NYMEX Light Sweet Crude Oil Future November 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 |
50.62 |
50.48 |
-0.14 |
-0.3% |
50.54 |
| High |
50.91 |
51.36 |
0.45 |
0.9% |
51.46 |
| Low |
49.95 |
50.48 |
0.53 |
1.1% |
49.36 |
| Close |
50.22 |
51.27 |
1.05 |
2.1% |
50.22 |
| Range |
0.96 |
0.88 |
-0.08 |
-8.3% |
2.10 |
| ATR |
1.25 |
1.24 |
-0.01 |
-0.6% |
0.00 |
| Volume |
10,089 |
14,405 |
4,316 |
42.8% |
50,563 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.68 |
53.35 |
51.75 |
|
| R3 |
52.80 |
52.47 |
51.51 |
|
| R2 |
51.92 |
51.92 |
51.43 |
|
| R1 |
51.59 |
51.59 |
51.35 |
51.76 |
| PP |
51.04 |
51.04 |
51.04 |
51.12 |
| S1 |
50.71 |
50.71 |
51.19 |
50.88 |
| S2 |
50.16 |
50.16 |
51.11 |
|
| S3 |
49.28 |
49.83 |
51.03 |
|
| S4 |
48.40 |
48.95 |
50.79 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.65 |
55.53 |
51.38 |
|
| R3 |
54.55 |
53.43 |
50.80 |
|
| R2 |
52.45 |
52.45 |
50.61 |
|
| R1 |
51.33 |
51.33 |
50.41 |
50.84 |
| PP |
50.35 |
50.35 |
50.35 |
50.10 |
| S1 |
49.23 |
49.23 |
50.03 |
48.74 |
| S2 |
48.25 |
48.25 |
49.84 |
|
| S3 |
46.15 |
47.13 |
49.64 |
|
| S4 |
44.05 |
45.03 |
49.07 |
|
|
| 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 |
4.1% |
1.14 |
2.2% |
91% |
False |
False |
12,993 |
| 10 |
51.46 |
48.88 |
2.58 |
5.0% |
1.06 |
2.1% |
93% |
False |
False |
13,643 |
| 20 |
51.46 |
45.26 |
6.20 |
12.1% |
1.22 |
2.4% |
97% |
False |
False |
15,446 |
| 40 |
51.46 |
41.29 |
10.17 |
19.8% |
1.30 |
2.5% |
98% |
False |
False |
14,454 |
| 60 |
51.46 |
39.40 |
12.06 |
23.5% |
1.22 |
2.4% |
98% |
False |
False |
12,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.10 |
|
2.618 |
53.66 |
|
1.618 |
52.78 |
|
1.000 |
52.24 |
|
0.618 |
51.90 |
|
HIGH |
51.36 |
|
0.618 |
51.02 |
|
0.500 |
50.92 |
|
0.382 |
50.82 |
|
LOW |
50.48 |
|
0.618 |
49.94 |
|
1.000 |
49.60 |
|
1.618 |
49.06 |
|
2.618 |
48.18 |
|
4.250 |
46.74 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.15 |
51.02 |
| PP |
51.04 |
50.76 |
| S1 |
50.92 |
50.51 |
|