NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 27-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
44.62 |
45.62 |
1.00 |
2.2% |
43.70 |
| High |
46.20 |
45.96 |
-0.24 |
-0.5% |
46.55 |
| Low |
44.43 |
44.19 |
-0.24 |
-0.5% |
43.06 |
| Close |
45.93 |
44.67 |
-1.26 |
-2.7% |
44.48 |
| Range |
1.77 |
1.77 |
0.00 |
0.0% |
3.49 |
| ATR |
1.61 |
1.63 |
0.01 |
0.7% |
0.00 |
| Volume |
527,119 |
630,757 |
103,638 |
19.7% |
3,035,506 |
|
| Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.25 |
49.23 |
45.64 |
|
| R3 |
48.48 |
47.46 |
45.16 |
|
| R2 |
46.71 |
46.71 |
44.99 |
|
| R1 |
45.69 |
45.69 |
44.83 |
45.32 |
| PP |
44.94 |
44.94 |
44.94 |
44.75 |
| S1 |
43.92 |
43.92 |
44.51 |
43.55 |
| S2 |
43.17 |
43.17 |
44.35 |
|
| S3 |
41.40 |
42.15 |
44.18 |
|
| S4 |
39.63 |
40.38 |
43.70 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.17 |
53.31 |
46.40 |
|
| R3 |
51.68 |
49.82 |
45.44 |
|
| R2 |
48.19 |
48.19 |
45.12 |
|
| R1 |
46.33 |
46.33 |
44.80 |
47.26 |
| PP |
44.70 |
44.70 |
44.70 |
45.16 |
| S1 |
42.84 |
42.84 |
44.16 |
43.77 |
| S2 |
41.21 |
41.21 |
43.84 |
|
| S3 |
37.72 |
39.35 |
43.52 |
|
| S4 |
34.23 |
35.86 |
42.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
46.55 |
44.19 |
2.36 |
5.3% |
1.60 |
3.6% |
20% |
False |
True |
596,787 |
| 10 |
46.55 |
43.06 |
3.49 |
7.8% |
1.46 |
3.3% |
46% |
False |
False |
535,785 |
| 20 |
48.38 |
43.06 |
5.32 |
11.9% |
1.63 |
3.6% |
30% |
False |
False |
377,790 |
| 40 |
50.00 |
40.77 |
9.23 |
20.7% |
1.54 |
3.4% |
42% |
False |
False |
232,382 |
| 60 |
51.20 |
40.77 |
10.43 |
23.3% |
1.55 |
3.5% |
37% |
False |
False |
167,409 |
| 80 |
53.39 |
40.77 |
12.62 |
28.3% |
1.55 |
3.5% |
31% |
False |
False |
130,927 |
| 100 |
53.39 |
40.77 |
12.62 |
28.3% |
1.49 |
3.3% |
31% |
False |
False |
107,846 |
| 120 |
53.39 |
40.77 |
12.62 |
28.3% |
1.48 |
3.3% |
31% |
False |
False |
92,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.48 |
|
2.618 |
50.59 |
|
1.618 |
48.82 |
|
1.000 |
47.73 |
|
0.618 |
47.05 |
|
HIGH |
45.96 |
|
0.618 |
45.28 |
|
0.500 |
45.08 |
|
0.382 |
44.87 |
|
LOW |
44.19 |
|
0.618 |
43.10 |
|
1.000 |
42.42 |
|
1.618 |
41.33 |
|
2.618 |
39.56 |
|
4.250 |
36.67 |
|
|
| Fisher Pivots for day following 27-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.08 |
45.37 |
| PP |
44.94 |
45.14 |
| S1 |
44.81 |
44.90 |
|