NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
50.21 |
50.33 |
0.12 |
0.2% |
50.78 |
| High |
50.66 |
50.57 |
-0.09 |
-0.2% |
51.19 |
| Low |
49.26 |
49.59 |
0.33 |
0.7% |
49.02 |
| Close |
50.43 |
49.88 |
-0.55 |
-1.1% |
49.88 |
| Range |
1.40 |
0.98 |
-0.42 |
-30.0% |
2.17 |
| ATR |
1.34 |
1.32 |
-0.03 |
-1.9% |
0.00 |
| Volume |
20,022 |
13,569 |
-6,453 |
-32.2% |
69,983 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.95 |
52.40 |
50.42 |
|
| R3 |
51.97 |
51.42 |
50.15 |
|
| R2 |
50.99 |
50.99 |
50.06 |
|
| R1 |
50.44 |
50.44 |
49.97 |
50.23 |
| PP |
50.01 |
50.01 |
50.01 |
49.91 |
| S1 |
49.46 |
49.46 |
49.79 |
49.25 |
| S2 |
49.03 |
49.03 |
49.70 |
|
| S3 |
48.05 |
48.48 |
49.61 |
|
| S4 |
47.07 |
47.50 |
49.34 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.54 |
55.38 |
51.07 |
|
| R3 |
54.37 |
53.21 |
50.48 |
|
| R2 |
52.20 |
52.20 |
50.28 |
|
| R1 |
51.04 |
51.04 |
50.08 |
50.54 |
| PP |
50.03 |
50.03 |
50.03 |
49.78 |
| S1 |
48.87 |
48.87 |
49.68 |
48.37 |
| S2 |
47.86 |
47.86 |
49.48 |
|
| S3 |
45.69 |
46.70 |
49.28 |
|
| S4 |
43.52 |
44.53 |
48.69 |
|
|
| 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 |
4.4% |
1.18 |
2.4% |
40% |
False |
False |
16,859 |
| 10 |
51.19 |
48.59 |
2.60 |
5.2% |
1.11 |
2.2% |
50% |
False |
False |
17,454 |
| 20 |
51.19 |
45.03 |
6.16 |
12.3% |
1.31 |
2.6% |
79% |
False |
False |
20,318 |
| 40 |
51.19 |
41.04 |
10.15 |
20.3% |
1.43 |
2.9% |
87% |
False |
False |
19,177 |
| 60 |
51.19 |
39.08 |
12.11 |
24.3% |
1.34 |
2.7% |
89% |
False |
False |
17,072 |
| 80 |
51.19 |
35.44 |
15.75 |
31.6% |
1.39 |
2.8% |
92% |
False |
False |
15,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.74 |
|
2.618 |
53.14 |
|
1.618 |
52.16 |
|
1.000 |
51.55 |
|
0.618 |
51.18 |
|
HIGH |
50.57 |
|
0.618 |
50.20 |
|
0.500 |
50.08 |
|
0.382 |
49.96 |
|
LOW |
49.59 |
|
0.618 |
48.98 |
|
1.000 |
48.61 |
|
1.618 |
48.00 |
|
2.618 |
47.02 |
|
4.250 |
45.43 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.08 |
49.87 |
| PP |
50.01 |
49.85 |
| S1 |
49.95 |
49.84 |
|