NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
46.12 |
47.36 |
1.24 |
2.7% |
44.15 |
| High |
47.75 |
47.36 |
-0.39 |
-0.8% |
47.75 |
| Low |
45.77 |
45.56 |
-0.21 |
-0.5% |
43.84 |
| Close |
47.62 |
45.88 |
-1.74 |
-3.7% |
45.88 |
| Range |
1.98 |
1.80 |
-0.18 |
-9.1% |
3.91 |
| ATR |
1.67 |
1.70 |
0.03 |
1.7% |
0.00 |
| Volume |
761,943 |
688,191 |
-73,752 |
-9.7% |
2,955,163 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.67 |
50.57 |
46.87 |
|
| R3 |
49.87 |
48.77 |
46.38 |
|
| R2 |
48.07 |
48.07 |
46.21 |
|
| R1 |
46.97 |
46.97 |
46.05 |
46.62 |
| PP |
46.27 |
46.27 |
46.27 |
46.09 |
| S1 |
45.17 |
45.17 |
45.72 |
44.82 |
| S2 |
44.47 |
44.47 |
45.55 |
|
| S3 |
42.67 |
43.37 |
45.39 |
|
| S4 |
40.87 |
41.57 |
44.89 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.55 |
55.63 |
48.03 |
|
| R3 |
53.64 |
51.72 |
46.96 |
|
| R2 |
49.73 |
49.73 |
46.60 |
|
| R1 |
47.81 |
47.81 |
46.24 |
48.77 |
| PP |
45.82 |
45.82 |
45.82 |
46.31 |
| S1 |
43.90 |
43.90 |
45.52 |
44.86 |
| S2 |
41.91 |
41.91 |
45.16 |
|
| S3 |
38.00 |
39.99 |
44.80 |
|
| S4 |
34.09 |
36.08 |
43.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.75 |
43.16 |
4.59 |
10.0% |
1.92 |
4.2% |
59% |
False |
False |
706,415 |
| 10 |
48.46 |
43.00 |
5.46 |
11.9% |
1.70 |
3.7% |
53% |
False |
False |
601,813 |
| 20 |
49.36 |
43.00 |
6.36 |
13.9% |
1.55 |
3.4% |
45% |
False |
False |
517,502 |
| 40 |
49.36 |
39.96 |
9.40 |
20.5% |
1.51 |
3.3% |
63% |
False |
False |
329,542 |
| 60 |
51.53 |
39.96 |
11.57 |
25.2% |
1.64 |
3.6% |
51% |
False |
False |
237,304 |
| 80 |
53.02 |
39.96 |
13.06 |
28.5% |
1.52 |
3.3% |
45% |
False |
False |
183,097 |
| 100 |
53.02 |
39.96 |
13.06 |
28.5% |
1.53 |
3.3% |
45% |
False |
False |
150,625 |
| 120 |
53.02 |
39.08 |
13.94 |
30.4% |
1.50 |
3.3% |
49% |
False |
False |
127,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.01 |
|
2.618 |
52.07 |
|
1.618 |
50.27 |
|
1.000 |
49.16 |
|
0.618 |
48.47 |
|
HIGH |
47.36 |
|
0.618 |
46.67 |
|
0.500 |
46.46 |
|
0.382 |
46.25 |
|
LOW |
45.56 |
|
0.618 |
44.45 |
|
1.000 |
43.76 |
|
1.618 |
42.65 |
|
2.618 |
40.85 |
|
4.250 |
37.91 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
46.46 |
46.15 |
| PP |
46.27 |
46.06 |
| S1 |
46.07 |
45.97 |
|