NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 08-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
51.18 |
52.06 |
0.88 |
1.7% |
50.54 |
High |
52.19 |
53.31 |
1.12 |
2.1% |
51.46 |
Low |
51.04 |
52.06 |
1.02 |
2.0% |
49.36 |
Close |
52.08 |
53.00 |
0.92 |
1.8% |
50.22 |
Range |
1.15 |
1.25 |
0.10 |
8.7% |
2.10 |
ATR |
1.23 |
1.23 |
0.00 |
0.1% |
0.00 |
Volume |
12,517 |
21,059 |
8,542 |
68.2% |
50,563 |
|
Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.54 |
56.02 |
53.69 |
|
R3 |
55.29 |
54.77 |
53.34 |
|
R2 |
54.04 |
54.04 |
53.23 |
|
R1 |
53.52 |
53.52 |
53.11 |
53.78 |
PP |
52.79 |
52.79 |
52.79 |
52.92 |
S1 |
52.27 |
52.27 |
52.89 |
52.53 |
S2 |
51.54 |
51.54 |
52.77 |
|
S3 |
50.29 |
51.02 |
52.66 |
|
S4 |
49.04 |
49.77 |
52.31 |
|
|
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 |
53.31 |
49.65 |
3.66 |
6.9% |
1.11 |
2.1% |
92% |
True |
False |
14,294 |
10 |
53.31 |
49.36 |
3.95 |
7.5% |
1.08 |
2.0% |
92% |
True |
False |
13,391 |
20 |
53.31 |
46.32 |
6.99 |
13.2% |
1.15 |
2.2% |
96% |
True |
False |
14,838 |
40 |
53.31 |
41.29 |
12.02 |
22.7% |
1.31 |
2.5% |
97% |
True |
False |
14,408 |
60 |
53.31 |
39.40 |
13.91 |
26.2% |
1.24 |
2.3% |
98% |
True |
False |
13,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.62 |
2.618 |
56.58 |
1.618 |
55.33 |
1.000 |
54.56 |
0.618 |
54.08 |
HIGH |
53.31 |
0.618 |
52.83 |
0.500 |
52.69 |
0.382 |
52.54 |
LOW |
52.06 |
0.618 |
51.29 |
1.000 |
50.81 |
1.618 |
50.04 |
2.618 |
48.79 |
4.250 |
46.75 |
|
|
Fisher Pivots for day following 08-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
52.90 |
52.63 |
PP |
52.79 |
52.26 |
S1 |
52.69 |
51.90 |
|