NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 20-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
47.02 |
49.48 |
2.46 |
5.2% |
50.11 |
| High |
49.41 |
50.54 |
1.13 |
2.3% |
50.45 |
| Low |
46.94 |
49.25 |
2.31 |
4.9% |
46.94 |
| Close |
49.09 |
50.50 |
1.41 |
2.9% |
49.09 |
| Range |
2.47 |
1.29 |
-1.18 |
-47.8% |
3.51 |
| ATR |
1.48 |
1.48 |
0.00 |
-0.1% |
0.00 |
| Volume |
76,301 |
63,243 |
-13,058 |
-17.1% |
411,040 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.97 |
53.52 |
51.21 |
|
| R3 |
52.68 |
52.23 |
50.85 |
|
| R2 |
51.39 |
51.39 |
50.74 |
|
| R1 |
50.94 |
50.94 |
50.62 |
51.17 |
| PP |
50.10 |
50.10 |
50.10 |
50.21 |
| S1 |
49.65 |
49.65 |
50.38 |
49.88 |
| S2 |
48.81 |
48.81 |
50.26 |
|
| S3 |
47.52 |
48.36 |
50.15 |
|
| S4 |
46.23 |
47.07 |
49.79 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.36 |
57.73 |
51.02 |
|
| R3 |
55.85 |
54.22 |
50.06 |
|
| R2 |
52.34 |
52.34 |
49.73 |
|
| R1 |
50.71 |
50.71 |
49.41 |
49.77 |
| PP |
48.83 |
48.83 |
48.83 |
48.36 |
| S1 |
47.20 |
47.20 |
48.77 |
46.26 |
| S2 |
45.32 |
45.32 |
48.45 |
|
| S3 |
41.81 |
43.69 |
48.12 |
|
| S4 |
38.30 |
40.18 |
47.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.54 |
46.94 |
3.60 |
7.1% |
1.54 |
3.0% |
99% |
True |
False |
75,721 |
| 10 |
52.73 |
46.94 |
5.79 |
11.5% |
1.46 |
2.9% |
61% |
False |
False |
87,176 |
| 20 |
52.73 |
46.94 |
5.79 |
11.5% |
1.32 |
2.6% |
61% |
False |
False |
67,112 |
| 40 |
52.73 |
44.51 |
8.22 |
16.3% |
1.44 |
2.9% |
73% |
False |
False |
54,016 |
| 60 |
52.73 |
38.67 |
14.06 |
27.8% |
1.49 |
3.0% |
84% |
False |
False |
47,390 |
| 80 |
52.73 |
37.78 |
14.95 |
29.6% |
1.46 |
2.9% |
85% |
False |
False |
43,187 |
| 100 |
52.73 |
34.69 |
18.04 |
35.7% |
1.53 |
3.0% |
88% |
False |
False |
39,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.02 |
|
2.618 |
53.92 |
|
1.618 |
52.63 |
|
1.000 |
51.83 |
|
0.618 |
51.34 |
|
HIGH |
50.54 |
|
0.618 |
50.05 |
|
0.500 |
49.90 |
|
0.382 |
49.74 |
|
LOW |
49.25 |
|
0.618 |
48.45 |
|
1.000 |
47.96 |
|
1.618 |
47.16 |
|
2.618 |
45.87 |
|
4.250 |
43.77 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.30 |
49.91 |
| PP |
50.10 |
49.33 |
| S1 |
49.90 |
48.74 |
|