NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
50.78 |
50.03 |
-0.75 |
-1.5% |
49.33 |
| High |
51.19 |
50.44 |
-0.75 |
-1.5% |
51.12 |
| Low |
49.98 |
49.02 |
-0.96 |
-1.9% |
48.59 |
| Close |
50.27 |
50.23 |
-0.04 |
-0.1% |
50.47 |
| Range |
1.21 |
1.42 |
0.21 |
17.4% |
2.53 |
| ATR |
1.33 |
1.34 |
0.01 |
0.5% |
0.00 |
| Volume |
12,820 |
23,572 |
10,752 |
83.9% |
91,548 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.16 |
53.61 |
51.01 |
|
| R3 |
52.74 |
52.19 |
50.62 |
|
| R2 |
51.32 |
51.32 |
50.49 |
|
| R1 |
50.77 |
50.77 |
50.36 |
51.05 |
| PP |
49.90 |
49.90 |
49.90 |
50.03 |
| S1 |
49.35 |
49.35 |
50.10 |
49.63 |
| S2 |
48.48 |
48.48 |
49.97 |
|
| S3 |
47.06 |
47.93 |
49.84 |
|
| S4 |
45.64 |
46.51 |
49.45 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.65 |
56.59 |
51.86 |
|
| R3 |
55.12 |
54.06 |
51.17 |
|
| R2 |
52.59 |
52.59 |
50.93 |
|
| R1 |
51.53 |
51.53 |
50.70 |
52.06 |
| PP |
50.06 |
50.06 |
50.06 |
50.33 |
| S1 |
49.00 |
49.00 |
50.24 |
49.53 |
| S2 |
47.53 |
47.53 |
50.01 |
|
| S3 |
45.00 |
46.47 |
49.77 |
|
| S4 |
42.47 |
43.94 |
49.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.19 |
49.02 |
2.17 |
4.3% |
1.09 |
2.2% |
56% |
False |
True |
18,287 |
| 10 |
51.19 |
48.39 |
2.80 |
5.6% |
1.13 |
2.2% |
66% |
False |
False |
17,366 |
| 20 |
51.19 |
45.03 |
6.16 |
12.3% |
1.37 |
2.7% |
84% |
False |
False |
20,810 |
| 40 |
51.19 |
40.02 |
11.17 |
22.2% |
1.43 |
2.9% |
91% |
False |
False |
19,083 |
| 60 |
51.19 |
39.08 |
12.11 |
24.1% |
1.36 |
2.7% |
92% |
False |
False |
16,865 |
| 80 |
51.19 |
35.44 |
15.75 |
31.4% |
1.41 |
2.8% |
94% |
False |
False |
15,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.48 |
|
2.618 |
54.16 |
|
1.618 |
52.74 |
|
1.000 |
51.86 |
|
0.618 |
51.32 |
|
HIGH |
50.44 |
|
0.618 |
49.90 |
|
0.500 |
49.73 |
|
0.382 |
49.56 |
|
LOW |
49.02 |
|
0.618 |
48.14 |
|
1.000 |
47.60 |
|
1.618 |
46.72 |
|
2.618 |
45.30 |
|
4.250 |
42.99 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.06 |
50.19 |
| PP |
49.90 |
50.15 |
| S1 |
49.73 |
50.11 |
|