NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 21-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
49.98 |
50.77 |
0.79 |
1.6% |
50.55 |
| High |
50.98 |
51.42 |
0.44 |
0.9% |
50.86 |
| Low |
49.72 |
49.90 |
0.18 |
0.4% |
47.40 |
| Close |
50.95 |
50.93 |
-0.02 |
0.0% |
49.53 |
| Range |
1.26 |
1.52 |
0.26 |
20.6% |
3.46 |
| ATR |
1.40 |
1.41 |
0.01 |
0.6% |
0.00 |
| Volume |
19,915 |
34,605 |
14,690 |
73.8% |
130,905 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.31 |
54.64 |
51.77 |
|
| R3 |
53.79 |
53.12 |
51.35 |
|
| R2 |
52.27 |
52.27 |
51.21 |
|
| R1 |
51.60 |
51.60 |
51.07 |
51.94 |
| PP |
50.75 |
50.75 |
50.75 |
50.92 |
| S1 |
50.08 |
50.08 |
50.79 |
50.42 |
| S2 |
49.23 |
49.23 |
50.65 |
|
| S3 |
47.71 |
48.56 |
50.51 |
|
| S4 |
46.19 |
47.04 |
50.09 |
|
|
| 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 |
51.42 |
47.40 |
4.02 |
7.9% |
1.60 |
3.1% |
88% |
True |
False |
27,966 |
| 10 |
53.02 |
47.40 |
5.62 |
11.0% |
1.41 |
2.8% |
63% |
False |
False |
27,361 |
| 20 |
53.02 |
47.40 |
5.62 |
11.0% |
1.27 |
2.5% |
63% |
False |
False |
23,043 |
| 40 |
53.02 |
44.86 |
8.16 |
16.0% |
1.37 |
2.7% |
74% |
False |
False |
21,439 |
| 60 |
53.02 |
39.08 |
13.94 |
27.4% |
1.39 |
2.7% |
85% |
False |
False |
19,684 |
| 80 |
53.02 |
38.70 |
14.32 |
28.1% |
1.34 |
2.6% |
85% |
False |
False |
17,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.88 |
|
2.618 |
55.40 |
|
1.618 |
53.88 |
|
1.000 |
52.94 |
|
0.618 |
52.36 |
|
HIGH |
51.42 |
|
0.618 |
50.84 |
|
0.500 |
50.66 |
|
0.382 |
50.48 |
|
LOW |
49.90 |
|
0.618 |
48.96 |
|
1.000 |
48.38 |
|
1.618 |
47.44 |
|
2.618 |
45.92 |
|
4.250 |
43.44 |
|
|
| Fisher Pivots for day following 21-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.84 |
50.47 |
| PP |
50.75 |
50.00 |
| S1 |
50.66 |
49.54 |
|