NYMEX Light Sweet Crude Oil Future October 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 |
47.66 |
49.98 |
2.32 |
4.9% |
50.55 |
| High |
49.80 |
50.98 |
1.18 |
2.4% |
50.86 |
| Low |
47.65 |
49.72 |
2.07 |
4.3% |
47.40 |
| Close |
49.53 |
50.95 |
1.42 |
2.9% |
49.53 |
| Range |
2.15 |
1.26 |
-0.89 |
-41.4% |
3.46 |
| ATR |
1.40 |
1.40 |
0.00 |
0.3% |
0.00 |
| Volume |
27,061 |
19,915 |
-7,146 |
-26.4% |
130,905 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.33 |
53.90 |
51.64 |
|
| R3 |
53.07 |
52.64 |
51.30 |
|
| R2 |
51.81 |
51.81 |
51.18 |
|
| R1 |
51.38 |
51.38 |
51.07 |
51.60 |
| PP |
50.55 |
50.55 |
50.55 |
50.66 |
| S1 |
50.12 |
50.12 |
50.83 |
50.34 |
| S2 |
49.29 |
49.29 |
50.72 |
|
| S3 |
48.03 |
48.86 |
50.60 |
|
| S4 |
46.77 |
47.60 |
50.26 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.64 |
58.05 |
51.43 |
|
| R3 |
56.18 |
54.59 |
50.48 |
|
| R2 |
52.72 |
52.72 |
50.16 |
|
| R1 |
51.13 |
51.13 |
49.85 |
50.20 |
| PP |
49.26 |
49.26 |
49.26 |
48.80 |
| S1 |
47.67 |
47.67 |
49.21 |
46.74 |
| S2 |
45.80 |
45.80 |
48.90 |
|
| S3 |
42.34 |
44.21 |
48.58 |
|
| S4 |
38.88 |
40.75 |
47.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.98 |
47.40 |
3.58 |
7.0% |
1.45 |
2.8% |
99% |
True |
False |
25,319 |
| 10 |
53.02 |
47.40 |
5.62 |
11.0% |
1.37 |
2.7% |
63% |
False |
False |
26,056 |
| 20 |
53.02 |
47.40 |
5.62 |
11.0% |
1.24 |
2.4% |
63% |
False |
False |
22,023 |
| 40 |
53.02 |
44.86 |
8.16 |
16.0% |
1.36 |
2.7% |
75% |
False |
False |
21,006 |
| 60 |
53.02 |
39.08 |
13.94 |
27.4% |
1.39 |
2.7% |
85% |
False |
False |
19,188 |
| 80 |
53.02 |
38.56 |
14.46 |
28.4% |
1.34 |
2.6% |
86% |
False |
False |
17,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.34 |
|
2.618 |
54.28 |
|
1.618 |
53.02 |
|
1.000 |
52.24 |
|
0.618 |
51.76 |
|
HIGH |
50.98 |
|
0.618 |
50.50 |
|
0.500 |
50.35 |
|
0.382 |
50.20 |
|
LOW |
49.72 |
|
0.618 |
48.94 |
|
1.000 |
48.46 |
|
1.618 |
47.68 |
|
2.618 |
46.42 |
|
4.250 |
44.37 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.75 |
50.36 |
| PP |
50.55 |
49.78 |
| S1 |
50.35 |
49.19 |
|