NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
48.90 |
49.04 |
0.14 |
0.3% |
49.54 |
| High |
49.47 |
49.41 |
-0.06 |
-0.1% |
50.10 |
| Low |
47.97 |
48.33 |
0.36 |
0.8% |
47.75 |
| Close |
49.17 |
48.62 |
-0.55 |
-1.1% |
48.62 |
| Range |
1.50 |
1.08 |
-0.42 |
-28.0% |
2.35 |
| ATR |
1.48 |
1.45 |
-0.03 |
-1.9% |
0.00 |
| Volume |
564,846 |
481,034 |
-83,812 |
-14.8% |
2,091,707 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.03 |
51.40 |
49.21 |
|
| R3 |
50.95 |
50.32 |
48.92 |
|
| R2 |
49.87 |
49.87 |
48.82 |
|
| R1 |
49.24 |
49.24 |
48.72 |
49.02 |
| PP |
48.79 |
48.79 |
48.79 |
48.67 |
| S1 |
48.16 |
48.16 |
48.52 |
47.94 |
| S2 |
47.71 |
47.71 |
48.42 |
|
| S3 |
46.63 |
47.08 |
48.32 |
|
| S4 |
45.55 |
46.00 |
48.03 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.87 |
54.60 |
49.91 |
|
| R3 |
53.52 |
52.25 |
49.27 |
|
| R2 |
51.17 |
51.17 |
49.05 |
|
| R1 |
49.90 |
49.90 |
48.84 |
49.36 |
| PP |
48.82 |
48.82 |
48.82 |
48.56 |
| S1 |
47.55 |
47.55 |
48.40 |
47.01 |
| S2 |
46.47 |
46.47 |
48.19 |
|
| S3 |
44.12 |
45.20 |
47.97 |
|
| S4 |
41.77 |
42.85 |
47.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.10 |
47.75 |
2.35 |
4.8% |
1.26 |
2.6% |
37% |
False |
False |
499,618 |
| 10 |
50.21 |
47.40 |
2.81 |
5.8% |
1.24 |
2.6% |
43% |
False |
False |
502,652 |
| 20 |
50.21 |
43.65 |
6.56 |
13.5% |
1.46 |
3.0% |
76% |
False |
False |
418,903 |
| 40 |
50.21 |
39.50 |
10.71 |
22.0% |
1.62 |
3.3% |
85% |
False |
False |
274,086 |
| 60 |
50.21 |
37.50 |
12.71 |
26.1% |
1.53 |
3.2% |
87% |
False |
False |
199,677 |
| 80 |
50.21 |
33.14 |
17.07 |
35.1% |
1.61 |
3.3% |
91% |
False |
False |
158,932 |
| 100 |
50.21 |
31.61 |
18.60 |
38.3% |
1.71 |
3.5% |
91% |
False |
False |
132,695 |
| 120 |
50.21 |
31.61 |
18.60 |
38.3% |
1.64 |
3.4% |
91% |
False |
False |
112,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.00 |
|
2.618 |
52.24 |
|
1.618 |
51.16 |
|
1.000 |
50.49 |
|
0.618 |
50.08 |
|
HIGH |
49.41 |
|
0.618 |
49.00 |
|
0.500 |
48.87 |
|
0.382 |
48.74 |
|
LOW |
48.33 |
|
0.618 |
47.66 |
|
1.000 |
47.25 |
|
1.618 |
46.58 |
|
2.618 |
45.50 |
|
4.250 |
43.74 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.87 |
48.62 |
| PP |
48.79 |
48.61 |
| S1 |
48.70 |
48.61 |
|