NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 30-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
48.78 |
50.22 |
1.44 |
3.0% |
49.48 |
| High |
50.70 |
50.30 |
-0.40 |
-0.8% |
51.11 |
| Low |
48.70 |
48.85 |
0.15 |
0.3% |
47.39 |
| Close |
50.58 |
49.01 |
-1.57 |
-3.1% |
48.31 |
| Range |
2.00 |
1.45 |
-0.55 |
-27.5% |
3.72 |
| ATR |
1.73 |
1.73 |
0.00 |
0.0% |
0.00 |
| Volume |
152,340 |
147,276 |
-5,064 |
-3.3% |
545,071 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.74 |
52.82 |
49.81 |
|
| R3 |
52.29 |
51.37 |
49.41 |
|
| R2 |
50.84 |
50.84 |
49.28 |
|
| R1 |
49.92 |
49.92 |
49.14 |
49.66 |
| PP |
49.39 |
49.39 |
49.39 |
49.25 |
| S1 |
48.47 |
48.47 |
48.88 |
48.21 |
| S2 |
47.94 |
47.94 |
48.74 |
|
| S3 |
46.49 |
47.02 |
48.61 |
|
| S4 |
45.04 |
45.57 |
48.21 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.10 |
57.92 |
50.36 |
|
| R3 |
56.38 |
54.20 |
49.33 |
|
| R2 |
52.66 |
52.66 |
48.99 |
|
| R1 |
50.48 |
50.48 |
48.65 |
49.71 |
| PP |
48.94 |
48.94 |
48.94 |
48.55 |
| S1 |
46.76 |
46.76 |
47.97 |
45.99 |
| S2 |
45.22 |
45.22 |
47.63 |
|
| S3 |
41.50 |
43.04 |
47.29 |
|
| S4 |
37.78 |
39.32 |
46.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.08 |
46.53 |
4.55 |
9.3% |
2.18 |
4.4% |
55% |
False |
False |
135,794 |
| 10 |
51.11 |
46.53 |
4.58 |
9.3% |
1.94 |
4.0% |
54% |
False |
False |
115,763 |
| 20 |
52.73 |
46.53 |
6.20 |
12.7% |
1.62 |
3.3% |
40% |
False |
False |
99,330 |
| 40 |
52.73 |
44.53 |
8.20 |
16.7% |
1.53 |
3.1% |
55% |
False |
False |
72,541 |
| 60 |
52.73 |
39.96 |
12.77 |
26.1% |
1.57 |
3.2% |
71% |
False |
False |
60,991 |
| 80 |
52.73 |
38.67 |
14.06 |
28.7% |
1.50 |
3.1% |
74% |
False |
False |
53,026 |
| 100 |
52.73 |
34.69 |
18.04 |
36.8% |
1.55 |
3.2% |
79% |
False |
False |
47,614 |
| 120 |
52.73 |
32.85 |
19.88 |
40.6% |
1.60 |
3.3% |
81% |
False |
False |
42,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.46 |
|
2.618 |
54.10 |
|
1.618 |
52.65 |
|
1.000 |
51.75 |
|
0.618 |
51.20 |
|
HIGH |
50.30 |
|
0.618 |
49.75 |
|
0.500 |
49.58 |
|
0.382 |
49.40 |
|
LOW |
48.85 |
|
0.618 |
47.95 |
|
1.000 |
47.40 |
|
1.618 |
46.50 |
|
2.618 |
45.05 |
|
4.250 |
42.69 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.58 |
48.99 |
| PP |
49.39 |
48.98 |
| S1 |
49.20 |
48.96 |
|