NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
46.59 |
48.06 |
1.47 |
3.2% |
49.09 |
| High |
48.18 |
50.00 |
1.82 |
3.8% |
50.54 |
| Low |
46.54 |
47.98 |
1.44 |
3.1% |
46.70 |
| Close |
47.85 |
49.88 |
2.03 |
4.2% |
47.64 |
| Range |
1.64 |
2.02 |
0.38 |
23.2% |
3.84 |
| ATR |
1.73 |
1.76 |
0.03 |
1.7% |
0.00 |
| Volume |
498,851 |
511,476 |
12,625 |
2.5% |
2,550,287 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.35 |
54.63 |
50.99 |
|
| R3 |
53.33 |
52.61 |
50.44 |
|
| R2 |
51.31 |
51.31 |
50.25 |
|
| R1 |
50.59 |
50.59 |
50.07 |
50.95 |
| PP |
49.29 |
49.29 |
49.29 |
49.47 |
| S1 |
48.57 |
48.57 |
49.69 |
48.93 |
| S2 |
47.27 |
47.27 |
49.51 |
|
| S3 |
45.25 |
46.55 |
49.32 |
|
| S4 |
43.23 |
44.53 |
48.77 |
|
|
| 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 |
50.45 |
45.83 |
4.62 |
9.3% |
2.14 |
4.3% |
88% |
False |
False |
513,254 |
| 10 |
50.54 |
45.83 |
4.71 |
9.4% |
2.00 |
4.0% |
86% |
False |
False |
485,333 |
| 20 |
52.28 |
45.83 |
6.45 |
12.9% |
1.65 |
3.3% |
63% |
False |
False |
341,813 |
| 40 |
52.28 |
44.12 |
8.16 |
16.4% |
1.57 |
3.1% |
71% |
False |
False |
210,659 |
| 60 |
52.28 |
38.94 |
13.34 |
26.7% |
1.61 |
3.2% |
82% |
False |
False |
153,801 |
| 80 |
52.28 |
38.14 |
14.14 |
28.3% |
1.54 |
3.1% |
83% |
False |
False |
121,373 |
| 100 |
52.28 |
33.98 |
18.30 |
36.7% |
1.58 |
3.2% |
87% |
False |
False |
101,320 |
| 120 |
52.28 |
32.22 |
20.06 |
40.2% |
1.62 |
3.3% |
88% |
False |
False |
86,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.59 |
|
2.618 |
55.29 |
|
1.618 |
53.27 |
|
1.000 |
52.02 |
|
0.618 |
51.25 |
|
HIGH |
50.00 |
|
0.618 |
49.23 |
|
0.500 |
48.99 |
|
0.382 |
48.75 |
|
LOW |
47.98 |
|
0.618 |
46.73 |
|
1.000 |
45.96 |
|
1.618 |
44.71 |
|
2.618 |
42.69 |
|
4.250 |
39.40 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.58 |
49.23 |
| PP |
49.29 |
48.57 |
| S1 |
48.99 |
47.92 |
|