NYMEX Light Sweet Crude Oil Future August 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 |
49.49 |
49.29 |
-0.20 |
-0.4% |
49.97 |
| High |
49.89 |
50.36 |
0.47 |
0.9% |
50.51 |
| Low |
48.80 |
49.20 |
0.40 |
0.8% |
48.21 |
| Close |
49.11 |
50.17 |
1.06 |
2.2% |
49.11 |
| Range |
1.09 |
1.16 |
0.07 |
6.4% |
2.30 |
| ATR |
1.42 |
1.41 |
-0.01 |
-0.9% |
0.00 |
| Volume |
89,043 |
116,875 |
27,832 |
31.3% |
428,711 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.39 |
52.94 |
50.81 |
|
| R3 |
52.23 |
51.78 |
50.49 |
|
| R2 |
51.07 |
51.07 |
50.38 |
|
| R1 |
50.62 |
50.62 |
50.28 |
50.85 |
| PP |
49.91 |
49.91 |
49.91 |
50.02 |
| S1 |
49.46 |
49.46 |
50.06 |
49.69 |
| S2 |
48.75 |
48.75 |
49.96 |
|
| S3 |
47.59 |
48.30 |
49.85 |
|
| S4 |
46.43 |
47.14 |
49.53 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.18 |
54.94 |
50.38 |
|
| R3 |
53.88 |
52.64 |
49.74 |
|
| R2 |
51.58 |
51.58 |
49.53 |
|
| R1 |
50.34 |
50.34 |
49.32 |
49.81 |
| PP |
49.28 |
49.28 |
49.28 |
49.01 |
| S1 |
48.04 |
48.04 |
48.90 |
47.51 |
| S2 |
46.98 |
46.98 |
48.69 |
|
| S3 |
44.68 |
45.74 |
48.48 |
|
| S4 |
42.38 |
43.44 |
47.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.51 |
48.21 |
2.30 |
4.6% |
1.31 |
2.6% |
85% |
False |
False |
109,117 |
| 10 |
50.59 |
47.88 |
2.71 |
5.4% |
1.20 |
2.4% |
85% |
False |
False |
100,066 |
| 20 |
50.59 |
44.12 |
6.47 |
12.9% |
1.40 |
2.8% |
94% |
False |
False |
85,011 |
| 40 |
50.59 |
40.29 |
10.30 |
20.5% |
1.55 |
3.1% |
96% |
False |
False |
64,804 |
| 60 |
50.59 |
38.14 |
12.45 |
24.8% |
1.48 |
3.0% |
97% |
False |
False |
51,744 |
| 80 |
50.59 |
33.98 |
16.61 |
33.1% |
1.54 |
3.1% |
97% |
False |
False |
44,165 |
| 100 |
50.59 |
32.22 |
18.37 |
36.6% |
1.61 |
3.2% |
98% |
False |
False |
38,666 |
| 120 |
50.59 |
32.22 |
18.37 |
36.6% |
1.55 |
3.1% |
98% |
False |
False |
33,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.29 |
|
2.618 |
53.40 |
|
1.618 |
52.24 |
|
1.000 |
51.52 |
|
0.618 |
51.08 |
|
HIGH |
50.36 |
|
0.618 |
49.92 |
|
0.500 |
49.78 |
|
0.382 |
49.64 |
|
LOW |
49.20 |
|
0.618 |
48.48 |
|
1.000 |
48.04 |
|
1.618 |
47.32 |
|
2.618 |
46.16 |
|
4.250 |
44.27 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.04 |
49.92 |
| PP |
49.91 |
49.66 |
| S1 |
49.78 |
49.41 |
|