NYMEX Light Sweet Crude Oil Future October 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 |
50.03 |
50.21 |
0.18 |
0.4% |
49.33 |
| High |
50.44 |
50.66 |
0.22 |
0.4% |
51.12 |
| Low |
49.02 |
49.26 |
0.24 |
0.5% |
48.59 |
| Close |
50.23 |
50.43 |
0.20 |
0.4% |
50.47 |
| Range |
1.42 |
1.40 |
-0.02 |
-1.4% |
2.53 |
| ATR |
1.34 |
1.34 |
0.00 |
0.3% |
0.00 |
| Volume |
23,572 |
20,022 |
-3,550 |
-15.1% |
91,548 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.32 |
53.77 |
51.20 |
|
| R3 |
52.92 |
52.37 |
50.82 |
|
| R2 |
51.52 |
51.52 |
50.69 |
|
| R1 |
50.97 |
50.97 |
50.56 |
51.25 |
| PP |
50.12 |
50.12 |
50.12 |
50.25 |
| S1 |
49.57 |
49.57 |
50.30 |
49.85 |
| S2 |
48.72 |
48.72 |
50.17 |
|
| S3 |
47.32 |
48.17 |
50.05 |
|
| S4 |
45.92 |
46.77 |
49.66 |
|
|
| 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% |
1.16 |
2.3% |
65% |
False |
False |
18,568 |
| 10 |
51.19 |
48.39 |
2.80 |
5.6% |
1.15 |
2.3% |
73% |
False |
False |
17,223 |
| 20 |
51.19 |
45.03 |
6.16 |
12.2% |
1.36 |
2.7% |
88% |
False |
False |
20,919 |
| 40 |
51.19 |
40.34 |
10.85 |
21.5% |
1.44 |
2.8% |
93% |
False |
False |
19,228 |
| 60 |
51.19 |
39.08 |
12.11 |
24.0% |
1.35 |
2.7% |
94% |
False |
False |
17,033 |
| 80 |
51.19 |
35.44 |
15.75 |
31.2% |
1.41 |
2.8% |
95% |
False |
False |
15,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.61 |
|
2.618 |
54.33 |
|
1.618 |
52.93 |
|
1.000 |
52.06 |
|
0.618 |
51.53 |
|
HIGH |
50.66 |
|
0.618 |
50.13 |
|
0.500 |
49.96 |
|
0.382 |
49.79 |
|
LOW |
49.26 |
|
0.618 |
48.39 |
|
1.000 |
47.86 |
|
1.618 |
46.99 |
|
2.618 |
45.59 |
|
4.250 |
43.31 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.27 |
50.32 |
| PP |
50.12 |
50.21 |
| S1 |
49.96 |
50.11 |
|