NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 08-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
50.61 |
51.44 |
0.83 |
1.6% |
50.32 |
| High |
51.53 |
52.69 |
1.16 |
2.3% |
50.88 |
| Low |
50.34 |
51.33 |
0.99 |
2.0% |
48.66 |
| Close |
51.39 |
52.31 |
0.92 |
1.8% |
49.54 |
| Range |
1.19 |
1.36 |
0.17 |
14.3% |
2.22 |
| ATR |
1.36 |
1.36 |
0.00 |
0.0% |
0.00 |
| Volume |
90,672 |
109,188 |
18,516 |
20.4% |
193,824 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.19 |
55.61 |
53.06 |
|
| R3 |
54.83 |
54.25 |
52.68 |
|
| R2 |
53.47 |
53.47 |
52.56 |
|
| R1 |
52.89 |
52.89 |
52.43 |
53.18 |
| PP |
52.11 |
52.11 |
52.11 |
52.26 |
| S1 |
51.53 |
51.53 |
52.19 |
51.82 |
| S2 |
50.75 |
50.75 |
52.06 |
|
| S3 |
49.39 |
50.17 |
51.94 |
|
| S4 |
48.03 |
48.81 |
51.56 |
|
|
| 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 |
52.69 |
48.92 |
3.77 |
7.2% |
1.24 |
2.4% |
90% |
True |
False |
69,427 |
| 10 |
52.69 |
48.66 |
4.03 |
7.7% |
1.18 |
2.3% |
91% |
True |
False |
58,066 |
| 20 |
52.69 |
45.59 |
7.10 |
13.6% |
1.27 |
2.4% |
95% |
True |
False |
50,734 |
| 40 |
52.69 |
40.58 |
12.11 |
23.2% |
1.49 |
2.8% |
97% |
True |
False |
44,951 |
| 60 |
52.69 |
38.67 |
14.02 |
26.8% |
1.45 |
2.8% |
97% |
True |
False |
40,455 |
| 80 |
52.69 |
36.18 |
16.51 |
31.6% |
1.50 |
2.9% |
98% |
True |
False |
36,760 |
| 100 |
52.69 |
32.85 |
19.84 |
37.9% |
1.58 |
3.0% |
98% |
True |
False |
34,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.47 |
|
2.618 |
56.25 |
|
1.618 |
54.89 |
|
1.000 |
54.05 |
|
0.618 |
53.53 |
|
HIGH |
52.69 |
|
0.618 |
52.17 |
|
0.500 |
52.01 |
|
0.382 |
51.85 |
|
LOW |
51.33 |
|
0.618 |
50.49 |
|
1.000 |
49.97 |
|
1.618 |
49.13 |
|
2.618 |
47.77 |
|
4.250 |
45.55 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
52.21 |
51.93 |
| PP |
52.11 |
51.55 |
| S1 |
52.01 |
51.17 |
|