NYMEX Light Sweet Crude Oil Future September 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 |
51.44 |
52.59 |
1.15 |
2.2% |
50.32 |
| High |
52.69 |
52.73 |
0.04 |
0.1% |
50.88 |
| Low |
51.33 |
51.33 |
0.00 |
0.0% |
48.66 |
| Close |
52.31 |
51.73 |
-0.58 |
-1.1% |
49.54 |
| Range |
1.36 |
1.40 |
0.04 |
2.9% |
2.22 |
| ATR |
1.36 |
1.36 |
0.00 |
0.2% |
0.00 |
| Volume |
109,188 |
95,289 |
-13,899 |
-12.7% |
193,824 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.13 |
55.33 |
52.50 |
|
| R3 |
54.73 |
53.93 |
52.12 |
|
| R2 |
53.33 |
53.33 |
51.99 |
|
| R1 |
52.53 |
52.53 |
51.86 |
52.23 |
| PP |
51.93 |
51.93 |
51.93 |
51.78 |
| S1 |
51.13 |
51.13 |
51.60 |
50.83 |
| S2 |
50.53 |
50.53 |
51.47 |
|
| S3 |
49.13 |
49.73 |
51.35 |
|
| S4 |
47.73 |
48.33 |
50.96 |
|
|
| 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 |
52.73 |
49.25 |
3.48 |
6.7% |
1.23 |
2.4% |
71% |
True |
False |
78,381 |
| 10 |
52.73 |
48.66 |
4.07 |
7.9% |
1.22 |
2.4% |
75% |
True |
False |
62,816 |
| 20 |
52.73 |
47.23 |
5.50 |
10.6% |
1.22 |
2.3% |
82% |
True |
False |
52,684 |
| 40 |
52.73 |
40.58 |
12.15 |
23.5% |
1.50 |
2.9% |
92% |
True |
False |
46,172 |
| 60 |
52.73 |
38.67 |
14.06 |
27.2% |
1.46 |
2.8% |
93% |
True |
False |
41,672 |
| 80 |
52.73 |
36.21 |
16.52 |
31.9% |
1.48 |
2.9% |
94% |
True |
False |
37,672 |
| 100 |
52.73 |
32.85 |
19.88 |
38.4% |
1.57 |
3.0% |
95% |
True |
False |
34,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.68 |
|
2.618 |
56.40 |
|
1.618 |
55.00 |
|
1.000 |
54.13 |
|
0.618 |
53.60 |
|
HIGH |
52.73 |
|
0.618 |
52.20 |
|
0.500 |
52.03 |
|
0.382 |
51.86 |
|
LOW |
51.33 |
|
0.618 |
50.46 |
|
1.000 |
49.93 |
|
1.618 |
49.06 |
|
2.618 |
47.66 |
|
4.250 |
45.38 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
52.03 |
51.67 |
| PP |
51.93 |
51.60 |
| S1 |
51.83 |
51.54 |
|