NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 21-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
49.09 |
49.80 |
0.71 |
1.4% |
49.52 |
| High |
50.00 |
50.40 |
0.40 |
0.8% |
49.91 |
| Low |
48.72 |
48.85 |
0.13 |
0.3% |
46.40 |
| Close |
49.96 |
49.85 |
-0.11 |
-0.2% |
48.56 |
| Range |
1.28 |
1.55 |
0.27 |
21.1% |
3.51 |
| ATR |
1.51 |
1.51 |
0.00 |
0.2% |
0.00 |
| Volume |
453,610 |
475,407 |
21,797 |
4.8% |
1,502,416 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.35 |
53.65 |
50.70 |
|
| R3 |
52.80 |
52.10 |
50.28 |
|
| R2 |
51.25 |
51.25 |
50.13 |
|
| R1 |
50.55 |
50.55 |
49.99 |
50.90 |
| PP |
49.70 |
49.70 |
49.70 |
49.88 |
| S1 |
49.00 |
49.00 |
49.71 |
49.35 |
| S2 |
48.15 |
48.15 |
49.57 |
|
| S3 |
46.60 |
47.45 |
49.42 |
|
| S4 |
45.05 |
45.90 |
49.00 |
|
|
| 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 |
50.40 |
46.40 |
4.00 |
8.0% |
1.72 |
3.4% |
86% |
True |
False |
400,471 |
| 10 |
52.28 |
46.40 |
5.88 |
11.8% |
1.53 |
3.1% |
59% |
False |
False |
316,330 |
| 20 |
52.28 |
46.40 |
5.88 |
11.8% |
1.37 |
2.8% |
59% |
False |
False |
215,061 |
| 40 |
52.28 |
44.00 |
8.28 |
16.6% |
1.49 |
3.0% |
71% |
False |
False |
138,948 |
| 60 |
52.28 |
38.14 |
14.14 |
28.4% |
1.53 |
3.1% |
83% |
False |
False |
103,918 |
| 80 |
52.28 |
37.15 |
15.13 |
30.4% |
1.49 |
3.0% |
84% |
False |
False |
83,856 |
| 100 |
52.28 |
33.98 |
18.30 |
36.7% |
1.55 |
3.1% |
87% |
False |
False |
71,221 |
| 120 |
52.28 |
32.22 |
20.06 |
40.2% |
1.59 |
3.2% |
88% |
False |
False |
60,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.99 |
|
2.618 |
54.46 |
|
1.618 |
52.91 |
|
1.000 |
51.95 |
|
0.618 |
51.36 |
|
HIGH |
50.40 |
|
0.618 |
49.81 |
|
0.500 |
49.63 |
|
0.382 |
49.44 |
|
LOW |
48.85 |
|
0.618 |
47.89 |
|
1.000 |
47.30 |
|
1.618 |
46.34 |
|
2.618 |
44.79 |
|
4.250 |
42.26 |
|
|
| Fisher Pivots for day following 21-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.78 |
49.37 |
| PP |
49.70 |
48.88 |
| S1 |
49.63 |
48.40 |
|