NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
51.42 |
52.11 |
0.69 |
1.3% |
51.22 |
| High |
52.23 |
52.34 |
0.11 |
0.2% |
51.62 |
| Low |
50.69 |
50.41 |
-0.28 |
-0.6% |
48.19 |
| Close |
51.76 |
51.14 |
-0.62 |
-1.2% |
50.30 |
| Range |
1.54 |
1.93 |
0.39 |
25.3% |
3.43 |
| ATR |
1.43 |
1.46 |
0.04 |
2.5% |
0.00 |
| Volume |
77,414 |
86,479 |
9,065 |
11.7% |
305,650 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.09 |
56.04 |
52.20 |
|
| R3 |
55.16 |
54.11 |
51.67 |
|
| R2 |
53.23 |
53.23 |
51.49 |
|
| R1 |
52.18 |
52.18 |
51.32 |
51.74 |
| PP |
51.30 |
51.30 |
51.30 |
51.08 |
| S1 |
50.25 |
50.25 |
50.96 |
49.81 |
| S2 |
49.37 |
49.37 |
50.79 |
|
| S3 |
47.44 |
48.32 |
50.61 |
|
| S4 |
45.51 |
46.39 |
50.08 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.33 |
58.74 |
52.19 |
|
| R3 |
56.90 |
55.31 |
51.24 |
|
| R2 |
53.47 |
53.47 |
50.93 |
|
| R1 |
51.88 |
51.88 |
50.61 |
50.96 |
| PP |
50.04 |
50.04 |
50.04 |
49.58 |
| S1 |
48.45 |
48.45 |
49.99 |
47.53 |
| S2 |
46.61 |
46.61 |
49.67 |
|
| S3 |
43.18 |
45.02 |
49.36 |
|
| S4 |
39.75 |
41.59 |
48.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.34 |
48.19 |
4.15 |
8.1% |
1.75 |
3.4% |
71% |
True |
False |
68,588 |
| 10 |
53.62 |
48.19 |
5.43 |
10.6% |
1.50 |
2.9% |
54% |
False |
False |
63,177 |
| 20 |
53.62 |
48.19 |
5.43 |
10.6% |
1.32 |
2.6% |
54% |
False |
False |
56,912 |
| 40 |
53.62 |
45.53 |
8.09 |
15.8% |
1.39 |
2.7% |
69% |
False |
False |
58,286 |
| 60 |
53.62 |
39.70 |
13.92 |
27.2% |
1.45 |
2.8% |
82% |
False |
False |
58,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.54 |
|
2.618 |
57.39 |
|
1.618 |
55.46 |
|
1.000 |
54.27 |
|
0.618 |
53.53 |
|
HIGH |
52.34 |
|
0.618 |
51.60 |
|
0.500 |
51.38 |
|
0.382 |
51.15 |
|
LOW |
50.41 |
|
0.618 |
49.22 |
|
1.000 |
48.48 |
|
1.618 |
47.29 |
|
2.618 |
45.36 |
|
4.250 |
42.21 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.38 |
51.38 |
| PP |
51.30 |
51.30 |
| S1 |
51.22 |
51.22 |
|