NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
51.08 |
49.52 |
-1.56 |
-3.1% |
49.29 |
| High |
51.38 |
49.91 |
-1.47 |
-2.9% |
52.28 |
| Low |
49.45 |
48.79 |
-0.66 |
-1.3% |
49.20 |
| Close |
49.72 |
49.52 |
-0.20 |
-0.4% |
49.72 |
| Range |
1.93 |
1.12 |
-0.81 |
-42.0% |
3.08 |
| ATR |
1.43 |
1.41 |
-0.02 |
-1.6% |
0.00 |
| Volume |
241,751 |
204,415 |
-37,336 |
-15.4% |
1,072,286 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.77 |
52.26 |
50.14 |
|
| R3 |
51.65 |
51.14 |
49.83 |
|
| R2 |
50.53 |
50.53 |
49.73 |
|
| R1 |
50.02 |
50.02 |
49.62 |
50.08 |
| PP |
49.41 |
49.41 |
49.41 |
49.44 |
| S1 |
48.90 |
48.90 |
49.42 |
48.96 |
| S2 |
48.29 |
48.29 |
49.31 |
|
| S3 |
47.17 |
47.78 |
49.21 |
|
| S4 |
46.05 |
46.66 |
48.90 |
|
|
| 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 |
48.79 |
3.49 |
7.0% |
1.40 |
2.8% |
21% |
False |
True |
231,965 |
| 10 |
52.28 |
48.21 |
4.07 |
8.2% |
1.36 |
2.7% |
32% |
False |
False |
170,541 |
| 20 |
52.28 |
47.32 |
4.96 |
10.0% |
1.30 |
2.6% |
44% |
False |
False |
125,456 |
| 40 |
52.28 |
40.29 |
11.99 |
24.2% |
1.54 |
3.1% |
77% |
False |
False |
88,607 |
| 60 |
52.28 |
38.14 |
14.14 |
28.6% |
1.49 |
3.0% |
80% |
False |
False |
69,031 |
| 80 |
52.28 |
35.52 |
16.76 |
33.8% |
1.50 |
3.0% |
84% |
False |
False |
57,561 |
| 100 |
52.28 |
32.60 |
19.68 |
39.7% |
1.60 |
3.2% |
86% |
False |
False |
49,733 |
| 120 |
52.28 |
32.22 |
20.06 |
40.5% |
1.56 |
3.1% |
86% |
False |
False |
42,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.67 |
|
2.618 |
52.84 |
|
1.618 |
51.72 |
|
1.000 |
51.03 |
|
0.618 |
50.60 |
|
HIGH |
49.91 |
|
0.618 |
49.48 |
|
0.500 |
49.35 |
|
0.382 |
49.22 |
|
LOW |
48.79 |
|
0.618 |
48.10 |
|
1.000 |
47.67 |
|
1.618 |
46.98 |
|
2.618 |
45.86 |
|
4.250 |
44.03 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.46 |
50.54 |
| PP |
49.41 |
50.20 |
| S1 |
49.35 |
49.86 |
|