NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 06-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
50.33 |
50.10 |
-0.23 |
-0.5% |
50.78 |
High |
50.57 |
51.06 |
0.49 |
1.0% |
51.19 |
Low |
49.59 |
50.00 |
0.41 |
0.8% |
49.02 |
Close |
49.88 |
50.93 |
1.05 |
2.1% |
49.88 |
Range |
0.98 |
1.06 |
0.08 |
8.2% |
2.17 |
ATR |
1.32 |
1.31 |
-0.01 |
-0.7% |
0.00 |
Volume |
13,569 |
18,375 |
4,806 |
35.4% |
69,983 |
|
Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.84 |
53.45 |
51.51 |
|
R3 |
52.78 |
52.39 |
51.22 |
|
R2 |
51.72 |
51.72 |
51.12 |
|
R1 |
51.33 |
51.33 |
51.03 |
51.53 |
PP |
50.66 |
50.66 |
50.66 |
50.76 |
S1 |
50.27 |
50.27 |
50.83 |
50.47 |
S2 |
49.60 |
49.60 |
50.74 |
|
S3 |
48.54 |
49.21 |
50.64 |
|
S4 |
47.48 |
48.15 |
50.35 |
|
|
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 |
4.3% |
1.21 |
2.4% |
88% |
False |
False |
17,671 |
10 |
51.19 |
48.59 |
2.60 |
5.1% |
1.10 |
2.2% |
90% |
False |
False |
17,990 |
20 |
51.19 |
45.03 |
6.16 |
12.1% |
1.28 |
2.5% |
96% |
False |
False |
20,047 |
40 |
51.19 |
41.04 |
10.15 |
19.9% |
1.41 |
2.8% |
97% |
False |
False |
19,183 |
60 |
51.19 |
39.08 |
12.11 |
23.8% |
1.34 |
2.6% |
98% |
False |
False |
17,177 |
80 |
51.19 |
35.44 |
15.75 |
30.9% |
1.38 |
2.7% |
98% |
False |
False |
15,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.57 |
2.618 |
53.84 |
1.618 |
52.78 |
1.000 |
52.12 |
0.618 |
51.72 |
HIGH |
51.06 |
0.618 |
50.66 |
0.500 |
50.53 |
0.382 |
50.40 |
LOW |
50.00 |
0.618 |
49.34 |
1.000 |
48.94 |
1.618 |
48.28 |
2.618 |
47.22 |
4.250 |
45.50 |
|
|
Fisher Pivots for day following 06-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
50.80 |
50.67 |
PP |
50.66 |
50.42 |
S1 |
50.53 |
50.16 |
|