NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
50.95 |
52.07 |
1.12 |
2.2% |
49.97 |
| High |
52.23 |
52.28 |
0.05 |
0.1% |
50.51 |
| Low |
50.87 |
50.83 |
-0.04 |
-0.1% |
48.21 |
| Close |
51.84 |
51.22 |
-0.62 |
-1.2% |
49.11 |
| Range |
1.36 |
1.45 |
0.09 |
6.6% |
2.30 |
| ATR |
1.39 |
1.39 |
0.00 |
0.3% |
0.00 |
| Volume |
264,101 |
226,020 |
-38,081 |
-14.4% |
428,711 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.79 |
54.96 |
52.02 |
|
| R3 |
54.34 |
53.51 |
51.62 |
|
| R2 |
52.89 |
52.89 |
51.49 |
|
| R1 |
52.06 |
52.06 |
51.35 |
51.75 |
| PP |
51.44 |
51.44 |
51.44 |
51.29 |
| S1 |
50.61 |
50.61 |
51.09 |
50.30 |
| S2 |
49.99 |
49.99 |
50.95 |
|
| S3 |
48.54 |
49.16 |
50.82 |
|
| S4 |
47.09 |
47.71 |
50.42 |
|
|
| 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 |
52.28 |
48.80 |
3.48 |
6.8% |
1.24 |
2.4% |
70% |
True |
False |
183,915 |
| 10 |
52.28 |
48.21 |
4.07 |
7.9% |
1.24 |
2.4% |
74% |
True |
False |
142,221 |
| 20 |
52.28 |
46.79 |
5.49 |
10.7% |
1.25 |
2.4% |
81% |
True |
False |
109,489 |
| 40 |
52.28 |
40.29 |
11.99 |
23.4% |
1.54 |
3.0% |
91% |
True |
False |
79,328 |
| 60 |
52.28 |
38.14 |
14.14 |
27.6% |
1.49 |
2.9% |
93% |
True |
False |
62,478 |
| 80 |
52.28 |
35.52 |
16.76 |
32.7% |
1.51 |
3.0% |
94% |
True |
False |
52,382 |
| 100 |
52.28 |
32.22 |
20.06 |
39.2% |
1.60 |
3.1% |
95% |
True |
False |
45,538 |
| 120 |
52.28 |
32.22 |
20.06 |
39.2% |
1.55 |
3.0% |
95% |
True |
False |
38,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.44 |
|
2.618 |
56.08 |
|
1.618 |
54.63 |
|
1.000 |
53.73 |
|
0.618 |
53.18 |
|
HIGH |
52.28 |
|
0.618 |
51.73 |
|
0.500 |
51.56 |
|
0.382 |
51.38 |
|
LOW |
50.83 |
|
0.618 |
49.93 |
|
1.000 |
49.38 |
|
1.618 |
48.48 |
|
2.618 |
47.03 |
|
4.250 |
44.67 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.56 |
51.18 |
| PP |
51.44 |
51.14 |
| S1 |
51.33 |
51.10 |
|