NYMEX Light Sweet Crude Oil Future August 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 |
46.55 |
49.09 |
2.54 |
5.5% |
49.52 |
| High |
48.90 |
50.00 |
1.10 |
2.2% |
49.91 |
| Low |
46.40 |
48.72 |
2.32 |
5.0% |
46.40 |
| Close |
48.56 |
49.96 |
1.40 |
2.9% |
48.56 |
| Range |
2.50 |
1.28 |
-1.22 |
-48.8% |
3.51 |
| ATR |
1.51 |
1.51 |
-0.01 |
-0.4% |
0.00 |
| Volume |
417,372 |
453,610 |
36,238 |
8.7% |
1,502,416 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.40 |
52.96 |
50.66 |
|
| R3 |
52.12 |
51.68 |
50.31 |
|
| R2 |
50.84 |
50.84 |
50.19 |
|
| R1 |
50.40 |
50.40 |
50.08 |
50.62 |
| PP |
49.56 |
49.56 |
49.56 |
49.67 |
| S1 |
49.12 |
49.12 |
49.84 |
49.34 |
| S2 |
48.28 |
48.28 |
49.73 |
|
| S3 |
47.00 |
47.84 |
49.61 |
|
| S4 |
45.72 |
46.56 |
49.26 |
|
|
| 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 |
50.00 |
46.40 |
3.60 |
7.2% |
1.58 |
3.2% |
99% |
True |
False |
350,322 |
| 10 |
52.28 |
46.40 |
5.88 |
11.8% |
1.49 |
3.0% |
61% |
False |
False |
291,143 |
| 20 |
52.28 |
46.40 |
5.88 |
11.8% |
1.35 |
2.7% |
61% |
False |
False |
195,605 |
| 40 |
52.28 |
44.00 |
8.28 |
16.6% |
1.48 |
3.0% |
72% |
False |
False |
128,115 |
| 60 |
52.28 |
38.14 |
14.14 |
28.3% |
1.53 |
3.1% |
84% |
False |
False |
96,150 |
| 80 |
52.28 |
37.15 |
15.13 |
30.3% |
1.49 |
3.0% |
85% |
False |
False |
78,277 |
| 100 |
52.28 |
33.98 |
18.30 |
36.6% |
1.56 |
3.1% |
87% |
False |
False |
66,570 |
| 120 |
52.28 |
32.22 |
20.06 |
40.2% |
1.59 |
3.2% |
88% |
False |
False |
56,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.44 |
|
2.618 |
53.35 |
|
1.618 |
52.07 |
|
1.000 |
51.28 |
|
0.618 |
50.79 |
|
HIGH |
50.00 |
|
0.618 |
49.51 |
|
0.500 |
49.36 |
|
0.382 |
49.21 |
|
LOW |
48.72 |
|
0.618 |
47.93 |
|
1.000 |
47.44 |
|
1.618 |
46.65 |
|
2.618 |
45.37 |
|
4.250 |
43.28 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.76 |
49.37 |
| PP |
49.56 |
48.79 |
| S1 |
49.36 |
48.20 |
|