NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 20-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
45.99 |
48.29 |
2.30 |
5.0% |
48.85 |
| High |
48.29 |
49.42 |
1.13 |
2.3% |
49.28 |
| Low |
45.83 |
48.14 |
2.31 |
5.0% |
45.83 |
| Close |
47.98 |
49.37 |
1.39 |
2.9% |
47.98 |
| Range |
2.46 |
1.28 |
-1.18 |
-48.0% |
3.45 |
| ATR |
1.52 |
1.51 |
-0.01 |
-0.4% |
0.00 |
| Volume |
226,653 |
98,293 |
-128,360 |
-56.6% |
2,224,613 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.82 |
52.37 |
50.07 |
|
| R3 |
51.54 |
51.09 |
49.72 |
|
| R2 |
50.26 |
50.26 |
49.60 |
|
| R1 |
49.81 |
49.81 |
49.49 |
50.04 |
| PP |
48.98 |
48.98 |
48.98 |
49.09 |
| S1 |
48.53 |
48.53 |
49.25 |
48.76 |
| S2 |
47.70 |
47.70 |
49.14 |
|
| S3 |
46.42 |
47.25 |
49.02 |
|
| S4 |
45.14 |
45.97 |
48.67 |
|
|
| 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% |
1.57 |
3.2% |
99% |
True |
False |
363,374 |
| 10 |
51.67 |
45.83 |
5.84 |
11.8% |
1.48 |
3.0% |
61% |
False |
False |
467,841 |
| 20 |
51.67 |
45.83 |
5.84 |
11.8% |
1.35 |
2.7% |
61% |
False |
False |
480,868 |
| 40 |
51.67 |
43.43 |
8.24 |
16.7% |
1.51 |
3.1% |
72% |
False |
False |
370,353 |
| 60 |
51.67 |
37.50 |
14.17 |
28.7% |
1.56 |
3.2% |
84% |
False |
False |
276,797 |
| 80 |
51.67 |
36.47 |
15.20 |
30.8% |
1.54 |
3.1% |
85% |
False |
False |
217,983 |
| 100 |
51.67 |
33.14 |
18.53 |
37.5% |
1.63 |
3.3% |
88% |
False |
False |
181,550 |
| 120 |
51.67 |
31.61 |
20.06 |
40.6% |
1.67 |
3.4% |
89% |
False |
False |
154,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.86 |
|
2.618 |
52.77 |
|
1.618 |
51.49 |
|
1.000 |
50.70 |
|
0.618 |
50.21 |
|
HIGH |
49.42 |
|
0.618 |
48.93 |
|
0.500 |
48.78 |
|
0.382 |
48.63 |
|
LOW |
48.14 |
|
0.618 |
47.35 |
|
1.000 |
46.86 |
|
1.618 |
46.07 |
|
2.618 |
44.79 |
|
4.250 |
42.70 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.17 |
48.79 |
| PP |
48.98 |
48.21 |
| S1 |
48.78 |
47.63 |
|