NYMEX Light Sweet Crude Oil Future August 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 |
50.20 |
50.95 |
0.75 |
1.5% |
49.97 |
High |
51.07 |
52.23 |
1.16 |
2.3% |
50.51 |
Low |
49.91 |
50.87 |
0.96 |
1.9% |
48.21 |
Close |
50.92 |
51.84 |
0.92 |
1.8% |
49.11 |
Range |
1.16 |
1.36 |
0.20 |
17.2% |
2.30 |
ATR |
1.39 |
1.39 |
0.00 |
-0.2% |
0.00 |
Volume |
223,539 |
264,101 |
40,562 |
18.1% |
428,711 |
|
Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.73 |
55.14 |
52.59 |
|
R3 |
54.37 |
53.78 |
52.21 |
|
R2 |
53.01 |
53.01 |
52.09 |
|
R1 |
52.42 |
52.42 |
51.96 |
52.72 |
PP |
51.65 |
51.65 |
51.65 |
51.79 |
S1 |
51.06 |
51.06 |
51.72 |
51.36 |
S2 |
50.29 |
50.29 |
51.59 |
|
S3 |
48.93 |
49.70 |
51.47 |
|
S4 |
47.57 |
48.34 |
51.09 |
|
|
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 |
52.23 |
48.46 |
3.77 |
7.3% |
1.25 |
2.4% |
90% |
True |
False |
160,172 |
10 |
52.23 |
48.21 |
4.02 |
7.8% |
1.20 |
2.3% |
90% |
True |
False |
130,020 |
20 |
52.23 |
45.13 |
7.10 |
13.7% |
1.31 |
2.5% |
95% |
True |
False |
102,573 |
40 |
52.23 |
40.29 |
11.94 |
23.0% |
1.53 |
2.9% |
97% |
True |
False |
74,734 |
60 |
52.23 |
38.14 |
14.09 |
27.2% |
1.49 |
2.9% |
97% |
True |
False |
59,037 |
80 |
52.23 |
35.52 |
16.71 |
32.2% |
1.53 |
3.0% |
98% |
True |
False |
49,791 |
100 |
52.23 |
32.22 |
20.01 |
38.6% |
1.60 |
3.1% |
98% |
True |
False |
43,329 |
120 |
52.23 |
32.22 |
20.01 |
38.6% |
1.55 |
3.0% |
98% |
True |
False |
36,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.01 |
2.618 |
55.79 |
1.618 |
54.43 |
1.000 |
53.59 |
0.618 |
53.07 |
HIGH |
52.23 |
0.618 |
51.71 |
0.500 |
51.55 |
0.382 |
51.39 |
LOW |
50.87 |
0.618 |
50.03 |
1.000 |
49.51 |
1.618 |
48.67 |
2.618 |
47.31 |
4.250 |
45.09 |
|
|
Fisher Pivots for day following 08-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
51.74 |
51.47 |
PP |
51.65 |
51.09 |
S1 |
51.55 |
50.72 |
|