NYMEX Light Sweet Crude Oil Future September 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 |
49.78 |
50.61 |
0.83 |
1.7% |
50.32 |
| High |
50.76 |
51.53 |
0.77 |
1.5% |
50.88 |
| Low |
49.64 |
50.34 |
0.70 |
1.4% |
48.66 |
| Close |
50.59 |
51.39 |
0.80 |
1.6% |
49.54 |
| Range |
1.12 |
1.19 |
0.07 |
6.3% |
2.22 |
| ATR |
1.37 |
1.36 |
-0.01 |
-0.9% |
0.00 |
| Volume |
53,543 |
90,672 |
37,129 |
69.3% |
193,824 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.66 |
54.21 |
52.04 |
|
| R3 |
53.47 |
53.02 |
51.72 |
|
| R2 |
52.28 |
52.28 |
51.61 |
|
| R1 |
51.83 |
51.83 |
51.50 |
52.06 |
| PP |
51.09 |
51.09 |
51.09 |
51.20 |
| S1 |
50.64 |
50.64 |
51.28 |
50.87 |
| S2 |
49.90 |
49.90 |
51.17 |
|
| S3 |
48.71 |
49.45 |
51.06 |
|
| S4 |
47.52 |
48.26 |
50.74 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.35 |
55.17 |
50.76 |
|
| R3 |
54.13 |
52.95 |
50.15 |
|
| R2 |
51.91 |
51.91 |
49.95 |
|
| R1 |
50.73 |
50.73 |
49.74 |
50.21 |
| PP |
49.69 |
49.69 |
49.69 |
49.44 |
| S1 |
48.51 |
48.51 |
49.34 |
47.99 |
| S2 |
47.47 |
47.47 |
49.13 |
|
| S3 |
45.25 |
46.29 |
48.93 |
|
| S4 |
43.03 |
44.07 |
48.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.53 |
48.66 |
2.87 |
5.6% |
1.26 |
2.5% |
95% |
True |
False |
59,972 |
| 10 |
51.53 |
48.50 |
3.03 |
5.9% |
1.19 |
2.3% |
95% |
True |
False |
52,692 |
| 20 |
51.53 |
44.53 |
7.00 |
13.6% |
1.29 |
2.5% |
98% |
True |
False |
47,545 |
| 40 |
51.53 |
40.58 |
10.95 |
21.3% |
1.50 |
2.9% |
99% |
True |
False |
43,487 |
| 60 |
51.53 |
38.67 |
12.86 |
25.0% |
1.45 |
2.8% |
99% |
True |
False |
38,985 |
| 80 |
51.53 |
35.73 |
15.80 |
30.7% |
1.51 |
2.9% |
99% |
True |
False |
35,731 |
| 100 |
51.53 |
32.85 |
18.68 |
36.3% |
1.58 |
3.1% |
99% |
True |
False |
33,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.59 |
|
2.618 |
54.65 |
|
1.618 |
53.46 |
|
1.000 |
52.72 |
|
0.618 |
52.27 |
|
HIGH |
51.53 |
|
0.618 |
51.08 |
|
0.500 |
50.94 |
|
0.382 |
50.79 |
|
LOW |
50.34 |
|
0.618 |
49.60 |
|
1.000 |
49.15 |
|
1.618 |
48.41 |
|
2.618 |
47.22 |
|
4.250 |
45.28 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.24 |
51.06 |
| PP |
51.09 |
50.72 |
| S1 |
50.94 |
50.39 |
|