NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
47.45 |
45.99 |
-1.46 |
-3.1% |
48.85 |
| High |
47.75 |
48.29 |
0.54 |
1.1% |
49.28 |
| Low |
45.91 |
45.83 |
-0.08 |
-0.2% |
45.83 |
| Close |
46.21 |
47.98 |
1.77 |
3.8% |
47.98 |
| Range |
1.84 |
2.46 |
0.62 |
33.7% |
3.45 |
| ATR |
1.45 |
1.52 |
0.07 |
5.0% |
0.00 |
| Volume |
507,910 |
226,653 |
-281,257 |
-55.4% |
2,224,613 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.75 |
53.82 |
49.33 |
|
| R3 |
52.29 |
51.36 |
48.66 |
|
| R2 |
49.83 |
49.83 |
48.43 |
|
| R1 |
48.90 |
48.90 |
48.21 |
49.37 |
| PP |
47.37 |
47.37 |
47.37 |
47.60 |
| S1 |
46.44 |
46.44 |
47.75 |
46.91 |
| S2 |
44.91 |
44.91 |
47.53 |
|
| S3 |
42.45 |
43.98 |
47.30 |
|
| S4 |
39.99 |
41.52 |
46.63 |
|
|
| 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 |
49.28 |
45.83 |
3.45 |
7.2% |
1.54 |
3.2% |
62% |
False |
True |
444,922 |
| 10 |
51.67 |
45.83 |
5.84 |
12.2% |
1.47 |
3.1% |
37% |
False |
True |
503,059 |
| 20 |
51.67 |
45.83 |
5.84 |
12.2% |
1.36 |
2.8% |
37% |
False |
True |
502,856 |
| 40 |
51.67 |
43.43 |
8.24 |
17.2% |
1.51 |
3.1% |
55% |
False |
False |
370,098 |
| 60 |
51.67 |
37.50 |
14.17 |
29.5% |
1.56 |
3.3% |
74% |
False |
False |
276,098 |
| 80 |
51.67 |
35.44 |
16.23 |
33.8% |
1.55 |
3.2% |
77% |
False |
False |
217,207 |
| 100 |
51.67 |
33.14 |
18.53 |
38.6% |
1.64 |
3.4% |
80% |
False |
False |
180,880 |
| 120 |
51.67 |
31.61 |
20.06 |
41.8% |
1.67 |
3.5% |
82% |
False |
False |
153,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.75 |
|
2.618 |
54.73 |
|
1.618 |
52.27 |
|
1.000 |
50.75 |
|
0.618 |
49.81 |
|
HIGH |
48.29 |
|
0.618 |
47.35 |
|
0.500 |
47.06 |
|
0.382 |
46.77 |
|
LOW |
45.83 |
|
0.618 |
44.31 |
|
1.000 |
43.37 |
|
1.618 |
41.85 |
|
2.618 |
39.39 |
|
4.250 |
35.38 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
47.67 |
47.75 |
| PP |
47.37 |
47.51 |
| S1 |
47.06 |
47.28 |
|