NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 22-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
44.50 |
45.62 |
1.12 |
2.5% |
46.21 |
| High |
45.65 |
46.52 |
0.87 |
1.9% |
47.07 |
| Low |
44.50 |
45.52 |
1.02 |
2.3% |
43.35 |
| Close |
45.34 |
46.32 |
0.98 |
2.2% |
43.62 |
| Range |
1.15 |
1.00 |
-0.15 |
-13.0% |
3.72 |
| ATR |
1.57 |
1.55 |
-0.03 |
-1.8% |
0.00 |
| Volume |
585,987 |
521,680 |
-64,307 |
-11.0% |
1,799,768 |
|
| Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.12 |
48.72 |
46.87 |
|
| R3 |
48.12 |
47.72 |
46.60 |
|
| R2 |
47.12 |
47.12 |
46.50 |
|
| R1 |
46.72 |
46.72 |
46.41 |
46.92 |
| PP |
46.12 |
46.12 |
46.12 |
46.22 |
| S1 |
45.72 |
45.72 |
46.23 |
45.92 |
| S2 |
45.12 |
45.12 |
46.14 |
|
| S3 |
44.12 |
44.72 |
46.05 |
|
| S4 |
43.12 |
43.72 |
45.77 |
|
|
| 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 |
46.52 |
43.06 |
3.46 |
7.5% |
1.14 |
2.5% |
94% |
True |
False |
547,706 |
| 10 |
47.99 |
43.06 |
4.93 |
10.6% |
1.36 |
2.9% |
66% |
False |
False |
440,766 |
| 20 |
49.14 |
43.06 |
6.08 |
13.1% |
1.50 |
3.2% |
54% |
False |
False |
296,810 |
| 40 |
50.00 |
40.77 |
9.23 |
19.9% |
1.50 |
3.2% |
60% |
False |
False |
188,511 |
| 60 |
51.81 |
40.77 |
11.04 |
23.8% |
1.54 |
3.3% |
50% |
False |
False |
137,460 |
| 80 |
53.39 |
40.77 |
12.62 |
27.2% |
1.52 |
3.3% |
44% |
False |
False |
107,999 |
| 100 |
53.39 |
40.77 |
12.62 |
27.2% |
1.48 |
3.2% |
44% |
False |
False |
89,533 |
| 120 |
53.39 |
39.40 |
13.99 |
30.2% |
1.46 |
3.1% |
49% |
False |
False |
76,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.77 |
|
2.618 |
49.14 |
|
1.618 |
48.14 |
|
1.000 |
47.52 |
|
0.618 |
47.14 |
|
HIGH |
46.52 |
|
0.618 |
46.14 |
|
0.500 |
46.02 |
|
0.382 |
45.90 |
|
LOW |
45.52 |
|
0.618 |
44.90 |
|
1.000 |
44.52 |
|
1.618 |
43.90 |
|
2.618 |
42.90 |
|
4.250 |
41.27 |
|
|
| Fisher Pivots for day following 22-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
46.22 |
45.81 |
| PP |
46.12 |
45.30 |
| S1 |
46.02 |
44.79 |
|