NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
49.24 |
49.35 |
0.11 |
0.2% |
48.86 |
| High |
49.72 |
49.95 |
0.23 |
0.5% |
50.59 |
| Low |
48.21 |
48.46 |
0.25 |
0.5% |
47.88 |
| Close |
49.49 |
49.66 |
0.17 |
0.3% |
49.74 |
| Range |
1.51 |
1.49 |
-0.02 |
-1.3% |
2.71 |
| ATR |
1.44 |
1.45 |
0.00 |
0.2% |
0.00 |
| Volume |
142,491 |
107,303 |
-35,188 |
-24.7% |
455,083 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.83 |
53.23 |
50.48 |
|
| R3 |
52.34 |
51.74 |
50.07 |
|
| R2 |
50.85 |
50.85 |
49.93 |
|
| R1 |
50.25 |
50.25 |
49.80 |
50.55 |
| PP |
49.36 |
49.36 |
49.36 |
49.51 |
| S1 |
48.76 |
48.76 |
49.52 |
49.06 |
| S2 |
47.87 |
47.87 |
49.39 |
|
| S3 |
46.38 |
47.27 |
49.25 |
|
| S4 |
44.89 |
45.78 |
48.84 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.53 |
56.35 |
51.23 |
|
| R3 |
54.82 |
53.64 |
50.49 |
|
| R2 |
52.11 |
52.11 |
50.24 |
|
| R1 |
50.93 |
50.93 |
49.99 |
51.52 |
| PP |
49.40 |
49.40 |
49.40 |
49.70 |
| S1 |
48.22 |
48.22 |
49.49 |
48.81 |
| S2 |
46.69 |
46.69 |
49.24 |
|
| S3 |
43.98 |
45.51 |
48.99 |
|
| S4 |
41.27 |
42.80 |
48.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.59 |
48.21 |
2.38 |
4.8% |
1.23 |
2.5% |
61% |
False |
False |
100,527 |
| 10 |
50.59 |
47.69 |
2.90 |
5.8% |
1.26 |
2.5% |
68% |
False |
False |
95,230 |
| 20 |
50.59 |
44.12 |
6.47 |
13.0% |
1.48 |
3.0% |
86% |
False |
False |
81,806 |
| 40 |
50.59 |
39.48 |
11.11 |
22.4% |
1.58 |
3.2% |
92% |
False |
False |
61,514 |
| 60 |
50.59 |
38.14 |
12.45 |
25.1% |
1.50 |
3.0% |
93% |
False |
False |
49,308 |
| 80 |
50.59 |
33.98 |
16.61 |
33.4% |
1.57 |
3.2% |
94% |
False |
False |
42,198 |
| 100 |
50.59 |
32.22 |
18.37 |
37.0% |
1.62 |
3.3% |
95% |
False |
False |
36,781 |
| 120 |
50.59 |
32.22 |
18.37 |
37.0% |
1.55 |
3.1% |
95% |
False |
False |
31,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.28 |
|
2.618 |
53.85 |
|
1.618 |
52.36 |
|
1.000 |
51.44 |
|
0.618 |
50.87 |
|
HIGH |
49.95 |
|
0.618 |
49.38 |
|
0.500 |
49.21 |
|
0.382 |
49.03 |
|
LOW |
48.46 |
|
0.618 |
47.54 |
|
1.000 |
46.97 |
|
1.618 |
46.05 |
|
2.618 |
44.56 |
|
4.250 |
42.13 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.51 |
49.56 |
| PP |
49.36 |
49.46 |
| S1 |
49.21 |
49.36 |
|