NYMEX Light Sweet Crude Oil Future July 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 |
48.82 |
48.90 |
0.08 |
0.2% |
48.46 |
| High |
49.25 |
49.47 |
0.22 |
0.4% |
50.21 |
| Low |
47.75 |
47.97 |
0.22 |
0.5% |
47.40 |
| Close |
49.01 |
49.17 |
0.16 |
0.3% |
49.33 |
| Range |
1.50 |
1.50 |
0.00 |
0.0% |
2.81 |
| ATR |
1.48 |
1.48 |
0.00 |
0.1% |
0.00 |
| Volume |
568,839 |
564,846 |
-3,993 |
-0.7% |
2,396,770 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.37 |
52.77 |
50.00 |
|
| R3 |
51.87 |
51.27 |
49.58 |
|
| R2 |
50.37 |
50.37 |
49.45 |
|
| R1 |
49.77 |
49.77 |
49.31 |
50.07 |
| PP |
48.87 |
48.87 |
48.87 |
49.02 |
| S1 |
48.27 |
48.27 |
49.03 |
48.57 |
| S2 |
47.37 |
47.37 |
48.90 |
|
| S3 |
45.87 |
46.77 |
48.76 |
|
| S4 |
44.37 |
45.27 |
48.35 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.41 |
56.18 |
50.88 |
|
| R3 |
54.60 |
53.37 |
50.10 |
|
| R2 |
51.79 |
51.79 |
49.85 |
|
| R1 |
50.56 |
50.56 |
49.59 |
51.18 |
| PP |
48.98 |
48.98 |
48.98 |
49.29 |
| S1 |
47.75 |
47.75 |
49.07 |
48.37 |
| S2 |
46.17 |
46.17 |
48.81 |
|
| S3 |
43.36 |
44.94 |
48.56 |
|
| S4 |
40.55 |
42.13 |
47.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.21 |
47.75 |
2.46 |
5.0% |
1.24 |
2.5% |
58% |
False |
False |
501,104 |
| 10 |
50.21 |
47.26 |
2.95 |
6.0% |
1.29 |
2.6% |
65% |
False |
False |
516,624 |
| 20 |
50.21 |
43.65 |
6.56 |
13.3% |
1.51 |
3.1% |
84% |
False |
False |
404,625 |
| 40 |
50.21 |
38.87 |
11.34 |
23.1% |
1.63 |
3.3% |
91% |
False |
False |
264,375 |
| 60 |
50.21 |
37.50 |
12.71 |
25.8% |
1.55 |
3.1% |
92% |
False |
False |
192,358 |
| 80 |
50.21 |
33.14 |
17.07 |
34.7% |
1.63 |
3.3% |
94% |
False |
False |
153,497 |
| 100 |
50.21 |
31.61 |
18.60 |
37.8% |
1.71 |
3.5% |
94% |
False |
False |
128,056 |
| 120 |
50.21 |
31.61 |
18.60 |
37.8% |
1.63 |
3.3% |
94% |
False |
False |
108,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.85 |
|
2.618 |
53.40 |
|
1.618 |
51.90 |
|
1.000 |
50.97 |
|
0.618 |
50.40 |
|
HIGH |
49.47 |
|
0.618 |
48.90 |
|
0.500 |
48.72 |
|
0.382 |
48.54 |
|
LOW |
47.97 |
|
0.618 |
47.04 |
|
1.000 |
46.47 |
|
1.618 |
45.54 |
|
2.618 |
44.04 |
|
4.250 |
41.60 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.02 |
49.09 |
| PP |
48.87 |
49.01 |
| S1 |
48.72 |
48.93 |
|