NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 20-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
43.70 |
43.74 |
0.04 |
0.1% |
46.21 |
| High |
44.70 |
44.59 |
-0.11 |
-0.2% |
47.07 |
| Low |
43.66 |
43.06 |
-0.60 |
-1.4% |
43.35 |
| Close |
43.86 |
44.05 |
0.19 |
0.4% |
43.62 |
| Range |
1.04 |
1.53 |
0.49 |
47.1% |
3.72 |
| ATR |
1.58 |
1.57 |
0.00 |
-0.2% |
0.00 |
| Volume |
515,314 |
694,130 |
178,816 |
34.7% |
1,799,768 |
|
| Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.49 |
47.80 |
44.89 |
|
| R3 |
46.96 |
46.27 |
44.47 |
|
| R2 |
45.43 |
45.43 |
44.33 |
|
| R1 |
44.74 |
44.74 |
44.19 |
45.09 |
| PP |
43.90 |
43.90 |
43.90 |
44.07 |
| S1 |
43.21 |
43.21 |
43.91 |
43.56 |
| S2 |
42.37 |
42.37 |
43.77 |
|
| S3 |
40.84 |
41.68 |
43.63 |
|
| S4 |
39.31 |
40.15 |
43.21 |
|
|
| 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 |
45.87 |
43.06 |
2.81 |
6.4% |
1.31 |
3.0% |
35% |
False |
True |
474,783 |
| 10 |
48.38 |
43.06 |
5.32 |
12.1% |
1.51 |
3.4% |
19% |
False |
True |
374,841 |
| 20 |
49.14 |
43.06 |
6.08 |
13.8% |
1.54 |
3.5% |
16% |
False |
True |
253,439 |
| 40 |
50.00 |
40.77 |
9.23 |
21.0% |
1.51 |
3.4% |
36% |
False |
False |
163,120 |
| 60 |
51.81 |
40.77 |
11.04 |
25.1% |
1.56 |
3.5% |
30% |
False |
False |
119,832 |
| 80 |
53.39 |
40.77 |
12.62 |
28.6% |
1.52 |
3.4% |
26% |
False |
False |
94,349 |
| 100 |
53.39 |
40.77 |
12.62 |
28.6% |
1.48 |
3.4% |
26% |
False |
False |
78,719 |
| 120 |
53.39 |
39.40 |
13.99 |
31.8% |
1.46 |
3.3% |
33% |
False |
False |
67,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.09 |
|
2.618 |
48.60 |
|
1.618 |
47.07 |
|
1.000 |
46.12 |
|
0.618 |
45.54 |
|
HIGH |
44.59 |
|
0.618 |
44.01 |
|
0.500 |
43.83 |
|
0.382 |
43.64 |
|
LOW |
43.06 |
|
0.618 |
42.11 |
|
1.000 |
41.53 |
|
1.618 |
40.58 |
|
2.618 |
39.05 |
|
4.250 |
36.56 |
|
|
| Fisher Pivots for day following 20-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
43.98 |
43.99 |
| PP |
43.90 |
43.94 |
| S1 |
43.83 |
43.88 |
|