NYMEX Light Sweet Crude Oil Future September 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 |
49.58 |
49.86 |
0.28 |
0.6% |
49.31 |
| High |
50.14 |
50.38 |
0.24 |
0.5% |
50.92 |
| Low |
48.66 |
48.92 |
0.26 |
0.5% |
48.25 |
| Close |
49.91 |
50.10 |
0.19 |
0.4% |
50.13 |
| Range |
1.48 |
1.46 |
-0.02 |
-1.4% |
2.67 |
| ATR |
1.40 |
1.41 |
0.00 |
0.3% |
0.00 |
| Volume |
61,914 |
50,517 |
-11,397 |
-18.4% |
223,128 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.18 |
53.60 |
50.90 |
|
| R3 |
52.72 |
52.14 |
50.50 |
|
| R2 |
51.26 |
51.26 |
50.37 |
|
| R1 |
50.68 |
50.68 |
50.23 |
50.97 |
| PP |
49.80 |
49.80 |
49.80 |
49.95 |
| S1 |
49.22 |
49.22 |
49.97 |
49.51 |
| S2 |
48.34 |
48.34 |
49.83 |
|
| S3 |
46.88 |
47.76 |
49.70 |
|
| S4 |
45.42 |
46.30 |
49.30 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.78 |
56.62 |
51.60 |
|
| R3 |
55.11 |
53.95 |
50.86 |
|
| R2 |
52.44 |
52.44 |
50.62 |
|
| R1 |
51.28 |
51.28 |
50.37 |
51.86 |
| PP |
49.77 |
49.77 |
49.77 |
50.06 |
| S1 |
48.61 |
48.61 |
49.89 |
49.19 |
| S2 |
47.10 |
47.10 |
49.64 |
|
| S3 |
44.43 |
45.94 |
49.40 |
|
| S4 |
41.76 |
43.27 |
48.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.92 |
48.66 |
2.26 |
4.5% |
1.21 |
2.4% |
64% |
False |
False |
47,251 |
| 10 |
50.92 |
48.05 |
2.87 |
5.7% |
1.24 |
2.5% |
71% |
False |
False |
43,867 |
| 20 |
50.92 |
44.53 |
6.39 |
12.8% |
1.43 |
2.9% |
87% |
False |
False |
45,752 |
| 40 |
50.92 |
39.96 |
10.96 |
21.9% |
1.54 |
3.1% |
93% |
False |
False |
41,821 |
| 60 |
50.92 |
38.67 |
12.25 |
24.5% |
1.46 |
2.9% |
93% |
False |
False |
37,591 |
| 80 |
50.92 |
34.69 |
16.23 |
32.4% |
1.53 |
3.1% |
95% |
False |
False |
34,684 |
| 100 |
50.92 |
32.85 |
18.07 |
36.1% |
1.60 |
3.2% |
95% |
False |
False |
31,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.59 |
|
2.618 |
54.20 |
|
1.618 |
52.74 |
|
1.000 |
51.84 |
|
0.618 |
51.28 |
|
HIGH |
50.38 |
|
0.618 |
49.82 |
|
0.500 |
49.65 |
|
0.382 |
49.48 |
|
LOW |
48.92 |
|
0.618 |
48.02 |
|
1.000 |
47.46 |
|
1.618 |
46.56 |
|
2.618 |
45.10 |
|
4.250 |
42.72 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.95 |
49.99 |
| PP |
49.80 |
49.88 |
| S1 |
49.65 |
49.77 |
|