NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 19-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
44.32 |
43.70 |
-0.62 |
-1.4% |
46.21 |
| High |
44.35 |
44.70 |
0.35 |
0.8% |
47.07 |
| Low |
43.35 |
43.66 |
0.31 |
0.7% |
43.35 |
| Close |
43.62 |
43.86 |
0.24 |
0.6% |
43.62 |
| Range |
1.00 |
1.04 |
0.04 |
4.0% |
3.72 |
| ATR |
1.61 |
1.58 |
-0.04 |
-2.4% |
0.00 |
| Volume |
421,422 |
515,314 |
93,892 |
22.3% |
1,799,768 |
|
| Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.19 |
46.57 |
44.43 |
|
| R3 |
46.15 |
45.53 |
44.15 |
|
| R2 |
45.11 |
45.11 |
44.05 |
|
| R1 |
44.49 |
44.49 |
43.96 |
44.80 |
| PP |
44.07 |
44.07 |
44.07 |
44.23 |
| S1 |
43.45 |
43.45 |
43.76 |
43.76 |
| S2 |
43.03 |
43.03 |
43.67 |
|
| S3 |
41.99 |
42.41 |
43.57 |
|
| S4 |
40.95 |
41.37 |
43.29 |
|
|
| 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 |
46.69 |
43.35 |
3.34 |
7.6% |
1.27 |
2.9% |
15% |
False |
False |
399,850 |
| 10 |
48.38 |
43.35 |
5.03 |
11.5% |
1.62 |
3.7% |
10% |
False |
False |
331,857 |
| 20 |
49.62 |
43.35 |
6.27 |
14.3% |
1.54 |
3.5% |
8% |
False |
False |
223,460 |
| 40 |
50.00 |
40.77 |
9.23 |
21.0% |
1.50 |
3.4% |
33% |
False |
False |
146,650 |
| 60 |
52.00 |
40.77 |
11.23 |
25.6% |
1.59 |
3.6% |
28% |
False |
False |
108,745 |
| 80 |
53.39 |
40.77 |
12.62 |
28.8% |
1.51 |
3.4% |
24% |
False |
False |
85,857 |
| 100 |
53.39 |
40.77 |
12.62 |
28.8% |
1.48 |
3.4% |
24% |
False |
False |
71,843 |
| 120 |
53.39 |
39.40 |
13.99 |
31.9% |
1.46 |
3.3% |
32% |
False |
False |
61,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
49.12 |
|
2.618 |
47.42 |
|
1.618 |
46.38 |
|
1.000 |
45.74 |
|
0.618 |
45.34 |
|
HIGH |
44.70 |
|
0.618 |
44.30 |
|
0.500 |
44.18 |
|
0.382 |
44.06 |
|
LOW |
43.66 |
|
0.618 |
43.02 |
|
1.000 |
42.62 |
|
1.618 |
41.98 |
|
2.618 |
40.94 |
|
4.250 |
39.24 |
|
|
| Fisher Pivots for day following 19-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
44.18 |
44.16 |
| PP |
44.07 |
44.06 |
| S1 |
43.97 |
43.96 |
|