NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 24-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
49.08 |
50.30 |
1.22 |
2.5% |
49.09 |
| High |
50.23 |
50.45 |
0.22 |
0.4% |
50.54 |
| Low |
49.08 |
46.70 |
-2.38 |
-4.8% |
46.70 |
| Close |
50.11 |
47.64 |
-2.47 |
-4.9% |
47.64 |
| Range |
1.15 |
3.75 |
2.60 |
226.1% |
3.84 |
| ATR |
1.53 |
1.69 |
0.16 |
10.4% |
0.00 |
| Volume |
401,885 |
649,446 |
247,561 |
61.6% |
2,550,287 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.51 |
57.33 |
49.70 |
|
| R3 |
55.76 |
53.58 |
48.67 |
|
| R2 |
52.01 |
52.01 |
48.33 |
|
| R1 |
49.83 |
49.83 |
47.98 |
49.05 |
| PP |
48.26 |
48.26 |
48.26 |
47.87 |
| S1 |
46.08 |
46.08 |
47.30 |
45.30 |
| S2 |
44.51 |
44.51 |
46.95 |
|
| S3 |
40.76 |
42.33 |
46.61 |
|
| S4 |
37.01 |
38.58 |
45.58 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.81 |
57.57 |
49.75 |
|
| R3 |
55.97 |
53.73 |
48.70 |
|
| R2 |
52.13 |
52.13 |
48.34 |
|
| R1 |
49.89 |
49.89 |
47.99 |
49.09 |
| PP |
48.29 |
48.29 |
48.29 |
47.90 |
| S1 |
46.05 |
46.05 |
47.29 |
45.25 |
| S2 |
44.45 |
44.45 |
46.94 |
|
| S3 |
40.61 |
42.21 |
46.58 |
|
| S4 |
36.77 |
38.37 |
45.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.54 |
46.70 |
3.84 |
8.1% |
1.97 |
4.1% |
24% |
False |
True |
510,057 |
| 10 |
50.54 |
46.40 |
4.14 |
8.7% |
1.76 |
3.7% |
30% |
False |
False |
405,270 |
| 20 |
52.28 |
46.40 |
5.88 |
12.3% |
1.55 |
3.2% |
21% |
False |
False |
281,261 |
| 40 |
52.28 |
44.12 |
8.16 |
17.1% |
1.54 |
3.2% |
43% |
False |
False |
176,761 |
| 60 |
52.28 |
38.14 |
14.14 |
29.7% |
1.58 |
3.3% |
67% |
False |
False |
129,826 |
| 80 |
52.28 |
38.14 |
14.14 |
29.7% |
1.53 |
3.2% |
67% |
False |
False |
103,343 |
| 100 |
52.28 |
33.98 |
18.30 |
38.4% |
1.57 |
3.3% |
75% |
False |
False |
86,821 |
| 120 |
52.28 |
32.22 |
20.06 |
42.1% |
1.62 |
3.4% |
77% |
False |
False |
74,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.39 |
|
2.618 |
60.27 |
|
1.618 |
56.52 |
|
1.000 |
54.20 |
|
0.618 |
52.77 |
|
HIGH |
50.45 |
|
0.618 |
49.02 |
|
0.500 |
48.58 |
|
0.382 |
48.13 |
|
LOW |
46.70 |
|
0.618 |
44.38 |
|
1.000 |
42.95 |
|
1.618 |
40.63 |
|
2.618 |
36.88 |
|
4.250 |
30.76 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.58 |
48.62 |
| PP |
48.26 |
48.29 |
| S1 |
47.95 |
47.97 |
|