NYMEX Light Sweet Crude Oil Future July 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 |
48.85 |
48.52 |
-0.33 |
-0.7% |
48.88 |
| High |
49.28 |
48.69 |
-0.59 |
-1.2% |
51.67 |
| Low |
48.16 |
47.84 |
-0.32 |
-0.7% |
48.71 |
| Close |
48.88 |
48.49 |
-0.39 |
-0.8% |
49.07 |
| Range |
1.12 |
0.85 |
-0.27 |
-24.1% |
2.96 |
| ATR |
1.42 |
1.40 |
-0.03 |
-1.9% |
0.00 |
| Volume |
506,036 |
456,144 |
-49,892 |
-9.9% |
2,805,984 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.89 |
50.54 |
48.96 |
|
| R3 |
50.04 |
49.69 |
48.72 |
|
| R2 |
49.19 |
49.19 |
48.65 |
|
| R1 |
48.84 |
48.84 |
48.57 |
48.59 |
| PP |
48.34 |
48.34 |
48.34 |
48.22 |
| S1 |
47.99 |
47.99 |
48.41 |
47.74 |
| S2 |
47.49 |
47.49 |
48.33 |
|
| S3 |
46.64 |
47.14 |
48.26 |
|
| S4 |
45.79 |
46.29 |
48.02 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.70 |
56.84 |
50.70 |
|
| R3 |
55.74 |
53.88 |
49.88 |
|
| R2 |
52.78 |
52.78 |
49.61 |
|
| R1 |
50.92 |
50.92 |
49.34 |
51.85 |
| PP |
49.82 |
49.82 |
49.82 |
50.28 |
| S1 |
47.96 |
47.96 |
48.80 |
48.89 |
| S2 |
46.86 |
46.86 |
48.53 |
|
| S3 |
43.90 |
45.00 |
48.26 |
|
| S4 |
40.94 |
42.04 |
47.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.67 |
47.84 |
3.83 |
7.9% |
1.33 |
2.7% |
17% |
False |
True |
555,087 |
| 10 |
51.67 |
47.75 |
3.92 |
8.1% |
1.30 |
2.7% |
19% |
False |
False |
538,288 |
| 20 |
51.67 |
47.26 |
4.41 |
9.1% |
1.27 |
2.6% |
28% |
False |
False |
512,570 |
| 40 |
51.67 |
41.75 |
9.92 |
20.5% |
1.53 |
3.1% |
68% |
False |
False |
348,241 |
| 60 |
51.67 |
37.50 |
14.17 |
29.2% |
1.53 |
3.2% |
78% |
False |
False |
257,436 |
| 80 |
51.67 |
34.74 |
16.93 |
34.9% |
1.54 |
3.2% |
81% |
False |
False |
202,718 |
| 100 |
51.67 |
33.14 |
18.53 |
38.2% |
1.67 |
3.4% |
83% |
False |
False |
168,963 |
| 120 |
51.67 |
31.61 |
20.06 |
41.4% |
1.64 |
3.4% |
84% |
False |
False |
142,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.30 |
|
2.618 |
50.92 |
|
1.618 |
50.07 |
|
1.000 |
49.54 |
|
0.618 |
49.22 |
|
HIGH |
48.69 |
|
0.618 |
48.37 |
|
0.500 |
48.27 |
|
0.382 |
48.16 |
|
LOW |
47.84 |
|
0.618 |
47.31 |
|
1.000 |
46.99 |
|
1.618 |
46.46 |
|
2.618 |
45.61 |
|
4.250 |
44.23 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.42 |
49.29 |
| PP |
48.34 |
49.02 |
| S1 |
48.27 |
48.76 |
|