NYMEX Light Sweet Crude Oil Future November 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 |
50.54 |
50.43 |
-0.11 |
-0.2% |
49.74 |
| High |
51.46 |
50.75 |
-0.71 |
-1.4% |
51.42 |
| Low |
50.30 |
49.36 |
-0.94 |
-1.9% |
48.88 |
| Close |
50.60 |
50.54 |
-0.06 |
-0.1% |
50.81 |
| Range |
1.16 |
1.39 |
0.23 |
19.8% |
2.54 |
| ATR |
1.25 |
1.26 |
0.01 |
0.8% |
0.00 |
| Volume |
8,504 |
18,568 |
10,064 |
118.3% |
71,467 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.39 |
53.85 |
51.30 |
|
| R3 |
53.00 |
52.46 |
50.92 |
|
| R2 |
51.61 |
51.61 |
50.79 |
|
| R1 |
51.07 |
51.07 |
50.67 |
51.34 |
| PP |
50.22 |
50.22 |
50.22 |
50.35 |
| S1 |
49.68 |
49.68 |
50.41 |
49.95 |
| S2 |
48.83 |
48.83 |
50.29 |
|
| S3 |
47.44 |
48.29 |
50.16 |
|
| S4 |
46.05 |
46.90 |
49.78 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.99 |
56.94 |
52.21 |
|
| R3 |
55.45 |
54.40 |
51.51 |
|
| R2 |
52.91 |
52.91 |
51.28 |
|
| R1 |
51.86 |
51.86 |
51.04 |
52.39 |
| PP |
50.37 |
50.37 |
50.37 |
50.63 |
| S1 |
49.32 |
49.32 |
50.58 |
49.85 |
| S2 |
47.83 |
47.83 |
50.34 |
|
| S3 |
45.29 |
46.78 |
50.11 |
|
| S4 |
42.75 |
44.24 |
49.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.46 |
49.36 |
2.10 |
4.2% |
1.05 |
2.1% |
56% |
False |
True |
12,489 |
| 10 |
51.46 |
48.70 |
2.76 |
5.5% |
1.10 |
2.2% |
67% |
False |
False |
13,152 |
| 20 |
51.46 |
45.26 |
6.20 |
12.3% |
1.31 |
2.6% |
85% |
False |
False |
15,913 |
| 40 |
51.46 |
40.20 |
11.26 |
22.3% |
1.34 |
2.6% |
92% |
False |
False |
14,517 |
| 60 |
51.46 |
39.40 |
12.06 |
23.9% |
1.25 |
2.5% |
92% |
False |
False |
12,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.66 |
|
2.618 |
54.39 |
|
1.618 |
53.00 |
|
1.000 |
52.14 |
|
0.618 |
51.61 |
|
HIGH |
50.75 |
|
0.618 |
50.22 |
|
0.500 |
50.06 |
|
0.382 |
49.89 |
|
LOW |
49.36 |
|
0.618 |
48.50 |
|
1.000 |
47.97 |
|
1.618 |
47.11 |
|
2.618 |
45.72 |
|
4.250 |
43.45 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.38 |
50.50 |
| PP |
50.22 |
50.45 |
| S1 |
50.06 |
50.41 |
|