NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
51.60 |
50.11 |
-1.49 |
-2.9% |
49.78 |
| High |
51.84 |
50.45 |
-1.39 |
-2.7% |
52.73 |
| Low |
50.00 |
49.32 |
-0.68 |
-1.4% |
49.64 |
| Close |
50.24 |
50.04 |
-0.20 |
-0.4% |
50.24 |
| Range |
1.84 |
1.13 |
-0.71 |
-38.6% |
3.09 |
| ATR |
1.40 |
1.38 |
-0.02 |
-1.4% |
0.00 |
| Volume |
102,330 |
95,676 |
-6,654 |
-6.5% |
451,022 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.33 |
52.81 |
50.66 |
|
| R3 |
52.20 |
51.68 |
50.35 |
|
| R2 |
51.07 |
51.07 |
50.25 |
|
| R1 |
50.55 |
50.55 |
50.14 |
50.25 |
| PP |
49.94 |
49.94 |
49.94 |
49.78 |
| S1 |
49.42 |
49.42 |
49.94 |
49.12 |
| S2 |
48.81 |
48.81 |
49.83 |
|
| S3 |
47.68 |
48.29 |
49.73 |
|
| S4 |
46.55 |
47.16 |
49.42 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.14 |
58.28 |
51.94 |
|
| R3 |
57.05 |
55.19 |
51.09 |
|
| R2 |
53.96 |
53.96 |
50.81 |
|
| R1 |
52.10 |
52.10 |
50.52 |
53.03 |
| PP |
50.87 |
50.87 |
50.87 |
51.34 |
| S1 |
49.01 |
49.01 |
49.96 |
49.94 |
| S2 |
47.78 |
47.78 |
49.67 |
|
| S3 |
44.69 |
45.92 |
49.39 |
|
| S4 |
41.60 |
42.83 |
48.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.73 |
49.32 |
3.41 |
6.8% |
1.38 |
2.8% |
21% |
False |
True |
98,631 |
| 10 |
52.73 |
48.66 |
4.07 |
8.1% |
1.33 |
2.7% |
34% |
False |
False |
74,052 |
| 20 |
52.73 |
47.76 |
4.97 |
9.9% |
1.27 |
2.5% |
46% |
False |
False |
58,036 |
| 40 |
52.73 |
40.58 |
12.15 |
24.3% |
1.50 |
3.0% |
78% |
False |
False |
49,187 |
| 60 |
52.73 |
38.67 |
14.06 |
28.1% |
1.46 |
2.9% |
81% |
False |
False |
43,591 |
| 80 |
52.73 |
36.21 |
16.52 |
33.0% |
1.47 |
2.9% |
84% |
False |
False |
39,656 |
| 100 |
52.73 |
33.16 |
19.57 |
39.1% |
1.57 |
3.1% |
86% |
False |
False |
36,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.25 |
|
2.618 |
53.41 |
|
1.618 |
52.28 |
|
1.000 |
51.58 |
|
0.618 |
51.15 |
|
HIGH |
50.45 |
|
0.618 |
50.02 |
|
0.500 |
49.89 |
|
0.382 |
49.75 |
|
LOW |
49.32 |
|
0.618 |
48.62 |
|
1.000 |
48.19 |
|
1.618 |
47.49 |
|
2.618 |
46.36 |
|
4.250 |
44.52 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.99 |
51.03 |
| PP |
49.94 |
50.70 |
| S1 |
49.89 |
50.37 |
|