NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
49.97 |
49.24 |
-0.73 |
-1.5% |
48.86 |
| High |
50.51 |
49.72 |
-0.79 |
-1.6% |
50.59 |
| Low |
49.23 |
48.21 |
-1.02 |
-2.1% |
47.88 |
| Close |
49.53 |
49.49 |
-0.04 |
-0.1% |
49.74 |
| Range |
1.28 |
1.51 |
0.23 |
18.0% |
2.71 |
| ATR |
1.44 |
1.44 |
0.01 |
0.4% |
0.00 |
| Volume |
89,874 |
142,491 |
52,617 |
58.5% |
455,083 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.67 |
53.09 |
50.32 |
|
| R3 |
52.16 |
51.58 |
49.91 |
|
| R2 |
50.65 |
50.65 |
49.77 |
|
| R1 |
50.07 |
50.07 |
49.63 |
50.36 |
| PP |
49.14 |
49.14 |
49.14 |
49.29 |
| S1 |
48.56 |
48.56 |
49.35 |
48.85 |
| S2 |
47.63 |
47.63 |
49.21 |
|
| S3 |
46.12 |
47.05 |
49.07 |
|
| S4 |
44.61 |
45.54 |
48.66 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.53 |
56.35 |
51.23 |
|
| R3 |
54.82 |
53.64 |
50.49 |
|
| R2 |
52.11 |
52.11 |
50.24 |
|
| R1 |
50.93 |
50.93 |
49.99 |
51.52 |
| PP |
49.40 |
49.40 |
49.40 |
49.70 |
| S1 |
48.22 |
48.22 |
49.49 |
48.81 |
| S2 |
46.69 |
46.69 |
49.24 |
|
| S3 |
43.98 |
45.51 |
48.99 |
|
| S4 |
41.27 |
42.80 |
48.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.59 |
48.21 |
2.38 |
4.8% |
1.15 |
2.3% |
54% |
False |
True |
99,868 |
| 10 |
50.59 |
47.69 |
2.90 |
5.9% |
1.23 |
2.5% |
62% |
False |
False |
91,694 |
| 20 |
50.59 |
44.12 |
6.47 |
13.1% |
1.48 |
3.0% |
83% |
False |
False |
79,504 |
| 40 |
50.59 |
38.94 |
11.65 |
23.5% |
1.59 |
3.2% |
91% |
False |
False |
59,795 |
| 60 |
50.59 |
38.14 |
12.45 |
25.2% |
1.51 |
3.0% |
91% |
False |
False |
47,893 |
| 80 |
50.59 |
33.98 |
16.61 |
33.6% |
1.57 |
3.2% |
93% |
False |
False |
41,196 |
| 100 |
50.59 |
32.22 |
18.37 |
37.1% |
1.62 |
3.3% |
94% |
False |
False |
35,782 |
| 120 |
50.59 |
32.22 |
18.37 |
37.1% |
1.54 |
3.1% |
94% |
False |
False |
30,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.14 |
|
2.618 |
53.67 |
|
1.618 |
52.16 |
|
1.000 |
51.23 |
|
0.618 |
50.65 |
|
HIGH |
49.72 |
|
0.618 |
49.14 |
|
0.500 |
48.97 |
|
0.382 |
48.79 |
|
LOW |
48.21 |
|
0.618 |
47.28 |
|
1.000 |
46.70 |
|
1.618 |
45.77 |
|
2.618 |
44.26 |
|
4.250 |
41.79 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.32 |
49.45 |
| PP |
49.14 |
49.40 |
| S1 |
48.97 |
49.36 |
|