NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
50.43 |
50.57 |
0.14 |
0.3% |
49.74 |
| High |
50.75 |
50.98 |
0.23 |
0.5% |
51.42 |
| Low |
49.36 |
49.65 |
0.29 |
0.6% |
48.88 |
| Close |
50.54 |
50.76 |
0.22 |
0.4% |
50.81 |
| Range |
1.39 |
1.33 |
-0.06 |
-4.3% |
2.54 |
| ATR |
1.26 |
1.27 |
0.00 |
0.4% |
0.00 |
| Volume |
18,568 |
13,402 |
-5,166 |
-27.8% |
71,467 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.45 |
53.94 |
51.49 |
|
| R3 |
53.12 |
52.61 |
51.13 |
|
| R2 |
51.79 |
51.79 |
51.00 |
|
| R1 |
51.28 |
51.28 |
50.88 |
51.54 |
| PP |
50.46 |
50.46 |
50.46 |
50.59 |
| S1 |
49.95 |
49.95 |
50.64 |
50.21 |
| S2 |
49.13 |
49.13 |
50.52 |
|
| S3 |
47.80 |
48.62 |
50.39 |
|
| S4 |
46.47 |
47.29 |
50.03 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.99 |
56.94 |
52.21 |
|
| R3 |
55.45 |
54.40 |
51.51 |
|
| R2 |
52.91 |
52.91 |
51.28 |
|
| R1 |
51.86 |
51.86 |
51.04 |
52.39 |
| PP |
50.37 |
50.37 |
50.37 |
50.63 |
| S1 |
49.32 |
49.32 |
50.58 |
49.85 |
| S2 |
47.83 |
47.83 |
50.34 |
|
| S3 |
45.29 |
46.78 |
50.11 |
|
| S4 |
42.75 |
44.24 |
49.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.46 |
49.36 |
2.10 |
4.1% |
1.11 |
2.2% |
67% |
False |
False |
12,474 |
| 10 |
51.46 |
48.70 |
2.76 |
5.4% |
1.13 |
2.2% |
75% |
False |
False |
13,063 |
| 20 |
51.46 |
45.26 |
6.20 |
12.2% |
1.30 |
2.6% |
89% |
False |
False |
15,891 |
| 40 |
51.46 |
40.64 |
10.82 |
21.3% |
1.34 |
2.6% |
94% |
False |
False |
14,632 |
| 60 |
51.46 |
39.40 |
12.06 |
23.8% |
1.24 |
2.4% |
94% |
False |
False |
12,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.63 |
|
2.618 |
54.46 |
|
1.618 |
53.13 |
|
1.000 |
52.31 |
|
0.618 |
51.80 |
|
HIGH |
50.98 |
|
0.618 |
50.47 |
|
0.500 |
50.32 |
|
0.382 |
50.16 |
|
LOW |
49.65 |
|
0.618 |
48.83 |
|
1.000 |
48.32 |
|
1.618 |
47.50 |
|
2.618 |
46.17 |
|
4.250 |
44.00 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.61 |
50.64 |
| PP |
50.46 |
50.53 |
| S1 |
50.32 |
50.41 |
|