NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
44.27 |
44.32 |
0.05 |
0.1% |
46.21 |
| High |
44.96 |
44.35 |
-0.61 |
-1.4% |
47.07 |
| Low |
43.87 |
43.35 |
-0.52 |
-1.2% |
43.35 |
| Close |
44.52 |
43.62 |
-0.90 |
-2.0% |
43.62 |
| Range |
1.09 |
1.00 |
-0.09 |
-8.3% |
3.72 |
| ATR |
1.65 |
1.61 |
-0.03 |
-2.1% |
0.00 |
| Volume |
392,520 |
421,422 |
28,902 |
7.4% |
1,799,768 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.77 |
46.20 |
44.17 |
|
| R3 |
45.77 |
45.20 |
43.90 |
|
| R2 |
44.77 |
44.77 |
43.80 |
|
| R1 |
44.20 |
44.20 |
43.71 |
43.99 |
| PP |
43.77 |
43.77 |
43.77 |
43.67 |
| S1 |
43.20 |
43.20 |
43.53 |
42.99 |
| S2 |
42.77 |
42.77 |
43.44 |
|
| S3 |
41.77 |
42.20 |
43.35 |
|
| S4 |
40.77 |
41.20 |
43.07 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.84 |
53.45 |
45.67 |
|
| R3 |
52.12 |
49.73 |
44.64 |
|
| R2 |
48.40 |
48.40 |
44.30 |
|
| R1 |
46.01 |
46.01 |
43.96 |
45.35 |
| PP |
44.68 |
44.68 |
44.68 |
44.35 |
| S1 |
42.29 |
42.29 |
43.28 |
41.63 |
| S2 |
40.96 |
40.96 |
42.94 |
|
| S3 |
37.24 |
38.57 |
42.60 |
|
| S4 |
33.52 |
34.85 |
41.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.07 |
43.35 |
3.72 |
8.5% |
1.41 |
3.2% |
7% |
False |
True |
359,953 |
| 10 |
48.38 |
43.35 |
5.03 |
11.5% |
1.67 |
3.8% |
5% |
False |
True |
293,287 |
| 20 |
50.00 |
43.35 |
6.65 |
15.2% |
1.53 |
3.5% |
4% |
False |
True |
201,864 |
| 40 |
50.00 |
40.77 |
9.23 |
21.2% |
1.51 |
3.5% |
31% |
False |
False |
134,381 |
| 60 |
52.00 |
40.77 |
11.23 |
25.7% |
1.59 |
3.6% |
25% |
False |
False |
100,458 |
| 80 |
53.39 |
40.77 |
12.62 |
28.9% |
1.51 |
3.5% |
23% |
False |
False |
79,584 |
| 100 |
53.39 |
40.77 |
12.62 |
28.9% |
1.48 |
3.4% |
23% |
False |
False |
66,783 |
| 120 |
53.39 |
39.40 |
13.99 |
32.1% |
1.46 |
3.3% |
30% |
False |
False |
57,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.60 |
|
2.618 |
46.97 |
|
1.618 |
45.97 |
|
1.000 |
45.35 |
|
0.618 |
44.97 |
|
HIGH |
44.35 |
|
0.618 |
43.97 |
|
0.500 |
43.85 |
|
0.382 |
43.73 |
|
LOW |
43.35 |
|
0.618 |
42.73 |
|
1.000 |
42.35 |
|
1.618 |
41.73 |
|
2.618 |
40.73 |
|
4.250 |
39.10 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
43.85 |
44.61 |
| PP |
43.77 |
44.28 |
| S1 |
43.70 |
43.95 |
|