NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 08-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
49.71 |
50.41 |
0.70 |
1.4% |
49.54 |
| High |
50.53 |
51.62 |
1.09 |
2.2% |
50.10 |
| Low |
49.44 |
50.32 |
0.88 |
1.8% |
47.75 |
| Close |
50.36 |
51.23 |
0.87 |
1.7% |
48.62 |
| Range |
1.09 |
1.30 |
0.21 |
19.3% |
2.35 |
| ATR |
1.41 |
1.41 |
-0.01 |
-0.6% |
0.00 |
| Volume |
542,254 |
656,416 |
114,162 |
21.1% |
2,091,707 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.96 |
54.39 |
51.95 |
|
| R3 |
53.66 |
53.09 |
51.59 |
|
| R2 |
52.36 |
52.36 |
51.47 |
|
| R1 |
51.79 |
51.79 |
51.35 |
52.08 |
| PP |
51.06 |
51.06 |
51.06 |
51.20 |
| S1 |
50.49 |
50.49 |
51.11 |
50.78 |
| S2 |
49.76 |
49.76 |
50.99 |
|
| S3 |
48.46 |
49.19 |
50.87 |
|
| S4 |
47.16 |
47.89 |
50.52 |
|
|
| 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 |
51.62 |
47.97 |
3.65 |
7.1% |
1.23 |
2.4% |
89% |
True |
False |
539,004 |
| 10 |
51.62 |
47.75 |
3.87 |
7.6% |
1.20 |
2.3% |
90% |
True |
False |
518,620 |
| 20 |
51.62 |
44.66 |
6.96 |
13.6% |
1.33 |
2.6% |
94% |
True |
False |
461,784 |
| 40 |
51.62 |
39.80 |
11.82 |
23.1% |
1.56 |
3.0% |
97% |
True |
False |
305,449 |
| 60 |
51.62 |
37.50 |
14.12 |
27.6% |
1.54 |
3.0% |
97% |
True |
False |
224,987 |
| 80 |
51.62 |
34.74 |
16.88 |
32.9% |
1.59 |
3.1% |
98% |
True |
False |
177,950 |
| 100 |
51.62 |
31.61 |
20.01 |
39.1% |
1.69 |
3.3% |
98% |
True |
False |
148,550 |
| 120 |
51.62 |
31.61 |
20.01 |
39.1% |
1.63 |
3.2% |
98% |
True |
False |
125,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.15 |
|
2.618 |
55.02 |
|
1.618 |
53.72 |
|
1.000 |
52.92 |
|
0.618 |
52.42 |
|
HIGH |
51.62 |
|
0.618 |
51.12 |
|
0.500 |
50.97 |
|
0.382 |
50.82 |
|
LOW |
50.32 |
|
0.618 |
49.52 |
|
1.000 |
49.02 |
|
1.618 |
48.22 |
|
2.618 |
46.92 |
|
4.250 |
44.80 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.14 |
50.88 |
| PP |
51.06 |
50.52 |
| S1 |
50.97 |
50.17 |
|