NYMEX Light Sweet Crude Oil Future August 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 |
47.98 |
46.55 |
-1.43 |
-3.0% |
49.52 |
| High |
48.25 |
48.90 |
0.65 |
1.3% |
49.91 |
| Low |
46.44 |
46.40 |
-0.04 |
-0.1% |
46.40 |
| Close |
46.74 |
48.56 |
1.82 |
3.9% |
48.56 |
| Range |
1.81 |
2.50 |
0.69 |
38.1% |
3.51 |
| ATR |
1.44 |
1.51 |
0.08 |
5.3% |
0.00 |
| Volume |
370,737 |
417,372 |
46,635 |
12.6% |
1,502,416 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.45 |
54.51 |
49.94 |
|
| R3 |
52.95 |
52.01 |
49.25 |
|
| R2 |
50.45 |
50.45 |
49.02 |
|
| R1 |
49.51 |
49.51 |
48.79 |
49.98 |
| PP |
47.95 |
47.95 |
47.95 |
48.19 |
| S1 |
47.01 |
47.01 |
48.33 |
47.48 |
| S2 |
45.45 |
45.45 |
48.10 |
|
| S3 |
42.95 |
44.51 |
47.87 |
|
| S4 |
40.45 |
42.01 |
47.19 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.82 |
57.20 |
50.49 |
|
| R3 |
55.31 |
53.69 |
49.53 |
|
| R2 |
51.80 |
51.80 |
49.20 |
|
| R1 |
50.18 |
50.18 |
48.88 |
49.24 |
| PP |
48.29 |
48.29 |
48.29 |
47.82 |
| S1 |
46.67 |
46.67 |
48.24 |
45.73 |
| S2 |
44.78 |
44.78 |
47.92 |
|
| S3 |
41.27 |
43.16 |
47.59 |
|
| S4 |
37.76 |
39.65 |
46.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.91 |
46.40 |
3.51 |
7.2% |
1.55 |
3.2% |
62% |
False |
True |
300,483 |
| 10 |
52.28 |
46.40 |
5.88 |
12.1% |
1.48 |
3.0% |
37% |
False |
True |
257,470 |
| 20 |
52.28 |
46.40 |
5.88 |
12.1% |
1.35 |
2.8% |
37% |
False |
True |
176,929 |
| 40 |
52.28 |
44.00 |
8.28 |
17.1% |
1.48 |
3.1% |
55% |
False |
False |
117,331 |
| 60 |
52.28 |
38.14 |
14.14 |
29.1% |
1.53 |
3.1% |
74% |
False |
False |
88,937 |
| 80 |
52.28 |
36.23 |
16.05 |
33.1% |
1.50 |
3.1% |
77% |
False |
False |
72,850 |
| 100 |
52.28 |
33.98 |
18.30 |
37.7% |
1.57 |
3.2% |
80% |
False |
False |
62,214 |
| 120 |
52.28 |
32.22 |
20.06 |
41.3% |
1.59 |
3.3% |
81% |
False |
False |
53,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.53 |
|
2.618 |
55.45 |
|
1.618 |
52.95 |
|
1.000 |
51.40 |
|
0.618 |
50.45 |
|
HIGH |
48.90 |
|
0.618 |
47.95 |
|
0.500 |
47.65 |
|
0.382 |
47.36 |
|
LOW |
46.40 |
|
0.618 |
44.86 |
|
1.000 |
43.90 |
|
1.618 |
42.36 |
|
2.618 |
39.86 |
|
4.250 |
35.78 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.26 |
48.31 |
| PP |
47.95 |
48.06 |
| S1 |
47.65 |
47.82 |
|