NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
52.07 |
51.08 |
-0.99 |
-1.9% |
49.29 |
| High |
52.28 |
51.38 |
-0.90 |
-1.7% |
52.28 |
| Low |
50.83 |
49.45 |
-1.38 |
-2.7% |
49.20 |
| Close |
51.22 |
49.72 |
-1.50 |
-2.9% |
49.72 |
| Range |
1.45 |
1.93 |
0.48 |
33.1% |
3.08 |
| ATR |
1.39 |
1.43 |
0.04 |
2.8% |
0.00 |
| Volume |
226,020 |
241,751 |
15,731 |
7.0% |
1,072,286 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.97 |
54.78 |
50.78 |
|
| R3 |
54.04 |
52.85 |
50.25 |
|
| R2 |
52.11 |
52.11 |
50.07 |
|
| R1 |
50.92 |
50.92 |
49.90 |
50.55 |
| PP |
50.18 |
50.18 |
50.18 |
50.00 |
| S1 |
48.99 |
48.99 |
49.54 |
48.62 |
| S2 |
48.25 |
48.25 |
49.37 |
|
| S3 |
46.32 |
47.06 |
49.19 |
|
| S4 |
44.39 |
45.13 |
48.66 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.64 |
57.76 |
51.41 |
|
| R3 |
56.56 |
54.68 |
50.57 |
|
| R2 |
53.48 |
53.48 |
50.28 |
|
| R1 |
51.60 |
51.60 |
50.00 |
52.54 |
| PP |
50.40 |
50.40 |
50.40 |
50.87 |
| S1 |
48.52 |
48.52 |
49.44 |
49.46 |
| S2 |
47.32 |
47.32 |
49.16 |
|
| S3 |
44.24 |
45.44 |
48.87 |
|
| S4 |
41.16 |
42.36 |
48.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.28 |
49.20 |
3.08 |
6.2% |
1.41 |
2.8% |
17% |
False |
False |
214,457 |
| 10 |
52.28 |
48.21 |
4.07 |
8.2% |
1.33 |
2.7% |
37% |
False |
False |
157,252 |
| 20 |
52.28 |
47.02 |
5.26 |
10.6% |
1.28 |
2.6% |
51% |
False |
False |
117,890 |
| 40 |
52.28 |
40.29 |
11.99 |
24.1% |
1.56 |
3.1% |
79% |
False |
False |
84,702 |
| 60 |
52.28 |
38.14 |
14.14 |
28.4% |
1.50 |
3.0% |
82% |
False |
False |
66,073 |
| 80 |
52.28 |
35.52 |
16.76 |
33.7% |
1.51 |
3.0% |
85% |
False |
False |
55,178 |
| 100 |
52.28 |
32.22 |
20.06 |
40.3% |
1.60 |
3.2% |
87% |
False |
False |
47,822 |
| 120 |
52.28 |
32.22 |
20.06 |
40.3% |
1.56 |
3.1% |
87% |
False |
False |
40,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.58 |
|
2.618 |
56.43 |
|
1.618 |
54.50 |
|
1.000 |
53.31 |
|
0.618 |
52.57 |
|
HIGH |
51.38 |
|
0.618 |
50.64 |
|
0.500 |
50.42 |
|
0.382 |
50.19 |
|
LOW |
49.45 |
|
0.618 |
48.26 |
|
1.000 |
47.52 |
|
1.618 |
46.33 |
|
2.618 |
44.40 |
|
4.250 |
41.25 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.42 |
50.87 |
| PP |
50.18 |
50.48 |
| S1 |
49.95 |
50.10 |
|