NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
52.59 |
51.60 |
-0.99 |
-1.9% |
49.78 |
| High |
52.73 |
51.84 |
-0.89 |
-1.7% |
52.73 |
| Low |
51.33 |
50.00 |
-1.33 |
-2.6% |
49.64 |
| Close |
51.73 |
50.24 |
-1.49 |
-2.9% |
50.24 |
| Range |
1.40 |
1.84 |
0.44 |
31.4% |
3.09 |
| ATR |
1.36 |
1.40 |
0.03 |
2.5% |
0.00 |
| Volume |
95,289 |
102,330 |
7,041 |
7.4% |
451,022 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.21 |
55.07 |
51.25 |
|
| R3 |
54.37 |
53.23 |
50.75 |
|
| R2 |
52.53 |
52.53 |
50.58 |
|
| R1 |
51.39 |
51.39 |
50.41 |
51.04 |
| PP |
50.69 |
50.69 |
50.69 |
50.52 |
| S1 |
49.55 |
49.55 |
50.07 |
49.20 |
| S2 |
48.85 |
48.85 |
49.90 |
|
| S3 |
47.01 |
47.71 |
49.73 |
|
| S4 |
45.17 |
45.87 |
49.23 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.14 |
58.28 |
51.94 |
|
| R3 |
57.05 |
55.19 |
51.09 |
|
| R2 |
53.96 |
53.96 |
50.81 |
|
| R1 |
52.10 |
52.10 |
50.52 |
53.03 |
| PP |
50.87 |
50.87 |
50.87 |
51.34 |
| S1 |
49.01 |
49.01 |
49.96 |
49.94 |
| S2 |
47.78 |
47.78 |
49.67 |
|
| S3 |
44.69 |
45.92 |
49.39 |
|
| S4 |
41.60 |
42.83 |
48.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.73 |
49.64 |
3.09 |
6.2% |
1.38 |
2.8% |
19% |
False |
False |
90,204 |
| 10 |
52.73 |
48.66 |
4.07 |
8.1% |
1.31 |
2.6% |
39% |
False |
False |
68,221 |
| 20 |
52.73 |
47.49 |
5.24 |
10.4% |
1.24 |
2.5% |
52% |
False |
False |
55,301 |
| 40 |
52.73 |
40.58 |
12.15 |
24.2% |
1.51 |
3.0% |
80% |
False |
False |
47,957 |
| 60 |
52.73 |
38.67 |
14.06 |
28.0% |
1.46 |
2.9% |
82% |
False |
False |
42,759 |
| 80 |
52.73 |
36.21 |
16.52 |
32.9% |
1.47 |
2.9% |
85% |
False |
False |
38,702 |
| 100 |
52.73 |
32.85 |
19.88 |
39.6% |
1.57 |
3.1% |
87% |
False |
False |
35,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.66 |
|
2.618 |
56.66 |
|
1.618 |
54.82 |
|
1.000 |
53.68 |
|
0.618 |
52.98 |
|
HIGH |
51.84 |
|
0.618 |
51.14 |
|
0.500 |
50.92 |
|
0.382 |
50.70 |
|
LOW |
50.00 |
|
0.618 |
48.86 |
|
1.000 |
48.16 |
|
1.618 |
47.02 |
|
2.618 |
45.18 |
|
4.250 |
42.18 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.92 |
51.37 |
| PP |
50.69 |
50.99 |
| S1 |
50.47 |
50.62 |
|