NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 08-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
50.84 |
51.74 |
0.90 |
1.8% |
50.78 |
High |
51.88 |
53.02 |
1.14 |
2.2% |
51.19 |
Low |
50.78 |
51.68 |
0.90 |
1.8% |
49.02 |
Close |
51.75 |
52.67 |
0.92 |
1.8% |
49.88 |
Range |
1.10 |
1.34 |
0.24 |
21.8% |
2.17 |
ATR |
1.29 |
1.29 |
0.00 |
0.3% |
0.00 |
Volume |
21,556 |
30,392 |
8,836 |
41.0% |
69,983 |
|
Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.48 |
55.91 |
53.41 |
|
R3 |
55.14 |
54.57 |
53.04 |
|
R2 |
53.80 |
53.80 |
52.92 |
|
R1 |
53.23 |
53.23 |
52.79 |
53.52 |
PP |
52.46 |
52.46 |
52.46 |
52.60 |
S1 |
51.89 |
51.89 |
52.55 |
52.18 |
S2 |
51.12 |
51.12 |
52.42 |
|
S3 |
49.78 |
50.55 |
52.30 |
|
S4 |
48.44 |
49.21 |
51.93 |
|
|
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 |
53.02 |
49.26 |
3.76 |
7.1% |
1.18 |
2.2% |
91% |
True |
False |
20,782 |
10 |
53.02 |
49.02 |
4.00 |
7.6% |
1.13 |
2.1% |
91% |
True |
False |
19,535 |
20 |
53.02 |
45.98 |
7.04 |
13.4% |
1.20 |
2.3% |
95% |
True |
False |
19,851 |
40 |
53.02 |
41.04 |
11.98 |
22.7% |
1.40 |
2.7% |
97% |
True |
False |
19,488 |
60 |
53.02 |
39.08 |
13.94 |
26.5% |
1.35 |
2.6% |
97% |
True |
False |
17,729 |
80 |
53.02 |
36.81 |
16.21 |
30.8% |
1.38 |
2.6% |
98% |
True |
False |
15,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.72 |
2.618 |
56.53 |
1.618 |
55.19 |
1.000 |
54.36 |
0.618 |
53.85 |
HIGH |
53.02 |
0.618 |
52.51 |
0.500 |
52.35 |
0.382 |
52.19 |
LOW |
51.68 |
0.618 |
50.85 |
1.000 |
50.34 |
1.618 |
49.51 |
2.618 |
48.17 |
4.250 |
45.99 |
|
|
Fisher Pivots for day following 08-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
52.56 |
52.28 |
PP |
52.46 |
51.90 |
S1 |
52.35 |
51.51 |
|