NYMEX Light Sweet Crude Oil Future November 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 |
53.25 |
52.37 |
-0.88 |
-1.7% |
50.48 |
| High |
53.39 |
52.49 |
-0.90 |
-1.7% |
53.39 |
| Low |
52.01 |
50.84 |
-1.17 |
-2.2% |
50.48 |
| Close |
52.49 |
51.09 |
-1.40 |
-2.7% |
51.09 |
| Range |
1.38 |
1.65 |
0.27 |
19.6% |
2.91 |
| ATR |
1.24 |
1.27 |
0.03 |
2.3% |
0.00 |
| Volume |
20,337 |
19,808 |
-529 |
-2.6% |
88,126 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.42 |
55.41 |
52.00 |
|
| R3 |
54.77 |
53.76 |
51.54 |
|
| R2 |
53.12 |
53.12 |
51.39 |
|
| R1 |
52.11 |
52.11 |
51.24 |
51.79 |
| PP |
51.47 |
51.47 |
51.47 |
51.32 |
| S1 |
50.46 |
50.46 |
50.94 |
50.14 |
| S2 |
49.82 |
49.82 |
50.79 |
|
| S3 |
48.17 |
48.81 |
50.64 |
|
| S4 |
46.52 |
47.16 |
50.18 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.38 |
58.65 |
52.69 |
|
| R3 |
57.47 |
55.74 |
51.89 |
|
| R2 |
54.56 |
54.56 |
51.62 |
|
| R1 |
52.83 |
52.83 |
51.36 |
53.70 |
| PP |
51.65 |
51.65 |
51.65 |
52.09 |
| S1 |
49.92 |
49.92 |
50.82 |
50.79 |
| S2 |
48.74 |
48.74 |
50.56 |
|
| S3 |
45.83 |
47.01 |
50.29 |
|
| S4 |
42.92 |
44.10 |
49.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.39 |
50.48 |
2.91 |
5.7% |
1.26 |
2.5% |
21% |
False |
False |
17,625 |
| 10 |
53.39 |
49.36 |
4.03 |
7.9% |
1.20 |
2.4% |
43% |
False |
False |
14,587 |
| 20 |
53.39 |
48.31 |
5.08 |
9.9% |
1.12 |
2.2% |
55% |
False |
False |
14,576 |
| 40 |
53.39 |
41.29 |
12.10 |
23.7% |
1.35 |
2.6% |
81% |
False |
False |
14,598 |
| 60 |
53.39 |
39.40 |
13.99 |
27.4% |
1.26 |
2.5% |
84% |
False |
False |
13,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.50 |
|
2.618 |
56.81 |
|
1.618 |
55.16 |
|
1.000 |
54.14 |
|
0.618 |
53.51 |
|
HIGH |
52.49 |
|
0.618 |
51.86 |
|
0.500 |
51.67 |
|
0.382 |
51.47 |
|
LOW |
50.84 |
|
0.618 |
49.82 |
|
1.000 |
49.19 |
|
1.618 |
48.17 |
|
2.618 |
46.52 |
|
4.250 |
43.83 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.67 |
52.12 |
| PP |
51.47 |
51.77 |
| S1 |
51.28 |
51.43 |
|