NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
51.74 |
53.00 |
1.26 |
2.4% |
50.78 |
| High |
53.02 |
53.01 |
-0.01 |
0.0% |
51.19 |
| Low |
51.68 |
51.69 |
0.01 |
0.0% |
49.02 |
| Close |
52.67 |
52.13 |
-0.54 |
-1.0% |
49.88 |
| Range |
1.34 |
1.32 |
-0.02 |
-1.5% |
2.17 |
| ATR |
1.29 |
1.30 |
0.00 |
0.1% |
0.00 |
| Volume |
30,392 |
28,583 |
-1,809 |
-6.0% |
69,983 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.24 |
55.50 |
52.86 |
|
| R3 |
54.92 |
54.18 |
52.49 |
|
| R2 |
53.60 |
53.60 |
52.37 |
|
| R1 |
52.86 |
52.86 |
52.25 |
52.57 |
| PP |
52.28 |
52.28 |
52.28 |
52.13 |
| S1 |
51.54 |
51.54 |
52.01 |
51.25 |
| S2 |
50.96 |
50.96 |
51.89 |
|
| S3 |
49.64 |
50.22 |
51.77 |
|
| S4 |
48.32 |
48.90 |
51.40 |
|
|
| 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 |
49.59 |
3.43 |
6.6% |
1.16 |
2.2% |
74% |
False |
False |
22,495 |
| 10 |
53.02 |
49.02 |
4.00 |
7.7% |
1.16 |
2.2% |
78% |
False |
False |
20,531 |
| 20 |
53.02 |
47.61 |
5.41 |
10.4% |
1.15 |
2.2% |
84% |
False |
False |
19,733 |
| 40 |
53.02 |
41.04 |
11.98 |
23.0% |
1.41 |
2.7% |
93% |
False |
False |
19,605 |
| 60 |
53.02 |
39.08 |
13.94 |
26.7% |
1.35 |
2.6% |
94% |
False |
False |
18,072 |
| 80 |
53.02 |
36.98 |
16.04 |
30.8% |
1.36 |
2.6% |
94% |
False |
False |
15,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.62 |
|
2.618 |
56.47 |
|
1.618 |
55.15 |
|
1.000 |
54.33 |
|
0.618 |
53.83 |
|
HIGH |
53.01 |
|
0.618 |
52.51 |
|
0.500 |
52.35 |
|
0.382 |
52.19 |
|
LOW |
51.69 |
|
0.618 |
50.87 |
|
1.000 |
50.37 |
|
1.618 |
49.55 |
|
2.618 |
48.23 |
|
4.250 |
46.08 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
52.35 |
52.05 |
| PP |
52.28 |
51.98 |
| S1 |
52.20 |
51.90 |
|