NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
50.41 |
51.45 |
1.04 |
2.1% |
49.54 |
| High |
51.62 |
51.67 |
0.05 |
0.1% |
50.10 |
| Low |
50.32 |
50.23 |
-0.09 |
-0.2% |
47.75 |
| Close |
51.23 |
50.56 |
-0.67 |
-1.3% |
48.62 |
| Range |
1.30 |
1.44 |
0.14 |
10.8% |
2.35 |
| ATR |
1.41 |
1.41 |
0.00 |
0.2% |
0.00 |
| Volume |
656,416 |
560,723 |
-95,693 |
-14.6% |
2,091,707 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.14 |
54.29 |
51.35 |
|
| R3 |
53.70 |
52.85 |
50.96 |
|
| R2 |
52.26 |
52.26 |
50.82 |
|
| R1 |
51.41 |
51.41 |
50.69 |
51.12 |
| PP |
50.82 |
50.82 |
50.82 |
50.67 |
| S1 |
49.97 |
49.97 |
50.43 |
49.68 |
| S2 |
49.38 |
49.38 |
50.30 |
|
| S3 |
47.94 |
48.53 |
50.16 |
|
| S4 |
46.50 |
47.09 |
49.77 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.87 |
54.60 |
49.91 |
|
| R3 |
53.52 |
52.25 |
49.27 |
|
| R2 |
51.17 |
51.17 |
49.05 |
|
| R1 |
49.90 |
49.90 |
48.84 |
49.36 |
| PP |
48.82 |
48.82 |
48.82 |
48.56 |
| S1 |
47.55 |
47.55 |
48.40 |
47.01 |
| S2 |
46.47 |
46.47 |
48.19 |
|
| S3 |
44.12 |
45.20 |
47.97 |
|
| S4 |
41.77 |
42.85 |
47.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.67 |
48.33 |
3.34 |
6.6% |
1.22 |
2.4% |
67% |
True |
False |
538,179 |
| 10 |
51.67 |
47.75 |
3.92 |
7.8% |
1.23 |
2.4% |
72% |
True |
False |
519,642 |
| 20 |
51.67 |
46.34 |
5.33 |
10.5% |
1.27 |
2.5% |
79% |
True |
False |
471,891 |
| 40 |
51.67 |
39.80 |
11.87 |
23.5% |
1.57 |
3.1% |
91% |
True |
False |
316,394 |
| 60 |
51.67 |
37.50 |
14.17 |
28.0% |
1.54 |
3.0% |
92% |
True |
False |
233,836 |
| 80 |
51.67 |
34.74 |
16.93 |
33.5% |
1.57 |
3.1% |
93% |
True |
False |
184,450 |
| 100 |
51.67 |
31.61 |
20.06 |
39.7% |
1.69 |
3.3% |
94% |
True |
False |
154,042 |
| 120 |
51.67 |
31.61 |
20.06 |
39.7% |
1.63 |
3.2% |
94% |
True |
False |
130,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.79 |
|
2.618 |
55.44 |
|
1.618 |
54.00 |
|
1.000 |
53.11 |
|
0.618 |
52.56 |
|
HIGH |
51.67 |
|
0.618 |
51.12 |
|
0.500 |
50.95 |
|
0.382 |
50.78 |
|
LOW |
50.23 |
|
0.618 |
49.34 |
|
1.000 |
48.79 |
|
1.618 |
47.90 |
|
2.618 |
46.46 |
|
4.250 |
44.11 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.95 |
50.56 |
| PP |
50.82 |
50.56 |
| S1 |
50.69 |
50.56 |
|