NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
49.04 |
48.88 |
-0.16 |
-0.3% |
49.54 |
| High |
49.41 |
49.90 |
0.49 |
1.0% |
50.10 |
| Low |
48.33 |
48.71 |
0.38 |
0.8% |
47.75 |
| Close |
48.62 |
49.69 |
1.07 |
2.2% |
48.62 |
| Range |
1.08 |
1.19 |
0.11 |
10.2% |
2.35 |
| ATR |
1.45 |
1.44 |
-0.01 |
-0.8% |
0.00 |
| Volume |
481,034 |
450,472 |
-30,562 |
-6.4% |
2,091,707 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.00 |
52.54 |
50.34 |
|
| R3 |
51.81 |
51.35 |
50.02 |
|
| R2 |
50.62 |
50.62 |
49.91 |
|
| R1 |
50.16 |
50.16 |
49.80 |
50.39 |
| PP |
49.43 |
49.43 |
49.43 |
49.55 |
| S1 |
48.97 |
48.97 |
49.58 |
49.20 |
| S2 |
48.24 |
48.24 |
49.47 |
|
| S3 |
47.05 |
47.78 |
49.36 |
|
| S4 |
45.86 |
46.59 |
49.04 |
|
|
| 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 |
4.7% |
1.31 |
2.6% |
83% |
False |
False |
508,435 |
| 10 |
50.21 |
47.40 |
2.81 |
5.7% |
1.23 |
2.5% |
81% |
False |
False |
493,894 |
| 20 |
50.21 |
43.65 |
6.56 |
13.2% |
1.43 |
2.9% |
92% |
False |
False |
429,361 |
| 40 |
50.21 |
39.80 |
10.41 |
20.9% |
1.59 |
3.2% |
95% |
False |
False |
281,963 |
| 60 |
50.21 |
37.50 |
12.71 |
25.6% |
1.53 |
3.1% |
96% |
False |
False |
206,335 |
| 80 |
50.21 |
33.14 |
17.07 |
34.4% |
1.60 |
3.2% |
97% |
False |
False |
163,961 |
| 100 |
50.21 |
31.61 |
18.60 |
37.4% |
1.70 |
3.4% |
97% |
False |
False |
137,000 |
| 120 |
50.21 |
31.61 |
18.60 |
37.4% |
1.63 |
3.3% |
97% |
False |
False |
115,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.96 |
|
2.618 |
53.02 |
|
1.618 |
51.83 |
|
1.000 |
51.09 |
|
0.618 |
50.64 |
|
HIGH |
49.90 |
|
0.618 |
49.45 |
|
0.500 |
49.31 |
|
0.382 |
49.16 |
|
LOW |
48.71 |
|
0.618 |
47.97 |
|
1.000 |
47.52 |
|
1.618 |
46.78 |
|
2.618 |
45.59 |
|
4.250 |
43.65 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.56 |
49.44 |
| PP |
49.43 |
49.19 |
| S1 |
49.31 |
48.94 |
|