NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 03-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
50.57 |
50.62 |
0.05 |
0.1% |
50.54 |
High |
50.98 |
50.91 |
-0.07 |
-0.1% |
51.46 |
Low |
49.65 |
49.95 |
0.30 |
0.6% |
49.36 |
Close |
50.76 |
50.22 |
-0.54 |
-1.1% |
50.22 |
Range |
1.33 |
0.96 |
-0.37 |
-27.8% |
2.10 |
ATR |
1.27 |
1.25 |
-0.02 |
-1.7% |
0.00 |
Volume |
13,402 |
10,089 |
-3,313 |
-24.7% |
50,563 |
|
Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.24 |
52.69 |
50.75 |
|
R3 |
52.28 |
51.73 |
50.48 |
|
R2 |
51.32 |
51.32 |
50.40 |
|
R1 |
50.77 |
50.77 |
50.31 |
50.57 |
PP |
50.36 |
50.36 |
50.36 |
50.26 |
S1 |
49.81 |
49.81 |
50.13 |
49.61 |
S2 |
49.40 |
49.40 |
50.04 |
|
S3 |
48.44 |
48.85 |
49.96 |
|
S4 |
47.48 |
47.89 |
49.69 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.65 |
55.53 |
51.38 |
|
R3 |
54.55 |
53.43 |
50.80 |
|
R2 |
52.45 |
52.45 |
50.61 |
|
R1 |
51.33 |
51.33 |
50.41 |
50.84 |
PP |
50.35 |
50.35 |
50.35 |
50.10 |
S1 |
49.23 |
49.23 |
50.03 |
48.74 |
S2 |
48.25 |
48.25 |
49.84 |
|
S3 |
46.15 |
47.13 |
49.64 |
|
S4 |
44.05 |
45.03 |
49.07 |
|
|
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 |
4.2% |
1.14 |
2.3% |
41% |
False |
False |
11,548 |
10 |
51.46 |
48.88 |
2.58 |
5.1% |
1.09 |
2.2% |
52% |
False |
False |
13,314 |
20 |
51.46 |
45.26 |
6.20 |
12.3% |
1.25 |
2.5% |
80% |
False |
False |
15,521 |
40 |
51.46 |
41.29 |
10.17 |
20.3% |
1.33 |
2.6% |
88% |
False |
False |
14,535 |
60 |
51.46 |
39.40 |
12.06 |
24.0% |
1.23 |
2.4% |
90% |
False |
False |
12,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.99 |
2.618 |
53.42 |
1.618 |
52.46 |
1.000 |
51.87 |
0.618 |
51.50 |
HIGH |
50.91 |
0.618 |
50.54 |
0.500 |
50.43 |
0.382 |
50.32 |
LOW |
49.95 |
0.618 |
49.36 |
1.000 |
48.99 |
1.618 |
48.40 |
2.618 |
47.44 |
4.250 |
45.87 |
|
|
Fisher Pivots for day following 03-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
50.43 |
50.20 |
PP |
50.36 |
50.19 |
S1 |
50.29 |
50.17 |
|