NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
50.79 |
49.84 |
-0.95 |
-1.9% |
50.11 |
| High |
51.11 |
50.86 |
-0.25 |
-0.5% |
50.45 |
| Low |
49.04 |
49.77 |
0.73 |
1.5% |
46.94 |
| Close |
49.78 |
50.76 |
0.98 |
2.0% |
49.09 |
| Range |
2.07 |
1.09 |
-0.98 |
-47.3% |
3.51 |
| ATR |
1.53 |
1.50 |
-0.03 |
-2.0% |
0.00 |
| Volume |
147,669 |
95,559 |
-52,110 |
-35.3% |
411,040 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.73 |
53.34 |
51.36 |
|
| R3 |
52.64 |
52.25 |
51.06 |
|
| R2 |
51.55 |
51.55 |
50.96 |
|
| R1 |
51.16 |
51.16 |
50.86 |
51.36 |
| PP |
50.46 |
50.46 |
50.46 |
50.56 |
| S1 |
50.07 |
50.07 |
50.66 |
50.27 |
| S2 |
49.37 |
49.37 |
50.56 |
|
| S3 |
48.28 |
48.98 |
50.46 |
|
| S4 |
47.19 |
47.89 |
50.16 |
|
|
| 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 |
8.2% |
1.70 |
3.3% |
92% |
False |
False |
95,732 |
| 10 |
51.84 |
46.94 |
4.90 |
9.7% |
1.54 |
3.0% |
78% |
False |
False |
91,572 |
| 20 |
52.73 |
46.94 |
5.79 |
11.4% |
1.38 |
2.7% |
66% |
False |
False |
77,194 |
| 40 |
52.73 |
44.53 |
8.20 |
16.2% |
1.44 |
2.8% |
76% |
False |
False |
59,934 |
| 60 |
52.73 |
38.67 |
14.06 |
27.7% |
1.50 |
3.0% |
86% |
False |
False |
52,230 |
| 80 |
52.73 |
38.62 |
14.11 |
27.8% |
1.46 |
2.9% |
86% |
False |
False |
46,376 |
| 100 |
52.73 |
34.69 |
18.04 |
35.5% |
1.52 |
3.0% |
89% |
False |
False |
42,215 |
| 120 |
52.73 |
32.85 |
19.88 |
39.2% |
1.57 |
3.1% |
90% |
False |
False |
37,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.49 |
|
2.618 |
53.71 |
|
1.618 |
52.62 |
|
1.000 |
51.95 |
|
0.618 |
51.53 |
|
HIGH |
50.86 |
|
0.618 |
50.44 |
|
0.500 |
50.32 |
|
0.382 |
50.19 |
|
LOW |
49.77 |
|
0.618 |
49.10 |
|
1.000 |
48.68 |
|
1.618 |
48.01 |
|
2.618 |
46.92 |
|
4.250 |
45.14 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.61 |
50.53 |
| PP |
50.46 |
50.30 |
| S1 |
50.32 |
50.08 |
|