NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
50.30 |
50.79 |
0.49 |
1.0% |
50.11 |
| High |
50.99 |
51.11 |
0.12 |
0.2% |
50.45 |
| Low |
49.42 |
49.04 |
-0.38 |
-0.8% |
46.94 |
| Close |
50.45 |
49.78 |
-0.67 |
-1.3% |
49.09 |
| Range |
1.57 |
2.07 |
0.50 |
31.8% |
3.51 |
| ATR |
1.49 |
1.53 |
0.04 |
2.8% |
0.00 |
| Volume |
95,888 |
147,669 |
51,781 |
54.0% |
411,040 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.19 |
55.05 |
50.92 |
|
| R3 |
54.12 |
52.98 |
50.35 |
|
| R2 |
52.05 |
52.05 |
50.16 |
|
| R1 |
50.91 |
50.91 |
49.97 |
50.45 |
| PP |
49.98 |
49.98 |
49.98 |
49.74 |
| S1 |
48.84 |
48.84 |
49.59 |
48.38 |
| S2 |
47.91 |
47.91 |
49.40 |
|
| S3 |
45.84 |
46.77 |
49.21 |
|
| S4 |
43.77 |
44.70 |
48.64 |
|
|
| 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 |
51.11 |
46.94 |
4.17 |
8.4% |
1.82 |
3.7% |
68% |
True |
False |
92,867 |
| 10 |
52.73 |
46.94 |
5.79 |
11.6% |
1.57 |
3.2% |
49% |
False |
False |
91,545 |
| 20 |
52.73 |
46.94 |
5.79 |
11.6% |
1.38 |
2.8% |
49% |
False |
False |
74,806 |
| 40 |
52.73 |
44.53 |
8.20 |
16.5% |
1.45 |
2.9% |
64% |
False |
False |
58,458 |
| 60 |
52.73 |
38.67 |
14.06 |
28.2% |
1.51 |
3.0% |
79% |
False |
False |
51,000 |
| 80 |
52.73 |
38.62 |
14.11 |
28.3% |
1.46 |
2.9% |
79% |
False |
False |
45,563 |
| 100 |
52.73 |
34.69 |
18.04 |
36.2% |
1.52 |
3.1% |
84% |
False |
False |
41,532 |
| 120 |
52.73 |
32.85 |
19.88 |
39.9% |
1.58 |
3.2% |
85% |
False |
False |
36,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.91 |
|
2.618 |
56.53 |
|
1.618 |
54.46 |
|
1.000 |
53.18 |
|
0.618 |
52.39 |
|
HIGH |
51.11 |
|
0.618 |
50.32 |
|
0.500 |
50.08 |
|
0.382 |
49.83 |
|
LOW |
49.04 |
|
0.618 |
47.76 |
|
1.000 |
46.97 |
|
1.618 |
45.69 |
|
2.618 |
43.62 |
|
4.250 |
40.24 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.08 |
50.08 |
| PP |
49.98 |
49.98 |
| S1 |
49.88 |
49.88 |
|