NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
49.54 |
48.82 |
-0.72 |
-1.5% |
48.46 |
| High |
50.10 |
49.25 |
-0.85 |
-1.7% |
50.21 |
| Low |
48.81 |
47.75 |
-1.06 |
-2.2% |
47.40 |
| Close |
49.10 |
49.01 |
-0.09 |
-0.2% |
49.33 |
| Range |
1.29 |
1.50 |
0.21 |
16.3% |
2.81 |
| ATR |
1.48 |
1.48 |
0.00 |
0.1% |
0.00 |
| Volume |
476,988 |
568,839 |
91,851 |
19.3% |
2,396,770 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.17 |
52.59 |
49.84 |
|
| R3 |
51.67 |
51.09 |
49.42 |
|
| R2 |
50.17 |
50.17 |
49.29 |
|
| R1 |
49.59 |
49.59 |
49.15 |
49.88 |
| PP |
48.67 |
48.67 |
48.67 |
48.82 |
| S1 |
48.09 |
48.09 |
48.87 |
48.38 |
| S2 |
47.17 |
47.17 |
48.74 |
|
| S3 |
45.67 |
46.59 |
48.60 |
|
| S4 |
44.17 |
45.09 |
48.19 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.41 |
56.18 |
50.88 |
|
| R3 |
54.60 |
53.37 |
50.10 |
|
| R2 |
51.79 |
51.79 |
49.85 |
|
| R1 |
50.56 |
50.56 |
49.59 |
51.18 |
| PP |
48.98 |
48.98 |
48.98 |
49.29 |
| S1 |
47.75 |
47.75 |
49.07 |
48.37 |
| S2 |
46.17 |
46.17 |
48.81 |
|
| S3 |
43.36 |
44.94 |
48.56 |
|
| S4 |
40.55 |
42.13 |
47.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.21 |
47.75 |
2.46 |
5.0% |
1.16 |
2.4% |
51% |
False |
True |
498,235 |
| 10 |
50.21 |
47.26 |
2.95 |
6.0% |
1.26 |
2.6% |
59% |
False |
False |
512,341 |
| 20 |
50.21 |
43.65 |
6.56 |
13.4% |
1.52 |
3.1% |
82% |
False |
False |
387,321 |
| 40 |
50.21 |
38.39 |
11.82 |
24.1% |
1.63 |
3.3% |
90% |
False |
False |
252,742 |
| 60 |
50.21 |
37.50 |
12.71 |
25.9% |
1.56 |
3.2% |
91% |
False |
False |
183,503 |
| 80 |
50.21 |
33.14 |
17.07 |
34.8% |
1.63 |
3.3% |
93% |
False |
False |
146,884 |
| 100 |
50.21 |
31.61 |
18.60 |
38.0% |
1.71 |
3.5% |
94% |
False |
False |
122,566 |
| 120 |
50.21 |
31.61 |
18.60 |
38.0% |
1.63 |
3.3% |
94% |
False |
False |
103,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.63 |
|
2.618 |
53.18 |
|
1.618 |
51.68 |
|
1.000 |
50.75 |
|
0.618 |
50.18 |
|
HIGH |
49.25 |
|
0.618 |
48.68 |
|
0.500 |
48.50 |
|
0.382 |
48.32 |
|
LOW |
47.75 |
|
0.618 |
46.82 |
|
1.000 |
46.25 |
|
1.618 |
45.32 |
|
2.618 |
43.82 |
|
4.250 |
41.38 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.84 |
48.98 |
| PP |
48.67 |
48.95 |
| S1 |
48.50 |
48.93 |
|