NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
48.88 |
49.71 |
0.83 |
1.7% |
49.54 |
| High |
49.90 |
50.53 |
0.63 |
1.3% |
50.10 |
| Low |
48.71 |
49.44 |
0.73 |
1.5% |
47.75 |
| Close |
49.69 |
50.36 |
0.67 |
1.3% |
48.62 |
| Range |
1.19 |
1.09 |
-0.10 |
-8.4% |
2.35 |
| ATR |
1.44 |
1.41 |
-0.02 |
-1.7% |
0.00 |
| Volume |
450,472 |
542,254 |
91,782 |
20.4% |
2,091,707 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.38 |
52.96 |
50.96 |
|
| R3 |
52.29 |
51.87 |
50.66 |
|
| R2 |
51.20 |
51.20 |
50.56 |
|
| R1 |
50.78 |
50.78 |
50.46 |
50.99 |
| PP |
50.11 |
50.11 |
50.11 |
50.22 |
| S1 |
49.69 |
49.69 |
50.26 |
49.90 |
| S2 |
49.02 |
49.02 |
50.16 |
|
| S3 |
47.93 |
48.60 |
50.06 |
|
| S4 |
46.84 |
47.51 |
49.76 |
|
|
| 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 |
50.53 |
47.75 |
2.78 |
5.5% |
1.27 |
2.5% |
94% |
True |
False |
521,489 |
| 10 |
50.53 |
47.64 |
2.89 |
5.7% |
1.23 |
2.4% |
94% |
True |
False |
500,575 |
| 20 |
50.53 |
43.65 |
6.88 |
13.7% |
1.35 |
2.7% |
98% |
True |
False |
441,818 |
| 40 |
50.53 |
39.80 |
10.73 |
21.3% |
1.58 |
3.1% |
98% |
True |
False |
292,476 |
| 60 |
50.53 |
37.50 |
13.03 |
25.9% |
1.54 |
3.1% |
99% |
True |
False |
214,536 |
| 80 |
50.53 |
34.18 |
16.35 |
32.5% |
1.60 |
3.2% |
99% |
True |
False |
170,143 |
| 100 |
50.53 |
31.61 |
18.92 |
37.6% |
1.69 |
3.4% |
99% |
True |
False |
142,209 |
| 120 |
50.53 |
31.61 |
18.92 |
37.6% |
1.63 |
3.2% |
99% |
True |
False |
120,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.16 |
|
2.618 |
53.38 |
|
1.618 |
52.29 |
|
1.000 |
51.62 |
|
0.618 |
51.20 |
|
HIGH |
50.53 |
|
0.618 |
50.11 |
|
0.500 |
49.99 |
|
0.382 |
49.86 |
|
LOW |
49.44 |
|
0.618 |
48.77 |
|
1.000 |
48.35 |
|
1.618 |
47.68 |
|
2.618 |
46.59 |
|
4.250 |
44.81 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.24 |
50.05 |
| PP |
50.11 |
49.74 |
| S1 |
49.99 |
49.43 |
|