NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
49.70 |
48.95 |
-0.75 |
-1.5% |
49.78 |
| High |
49.75 |
49.68 |
-0.07 |
-0.1% |
52.73 |
| Low |
48.96 |
48.27 |
-0.69 |
-1.4% |
49.64 |
| Close |
49.56 |
48.95 |
-0.61 |
-1.2% |
50.24 |
| Range |
0.79 |
1.41 |
0.62 |
78.5% |
3.09 |
| ATR |
1.36 |
1.36 |
0.00 |
0.3% |
0.00 |
| Volume |
77,166 |
80,660 |
3,494 |
4.5% |
451,022 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.20 |
52.48 |
49.73 |
|
| R3 |
51.79 |
51.07 |
49.34 |
|
| R2 |
50.38 |
50.38 |
49.21 |
|
| R1 |
49.66 |
49.66 |
49.08 |
49.66 |
| PP |
48.97 |
48.97 |
48.97 |
48.96 |
| S1 |
48.25 |
48.25 |
48.82 |
48.25 |
| S2 |
47.56 |
47.56 |
48.69 |
|
| S3 |
46.15 |
46.84 |
48.56 |
|
| S4 |
44.74 |
45.43 |
48.17 |
|
|
| 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 |
48.27 |
4.46 |
9.1% |
1.31 |
2.7% |
15% |
False |
True |
90,224 |
| 10 |
52.73 |
48.27 |
4.46 |
9.1% |
1.28 |
2.6% |
15% |
False |
True |
79,825 |
| 20 |
52.73 |
48.05 |
4.68 |
9.6% |
1.24 |
2.5% |
19% |
False |
False |
61,423 |
| 40 |
52.73 |
43.07 |
9.66 |
19.7% |
1.44 |
2.9% |
61% |
False |
False |
51,174 |
| 60 |
52.73 |
38.67 |
14.06 |
28.7% |
1.46 |
3.0% |
73% |
False |
False |
45,008 |
| 80 |
52.73 |
36.21 |
16.52 |
33.7% |
1.46 |
3.0% |
77% |
False |
False |
41,132 |
| 100 |
52.73 |
34.69 |
18.04 |
36.9% |
1.54 |
3.1% |
79% |
False |
False |
37,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.67 |
|
2.618 |
53.37 |
|
1.618 |
51.96 |
|
1.000 |
51.09 |
|
0.618 |
50.55 |
|
HIGH |
49.68 |
|
0.618 |
49.14 |
|
0.500 |
48.98 |
|
0.382 |
48.81 |
|
LOW |
48.27 |
|
0.618 |
47.40 |
|
1.000 |
46.86 |
|
1.618 |
45.99 |
|
2.618 |
44.58 |
|
4.250 |
42.28 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.98 |
49.36 |
| PP |
48.97 |
49.22 |
| S1 |
48.96 |
49.09 |
|