NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
49.94 |
49.78 |
-0.16 |
-0.3% |
50.32 |
| High |
50.31 |
50.76 |
0.45 |
0.9% |
50.88 |
| Low |
49.25 |
49.64 |
0.39 |
0.8% |
48.66 |
| Close |
49.54 |
50.59 |
1.05 |
2.1% |
49.54 |
| Range |
1.06 |
1.12 |
0.06 |
5.7% |
2.22 |
| ATR |
1.38 |
1.37 |
-0.01 |
-0.8% |
0.00 |
| Volume |
43,217 |
53,543 |
10,326 |
23.9% |
193,824 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.69 |
53.26 |
51.21 |
|
| R3 |
52.57 |
52.14 |
50.90 |
|
| R2 |
51.45 |
51.45 |
50.80 |
|
| R1 |
51.02 |
51.02 |
50.69 |
51.24 |
| PP |
50.33 |
50.33 |
50.33 |
50.44 |
| S1 |
49.90 |
49.90 |
50.49 |
50.12 |
| S2 |
49.21 |
49.21 |
50.38 |
|
| S3 |
48.09 |
48.78 |
50.28 |
|
| S4 |
46.97 |
47.66 |
49.97 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.35 |
55.17 |
50.76 |
|
| R3 |
54.13 |
52.95 |
50.15 |
|
| R2 |
51.91 |
51.91 |
49.95 |
|
| R1 |
50.73 |
50.73 |
49.74 |
50.21 |
| PP |
49.69 |
49.69 |
49.69 |
49.44 |
| S1 |
48.51 |
48.51 |
49.34 |
47.99 |
| S2 |
47.47 |
47.47 |
49.13 |
|
| S3 |
45.25 |
46.29 |
48.93 |
|
| S4 |
43.03 |
44.07 |
48.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.88 |
48.66 |
2.22 |
4.4% |
1.27 |
2.5% |
87% |
False |
False |
49,473 |
| 10 |
50.92 |
48.25 |
2.67 |
5.3% |
1.18 |
2.3% |
88% |
False |
False |
47,049 |
| 20 |
50.92 |
44.53 |
6.39 |
12.6% |
1.35 |
2.7% |
95% |
False |
False |
45,575 |
| 40 |
50.92 |
40.58 |
10.34 |
20.4% |
1.50 |
3.0% |
97% |
False |
False |
42,225 |
| 60 |
50.92 |
38.67 |
12.25 |
24.2% |
1.45 |
2.9% |
97% |
False |
False |
38,032 |
| 80 |
50.92 |
34.69 |
16.23 |
32.1% |
1.51 |
3.0% |
98% |
False |
False |
35,023 |
| 100 |
50.92 |
32.85 |
18.07 |
35.7% |
1.58 |
3.1% |
98% |
False |
False |
32,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.52 |
|
2.618 |
53.69 |
|
1.618 |
52.57 |
|
1.000 |
51.88 |
|
0.618 |
51.45 |
|
HIGH |
50.76 |
|
0.618 |
50.33 |
|
0.500 |
50.20 |
|
0.382 |
50.07 |
|
LOW |
49.64 |
|
0.618 |
48.95 |
|
1.000 |
48.52 |
|
1.618 |
47.83 |
|
2.618 |
46.71 |
|
4.250 |
44.88 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.46 |
50.34 |
| PP |
50.33 |
50.09 |
| S1 |
50.20 |
49.84 |
|