NYMEX Light Sweet Crude Oil Future August 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 |
49.29 |
50.20 |
0.91 |
1.8% |
49.97 |
| High |
50.36 |
51.07 |
0.71 |
1.4% |
50.51 |
| Low |
49.20 |
49.91 |
0.71 |
1.4% |
48.21 |
| Close |
50.17 |
50.92 |
0.75 |
1.5% |
49.11 |
| Range |
1.16 |
1.16 |
0.00 |
0.0% |
2.30 |
| ATR |
1.41 |
1.39 |
-0.02 |
-1.3% |
0.00 |
| Volume |
116,875 |
223,539 |
106,664 |
91.3% |
428,711 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.11 |
53.68 |
51.56 |
|
| R3 |
52.95 |
52.52 |
51.24 |
|
| R2 |
51.79 |
51.79 |
51.13 |
|
| R1 |
51.36 |
51.36 |
51.03 |
51.58 |
| PP |
50.63 |
50.63 |
50.63 |
50.74 |
| S1 |
50.20 |
50.20 |
50.81 |
50.42 |
| S2 |
49.47 |
49.47 |
50.71 |
|
| S3 |
48.31 |
49.04 |
50.60 |
|
| S4 |
47.15 |
47.88 |
50.28 |
|
|
| 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 |
51.07 |
48.21 |
2.86 |
5.6% |
1.28 |
2.5% |
95% |
True |
False |
135,850 |
| 10 |
51.07 |
48.13 |
2.94 |
5.8% |
1.22 |
2.4% |
95% |
True |
False |
113,793 |
| 20 |
51.07 |
44.12 |
6.95 |
13.6% |
1.33 |
2.6% |
98% |
True |
False |
92,388 |
| 40 |
51.07 |
40.29 |
10.78 |
21.2% |
1.54 |
3.0% |
99% |
True |
False |
69,360 |
| 60 |
51.07 |
38.14 |
12.93 |
25.4% |
1.49 |
2.9% |
99% |
True |
False |
54,957 |
| 80 |
51.07 |
35.07 |
16.00 |
31.4% |
1.54 |
3.0% |
99% |
True |
False |
46,701 |
| 100 |
51.07 |
32.22 |
18.85 |
37.0% |
1.60 |
3.1% |
99% |
True |
False |
40,813 |
| 120 |
51.07 |
32.22 |
18.85 |
37.0% |
1.54 |
3.0% |
99% |
True |
False |
34,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.00 |
|
2.618 |
54.11 |
|
1.618 |
52.95 |
|
1.000 |
52.23 |
|
0.618 |
51.79 |
|
HIGH |
51.07 |
|
0.618 |
50.63 |
|
0.500 |
50.49 |
|
0.382 |
50.35 |
|
LOW |
49.91 |
|
0.618 |
49.19 |
|
1.000 |
48.75 |
|
1.618 |
48.03 |
|
2.618 |
46.87 |
|
4.250 |
44.98 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.78 |
50.59 |
| PP |
50.63 |
50.26 |
| S1 |
50.49 |
49.94 |
|