NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 21-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
48.29 |
49.14 |
0.85 |
1.8% |
48.85 |
| High |
49.42 |
49.32 |
-0.10 |
-0.2% |
49.28 |
| Low |
48.14 |
48.16 |
0.02 |
0.0% |
45.83 |
| Close |
49.37 |
48.85 |
-0.52 |
-1.1% |
47.98 |
| Range |
1.28 |
1.16 |
-0.12 |
-9.4% |
3.45 |
| ATR |
1.51 |
1.49 |
-0.02 |
-1.4% |
0.00 |
| Volume |
98,293 |
25,479 |
-72,814 |
-74.1% |
2,224,613 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.26 |
51.71 |
49.49 |
|
| R3 |
51.10 |
50.55 |
49.17 |
|
| R2 |
49.94 |
49.94 |
49.06 |
|
| R1 |
49.39 |
49.39 |
48.96 |
49.09 |
| PP |
48.78 |
48.78 |
48.78 |
48.62 |
| S1 |
48.23 |
48.23 |
48.74 |
47.93 |
| S2 |
47.62 |
47.62 |
48.64 |
|
| S3 |
46.46 |
47.07 |
48.53 |
|
| S4 |
45.30 |
45.91 |
48.21 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.05 |
56.46 |
49.88 |
|
| R3 |
54.60 |
53.01 |
48.93 |
|
| R2 |
51.15 |
51.15 |
48.61 |
|
| R1 |
49.56 |
49.56 |
48.30 |
48.63 |
| PP |
47.70 |
47.70 |
47.70 |
47.23 |
| S1 |
46.11 |
46.11 |
47.66 |
45.18 |
| S2 |
44.25 |
44.25 |
47.35 |
|
| S3 |
40.80 |
42.66 |
47.03 |
|
| S4 |
37.35 |
39.21 |
46.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.42 |
45.83 |
3.59 |
7.3% |
1.64 |
3.3% |
84% |
False |
False |
277,241 |
| 10 |
51.67 |
45.83 |
5.84 |
12.0% |
1.48 |
3.0% |
52% |
False |
False |
416,164 |
| 20 |
51.67 |
45.83 |
5.84 |
12.0% |
1.36 |
2.8% |
52% |
False |
False |
458,369 |
| 40 |
51.67 |
43.43 |
8.24 |
16.9% |
1.51 |
3.1% |
66% |
False |
False |
367,769 |
| 60 |
51.67 |
37.50 |
14.17 |
29.0% |
1.56 |
3.2% |
80% |
False |
False |
276,927 |
| 80 |
51.67 |
36.47 |
15.20 |
31.1% |
1.53 |
3.1% |
81% |
False |
False |
217,860 |
| 100 |
51.67 |
33.14 |
18.53 |
37.9% |
1.61 |
3.3% |
85% |
False |
False |
181,546 |
| 120 |
51.67 |
31.61 |
20.06 |
41.1% |
1.67 |
3.4% |
86% |
False |
False |
154,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.25 |
|
2.618 |
52.36 |
|
1.618 |
51.20 |
|
1.000 |
50.48 |
|
0.618 |
50.04 |
|
HIGH |
49.32 |
|
0.618 |
48.88 |
|
0.500 |
48.74 |
|
0.382 |
48.60 |
|
LOW |
48.16 |
|
0.618 |
47.44 |
|
1.000 |
47.00 |
|
1.618 |
46.28 |
|
2.618 |
45.12 |
|
4.250 |
43.23 |
|
|
| Fisher Pivots for day following 21-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.81 |
48.44 |
| PP |
48.78 |
48.03 |
| S1 |
48.74 |
47.63 |
|