NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
50.10 |
50.84 |
0.74 |
1.5% |
50.78 |
| High |
51.06 |
51.88 |
0.82 |
1.6% |
51.19 |
| Low |
50.00 |
50.78 |
0.78 |
1.6% |
49.02 |
| Close |
50.93 |
51.75 |
0.82 |
1.6% |
49.88 |
| Range |
1.06 |
1.10 |
0.04 |
3.8% |
2.17 |
| ATR |
1.31 |
1.29 |
-0.01 |
-1.1% |
0.00 |
| Volume |
18,375 |
21,556 |
3,181 |
17.3% |
69,983 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.77 |
54.36 |
52.36 |
|
| R3 |
53.67 |
53.26 |
52.05 |
|
| R2 |
52.57 |
52.57 |
51.95 |
|
| R1 |
52.16 |
52.16 |
51.85 |
52.37 |
| PP |
51.47 |
51.47 |
51.47 |
51.57 |
| S1 |
51.06 |
51.06 |
51.65 |
51.27 |
| S2 |
50.37 |
50.37 |
51.55 |
|
| S3 |
49.27 |
49.96 |
51.45 |
|
| S4 |
48.17 |
48.86 |
51.15 |
|
|
| 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 |
51.88 |
49.02 |
2.86 |
5.5% |
1.19 |
2.3% |
95% |
True |
False |
19,418 |
| 10 |
51.88 |
48.85 |
3.03 |
5.9% |
1.13 |
2.2% |
96% |
True |
False |
18,726 |
| 20 |
51.88 |
45.03 |
6.85 |
13.2% |
1.22 |
2.4% |
98% |
True |
False |
19,575 |
| 40 |
51.88 |
41.04 |
10.84 |
20.9% |
1.41 |
2.7% |
99% |
True |
False |
19,277 |
| 60 |
51.88 |
39.08 |
12.80 |
24.7% |
1.35 |
2.6% |
99% |
True |
False |
17,363 |
| 80 |
51.88 |
36.48 |
15.40 |
29.8% |
1.38 |
2.7% |
99% |
True |
False |
15,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.56 |
|
2.618 |
54.76 |
|
1.618 |
53.66 |
|
1.000 |
52.98 |
|
0.618 |
52.56 |
|
HIGH |
51.88 |
|
0.618 |
51.46 |
|
0.500 |
51.33 |
|
0.382 |
51.20 |
|
LOW |
50.78 |
|
0.618 |
50.10 |
|
1.000 |
49.68 |
|
1.618 |
49.00 |
|
2.618 |
47.90 |
|
4.250 |
46.11 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.61 |
51.41 |
| PP |
51.47 |
51.07 |
| S1 |
51.33 |
50.74 |
|