NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
53.00 |
51.96 |
-1.04 |
-2.0% |
50.10 |
| High |
53.01 |
52.09 |
-0.92 |
-1.7% |
53.02 |
| Low |
51.69 |
50.45 |
-1.24 |
-2.4% |
50.00 |
| Close |
52.13 |
50.68 |
-1.45 |
-2.8% |
50.68 |
| Range |
1.32 |
1.64 |
0.32 |
24.2% |
3.02 |
| ATR |
1.30 |
1.32 |
0.03 |
2.1% |
0.00 |
| Volume |
28,583 |
29,212 |
629 |
2.2% |
128,118 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.99 |
54.98 |
51.58 |
|
| R3 |
54.35 |
53.34 |
51.13 |
|
| R2 |
52.71 |
52.71 |
50.98 |
|
| R1 |
51.70 |
51.70 |
50.83 |
51.39 |
| PP |
51.07 |
51.07 |
51.07 |
50.92 |
| S1 |
50.06 |
50.06 |
50.53 |
49.75 |
| S2 |
49.43 |
49.43 |
50.38 |
|
| S3 |
47.79 |
48.42 |
50.23 |
|
| S4 |
46.15 |
46.78 |
49.78 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.29 |
58.51 |
52.34 |
|
| R3 |
57.27 |
55.49 |
51.51 |
|
| R2 |
54.25 |
54.25 |
51.23 |
|
| R1 |
52.47 |
52.47 |
50.96 |
53.36 |
| PP |
51.23 |
51.23 |
51.23 |
51.68 |
| S1 |
49.45 |
49.45 |
50.40 |
50.34 |
| S2 |
48.21 |
48.21 |
50.13 |
|
| S3 |
45.19 |
46.43 |
49.85 |
|
| S4 |
42.17 |
43.41 |
49.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.02 |
50.00 |
3.02 |
6.0% |
1.29 |
2.5% |
23% |
False |
False |
25,623 |
| 10 |
53.02 |
49.02 |
4.00 |
7.9% |
1.24 |
2.4% |
42% |
False |
False |
21,241 |
| 20 |
53.02 |
47.86 |
5.16 |
10.2% |
1.17 |
2.3% |
55% |
False |
False |
20,041 |
| 40 |
53.02 |
41.04 |
11.98 |
23.6% |
1.43 |
2.8% |
80% |
False |
False |
20,048 |
| 60 |
53.02 |
39.08 |
13.94 |
27.5% |
1.36 |
2.7% |
83% |
False |
False |
18,322 |
| 80 |
53.02 |
36.98 |
16.04 |
31.6% |
1.35 |
2.7% |
85% |
False |
False |
16,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.06 |
|
2.618 |
56.38 |
|
1.618 |
54.74 |
|
1.000 |
53.73 |
|
0.618 |
53.10 |
|
HIGH |
52.09 |
|
0.618 |
51.46 |
|
0.500 |
51.27 |
|
0.382 |
51.08 |
|
LOW |
50.45 |
|
0.618 |
49.44 |
|
1.000 |
48.81 |
|
1.618 |
47.80 |
|
2.618 |
46.16 |
|
4.250 |
43.48 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.27 |
51.74 |
| PP |
51.07 |
51.38 |
| S1 |
50.88 |
51.03 |
|