |
48.91 |
48.91 |
48.91 |
48.79 |
| S1 |
48.56 |
48.56 |
48.98 |
48.31 |
| S2 |
48.05 |
48.05 |
48.90 |
|
| S3 |
47.19 |
47.70 |
48.82 |
|
| S4 |
46.33 |
46.84 |
48.59 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.64 |
57.76 |
51.41 |
|
| R3 |
56.56 |
54.68 |
50.57 |
|
| R2 |
53.48 |
53.48 |
50.28 |
|
| R1 |
51.60 |
51.60 |
50.00 |
52.54 |
| PP |
50.40 |
50.40 |
50.40 |
50.87 |
| S1 |
48.52 |
48.52 |
49.44 |
49.46 |
| S2 |
47.32 |
47.32 |
49.16 |
|
| S3 |
44.24 |
45.44 |
48.87 |
|
| S4 |
41.16 |
42.36 |
48.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.28 |
48.41 |
3.87 |
7.9% |
1.34 |
2.7% |
17% |
False |
True |
232,189 |
| 10 |
52.28 |
48.21 |
4.07 |
8.3% |
1.31 |
2.7% |
21% |
False |
False |
184,019 |
| 20 |
52.28 |
47.69 |
4.59 |
9.4% |
1.26 |
2.6% |
30% |
False |
False |
133,614 |
| 40 |
52.28 |
42.28 |
10.00 |
20.4% |
1.49 |
3.0% |
68% |
False |
False |
93,375 |
| 60 |
52.28 |
38.14 |
14.14 |
28.8% |
1.49 |
3.0% |
77% |
False |
False |
72,182 |
| 80 |
52.28 |
35.52 |
16.76 |
34.2% |
1.49 |
3.0% |
81% |
False |
False |
60,184 |
| 100 |
52.28 |
33.98 |
18.30 |
37.3% |
1.59 |
3.2% |
82% |
False |
False |
51,869 |
| 120 |
52.28 |
32.22 |
20.06 |
40.9% |
1.56 |
3.2% |
84% |
False |
False |
44,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.93 |
|
2.618 |
51.52 |
|
1.618 |
50.66 |
|
1.000 |
50.13 |
|
0.618 |
49.80 |
|
HIGH |
49.27 |
|
0.618 |
48.94 |
|
0.500 |
48.84 |
|
0.382 |
48.74 |
|
LOW |
48.41 |
|
0.618 |
47.88 |
|
1.000 |
47.55 |
|
1.618 |
47.02 |
|
2.618 |
46.16 |
|
4.250 |
44.76 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.99 |
49.90 |
| PP |
48.91 |
49.62 |
| S1 |
48.84 |
49.34 |
|