NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 28-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
45.62 |
44.96 |
-0.66 |
-1.4% |
43.70 |
| High |
45.96 |
47.45 |
1.49 |
3.2% |
46.55 |
| Low |
44.19 |
44.35 |
0.16 |
0.4% |
43.06 |
| Close |
44.67 |
47.05 |
2.38 |
5.3% |
44.48 |
| Range |
1.77 |
3.10 |
1.33 |
75.1% |
3.49 |
| ATR |
1.63 |
1.73 |
0.11 |
6.5% |
0.00 |
| Volume |
630,757 |
1,008,434 |
377,677 |
59.9% |
3,035,506 |
|
| Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.58 |
54.42 |
48.76 |
|
| R3 |
52.48 |
51.32 |
47.90 |
|
| R2 |
49.38 |
49.38 |
47.62 |
|
| R1 |
48.22 |
48.22 |
47.33 |
48.80 |
| PP |
46.28 |
46.28 |
46.28 |
46.58 |
| S1 |
45.12 |
45.12 |
46.77 |
45.70 |
| S2 |
43.18 |
43.18 |
46.48 |
|
| S3 |
40.08 |
42.02 |
46.20 |
|
| S4 |
36.98 |
38.92 |
45.35 |
|
|
| 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 |
47.45 |
44.19 |
3.26 |
6.9% |
1.99 |
4.2% |
88% |
True |
False |
681,277 |
| 10 |
47.45 |
43.06 |
4.39 |
9.3% |
1.58 |
3.4% |
91% |
True |
False |
601,575 |
| 20 |
48.38 |
43.06 |
5.32 |
11.3% |
1.72 |
3.7% |
75% |
False |
False |
422,426 |
| 40 |
50.00 |
40.77 |
9.23 |
19.6% |
1.58 |
3.4% |
68% |
False |
False |
256,512 |
| 60 |
50.10 |
40.77 |
9.33 |
19.8% |
1.56 |
3.3% |
67% |
False |
False |
183,706 |
| 80 |
53.39 |
40.77 |
12.62 |
26.8% |
1.58 |
3.3% |
50% |
False |
False |
143,352 |
| 100 |
53.39 |
40.77 |
12.62 |
26.8% |
1.50 |
3.2% |
50% |
False |
False |
117,771 |
| 120 |
53.39 |
40.77 |
12.62 |
26.8% |
1.49 |
3.2% |
50% |
False |
False |
100,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.63 |
|
2.618 |
55.57 |
|
1.618 |
52.47 |
|
1.000 |
50.55 |
|
0.618 |
49.37 |
|
HIGH |
47.45 |
|
0.618 |
46.27 |
|
0.500 |
45.90 |
|
0.382 |
45.53 |
|
LOW |
44.35 |
|
0.618 |
42.43 |
|
1.000 |
41.25 |
|
1.618 |
39.33 |
|
2.618 |
36.23 |
|
4.250 |
31.18 |
|
|
| Fisher Pivots for day following 28-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
46.67 |
46.64 |
| PP |
46.28 |
46.23 |
| S1 |
45.90 |
45.82 |
|