NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 17-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
50.97 |
50.65 |
-0.32 |
-0.6% |
50.10 |
| High |
51.51 |
51.00 |
-0.51 |
-1.0% |
52.16 |
| Low |
50.30 |
49.90 |
-0.40 |
-0.8% |
49.71 |
| Close |
50.75 |
50.37 |
-0.38 |
-0.7% |
50.75 |
| Range |
1.21 |
1.10 |
-0.11 |
-9.1% |
2.45 |
| ATR |
1.50 |
1.47 |
-0.03 |
-1.9% |
0.00 |
| Volume |
353,204 |
310,442 |
-42,762 |
-12.1% |
1,950,452 |
|
| Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.72 |
53.15 |
50.98 |
|
| R3 |
52.62 |
52.05 |
50.67 |
|
| R2 |
51.52 |
51.52 |
50.57 |
|
| R1 |
50.95 |
50.95 |
50.47 |
50.69 |
| PP |
50.42 |
50.42 |
50.42 |
50.29 |
| S1 |
49.85 |
49.85 |
50.27 |
49.59 |
| S2 |
49.32 |
49.32 |
50.17 |
|
| S3 |
48.22 |
48.75 |
50.07 |
|
| S4 |
47.12 |
47.65 |
49.77 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.22 |
56.94 |
52.10 |
|
| R3 |
55.77 |
54.49 |
51.42 |
|
| R2 |
53.32 |
53.32 |
51.20 |
|
| R1 |
52.04 |
52.04 |
50.97 |
52.68 |
| PP |
50.87 |
50.87 |
50.87 |
51.20 |
| S1 |
49.59 |
49.59 |
50.53 |
50.23 |
| S2 |
48.42 |
48.42 |
50.30 |
|
| S3 |
45.97 |
47.14 |
50.08 |
|
| S4 |
43.52 |
44.69 |
49.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.01 |
49.79 |
2.22 |
4.4% |
1.18 |
2.3% |
26% |
False |
False |
376,477 |
| 10 |
52.16 |
48.85 |
3.31 |
6.6% |
1.28 |
2.5% |
46% |
False |
False |
317,598 |
| 20 |
52.16 |
43.77 |
8.39 |
16.7% |
1.47 |
2.9% |
79% |
False |
False |
260,798 |
| 40 |
52.16 |
43.77 |
8.39 |
16.7% |
1.50 |
3.0% |
79% |
False |
False |
181,493 |
| 60 |
52.16 |
41.58 |
10.58 |
21.0% |
1.49 |
3.0% |
83% |
False |
False |
146,110 |
| 80 |
52.40 |
41.58 |
10.82 |
21.5% |
1.56 |
3.1% |
81% |
False |
False |
128,441 |
| 100 |
53.62 |
41.58 |
12.04 |
23.9% |
1.51 |
3.0% |
73% |
False |
False |
114,250 |
| 120 |
53.62 |
41.58 |
12.04 |
23.9% |
1.50 |
3.0% |
73% |
False |
False |
105,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.68 |
|
2.618 |
53.88 |
|
1.618 |
52.78 |
|
1.000 |
52.10 |
|
0.618 |
51.68 |
|
HIGH |
51.00 |
|
0.618 |
50.58 |
|
0.500 |
50.45 |
|
0.382 |
50.32 |
|
LOW |
49.90 |
|
0.618 |
49.22 |
|
1.000 |
48.80 |
|
1.618 |
48.12 |
|
2.618 |
47.02 |
|
4.250 |
45.23 |
|
|
| Fisher Pivots for day following 17-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.45 |
50.65 |
| PP |
50.42 |
50.56 |
| S1 |
50.40 |
50.46 |
|