NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
47.88 |
46.21 |
-1.67 |
-3.5% |
44.76 |
| High |
47.99 |
47.07 |
-0.92 |
-1.9% |
48.38 |
| Low |
46.15 |
45.32 |
-0.83 |
-1.8% |
44.47 |
| Close |
46.46 |
46.84 |
0.38 |
0.8% |
46.46 |
| Range |
1.84 |
1.75 |
-0.09 |
-4.9% |
3.91 |
| ATR |
1.69 |
1.69 |
0.00 |
0.3% |
0.00 |
| Volume |
290,787 |
315,831 |
25,044 |
8.6% |
1,003,494 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.66 |
51.00 |
47.80 |
|
| R3 |
49.91 |
49.25 |
47.32 |
|
| R2 |
48.16 |
48.16 |
47.16 |
|
| R1 |
47.50 |
47.50 |
47.00 |
47.83 |
| PP |
46.41 |
46.41 |
46.41 |
46.58 |
| S1 |
45.75 |
45.75 |
46.68 |
46.08 |
| S2 |
44.66 |
44.66 |
46.52 |
|
| S3 |
42.91 |
44.00 |
46.36 |
|
| S4 |
41.16 |
42.25 |
45.88 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.17 |
56.22 |
48.61 |
|
| R3 |
54.26 |
52.31 |
47.54 |
|
| R2 |
50.35 |
50.35 |
47.18 |
|
| R1 |
48.40 |
48.40 |
46.82 |
49.38 |
| PP |
46.44 |
46.44 |
46.44 |
46.92 |
| S1 |
44.49 |
44.49 |
46.10 |
45.47 |
| S2 |
42.53 |
42.53 |
45.74 |
|
| S3 |
38.62 |
40.58 |
45.38 |
|
| S4 |
34.71 |
36.67 |
44.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.38 |
44.47 |
3.91 |
8.3% |
1.98 |
4.2% |
61% |
False |
False |
263,865 |
| 10 |
48.38 |
43.59 |
4.79 |
10.2% |
1.73 |
3.7% |
68% |
False |
False |
193,790 |
| 20 |
50.00 |
43.59 |
6.41 |
13.7% |
1.55 |
3.3% |
51% |
False |
False |
141,989 |
| 40 |
50.00 |
40.77 |
9.23 |
19.7% |
1.51 |
3.2% |
66% |
False |
False |
100,337 |
| 60 |
52.00 |
40.77 |
11.23 |
24.0% |
1.62 |
3.5% |
54% |
False |
False |
77,162 |
| 80 |
53.39 |
40.77 |
12.62 |
26.9% |
1.50 |
3.2% |
48% |
False |
False |
61,719 |
| 100 |
53.39 |
40.77 |
12.62 |
26.9% |
1.47 |
3.1% |
48% |
False |
False |
52,451 |
| 120 |
53.39 |
39.40 |
13.99 |
29.9% |
1.45 |
3.1% |
53% |
False |
False |
45,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.51 |
|
2.618 |
51.65 |
|
1.618 |
49.90 |
|
1.000 |
48.82 |
|
0.618 |
48.15 |
|
HIGH |
47.07 |
|
0.618 |
46.40 |
|
0.500 |
46.20 |
|
0.382 |
45.99 |
|
LOW |
45.32 |
|
0.618 |
44.24 |
|
1.000 |
43.57 |
|
1.618 |
42.49 |
|
2.618 |
40.74 |
|
4.250 |
37.88 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
46.63 |
46.85 |
| PP |
46.41 |
46.85 |
| S1 |
46.20 |
46.84 |
|