NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 07-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
50.48 |
51.18 |
0.70 |
1.4% |
50.54 |
High |
51.36 |
52.19 |
0.83 |
1.6% |
51.46 |
Low |
50.48 |
51.04 |
0.56 |
1.1% |
49.36 |
Close |
51.27 |
52.08 |
0.81 |
1.6% |
50.22 |
Range |
0.88 |
1.15 |
0.27 |
30.7% |
2.10 |
ATR |
1.24 |
1.23 |
-0.01 |
-0.5% |
0.00 |
Volume |
14,405 |
12,517 |
-1,888 |
-13.1% |
50,563 |
|
Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.22 |
54.80 |
52.71 |
|
R3 |
54.07 |
53.65 |
52.40 |
|
R2 |
52.92 |
52.92 |
52.29 |
|
R1 |
52.50 |
52.50 |
52.19 |
52.71 |
PP |
51.77 |
51.77 |
51.77 |
51.88 |
S1 |
51.35 |
51.35 |
51.97 |
51.56 |
S2 |
50.62 |
50.62 |
51.87 |
|
S3 |
49.47 |
50.20 |
51.76 |
|
S4 |
48.32 |
49.05 |
51.45 |
|
|
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 |
52.19 |
49.36 |
2.83 |
5.4% |
1.14 |
2.2% |
96% |
True |
False |
13,796 |
10 |
52.19 |
49.17 |
3.02 |
5.8% |
1.09 |
2.1% |
96% |
True |
False |
13,424 |
20 |
52.19 |
45.26 |
6.93 |
13.3% |
1.17 |
2.3% |
98% |
True |
False |
14,866 |
40 |
52.19 |
41.29 |
10.90 |
20.9% |
1.31 |
2.5% |
99% |
True |
False |
14,373 |
60 |
52.19 |
39.40 |
12.79 |
24.6% |
1.24 |
2.4% |
99% |
True |
False |
12,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.08 |
2.618 |
55.20 |
1.618 |
54.05 |
1.000 |
53.34 |
0.618 |
52.90 |
HIGH |
52.19 |
0.618 |
51.75 |
0.500 |
51.62 |
0.382 |
51.48 |
LOW |
51.04 |
0.618 |
50.33 |
1.000 |
49.89 |
1.618 |
49.18 |
2.618 |
48.03 |
4.250 |
46.15 |
|
|
Fisher Pivots for day following 07-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
51.93 |
51.74 |
PP |
51.77 |
51.41 |
S1 |
51.62 |
51.07 |
|