NYMEX Light Sweet Crude Oil Future October 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 |
50.04 |
49.41 |
-0.63 |
-1.3% |
50.10 |
| High |
50.14 |
50.06 |
-0.08 |
-0.2% |
53.02 |
| Low |
49.40 |
48.69 |
-0.71 |
-1.4% |
50.00 |
| Close |
49.99 |
49.35 |
-0.64 |
-1.3% |
50.68 |
| Range |
0.74 |
1.37 |
0.63 |
85.1% |
3.02 |
| ATR |
1.29 |
1.30 |
0.01 |
0.4% |
0.00 |
| Volume |
21,372 |
28,546 |
7,174 |
33.6% |
128,118 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.48 |
52.78 |
50.10 |
|
| R3 |
52.11 |
51.41 |
49.73 |
|
| R2 |
50.74 |
50.74 |
49.60 |
|
| R1 |
50.04 |
50.04 |
49.48 |
49.71 |
| PP |
49.37 |
49.37 |
49.37 |
49.20 |
| S1 |
48.67 |
48.67 |
49.22 |
48.34 |
| S2 |
48.00 |
48.00 |
49.10 |
|
| S3 |
46.63 |
47.30 |
48.97 |
|
| S4 |
45.26 |
45.93 |
48.60 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.29 |
58.51 |
52.34 |
|
| R3 |
57.27 |
55.49 |
51.51 |
|
| R2 |
54.25 |
54.25 |
51.23 |
|
| R1 |
52.47 |
52.47 |
50.96 |
53.36 |
| PP |
51.23 |
51.23 |
51.23 |
51.68 |
| S1 |
49.45 |
49.45 |
50.40 |
50.34 |
| S2 |
48.21 |
48.21 |
50.13 |
|
| S3 |
45.19 |
46.43 |
49.85 |
|
| S4 |
42.17 |
43.41 |
49.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.01 |
48.69 |
4.32 |
8.8% |
1.23 |
2.5% |
15% |
False |
True |
26,387 |
| 10 |
53.02 |
48.69 |
4.33 |
8.8% |
1.20 |
2.4% |
15% |
False |
True |
23,584 |
| 20 |
53.02 |
48.39 |
4.63 |
9.4% |
1.17 |
2.4% |
21% |
False |
False |
20,475 |
| 40 |
53.02 |
43.37 |
9.65 |
19.6% |
1.36 |
2.8% |
62% |
False |
False |
20,608 |
| 60 |
53.02 |
39.08 |
13.94 |
28.2% |
1.35 |
2.7% |
74% |
False |
False |
18,617 |
| 80 |
53.02 |
36.98 |
16.04 |
32.5% |
1.33 |
2.7% |
77% |
False |
False |
16,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.88 |
|
2.618 |
53.65 |
|
1.618 |
52.28 |
|
1.000 |
51.43 |
|
0.618 |
50.91 |
|
HIGH |
50.06 |
|
0.618 |
49.54 |
|
0.500 |
49.38 |
|
0.382 |
49.21 |
|
LOW |
48.69 |
|
0.618 |
47.84 |
|
1.000 |
47.32 |
|
1.618 |
46.47 |
|
2.618 |
45.10 |
|
4.250 |
42.87 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.38 |
49.78 |
| PP |
49.37 |
49.63 |
| S1 |
49.36 |
49.49 |
|