NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 30-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
47.20 |
47.76 |
0.56 |
1.2% |
44.62 |
| High |
48.32 |
48.30 |
-0.02 |
0.0% |
48.32 |
| Low |
46.60 |
47.04 |
0.44 |
0.9% |
44.19 |
| Close |
47.83 |
48.24 |
0.41 |
0.9% |
48.24 |
| Range |
1.72 |
1.26 |
-0.46 |
-26.7% |
4.13 |
| ATR |
1.73 |
1.70 |
-0.03 |
-1.9% |
0.00 |
| Volume |
702,649 |
496,515 |
-206,134 |
-29.3% |
3,365,474 |
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.64 |
51.20 |
48.93 |
|
| R3 |
50.38 |
49.94 |
48.59 |
|
| R2 |
49.12 |
49.12 |
48.47 |
|
| R1 |
48.68 |
48.68 |
48.36 |
48.90 |
| PP |
47.86 |
47.86 |
47.86 |
47.97 |
| S1 |
47.42 |
47.42 |
48.12 |
47.64 |
| S2 |
46.60 |
46.60 |
48.01 |
|
| S3 |
45.34 |
46.16 |
47.89 |
|
| S4 |
44.08 |
44.90 |
47.55 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.31 |
57.90 |
50.51 |
|
| R3 |
55.18 |
53.77 |
49.38 |
|
| R2 |
51.05 |
51.05 |
49.00 |
|
| R1 |
49.64 |
49.64 |
48.62 |
50.35 |
| PP |
46.92 |
46.92 |
46.92 |
47.27 |
| S1 |
45.51 |
45.51 |
47.86 |
46.22 |
| S2 |
42.79 |
42.79 |
47.48 |
|
| S3 |
38.66 |
41.38 |
47.10 |
|
| S4 |
34.53 |
37.25 |
45.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.32 |
44.19 |
4.13 |
8.6% |
1.92 |
4.0% |
98% |
False |
False |
673,094 |
| 10 |
48.32 |
43.06 |
5.26 |
10.9% |
1.67 |
3.5% |
98% |
False |
False |
640,098 |
| 20 |
48.38 |
43.06 |
5.32 |
11.0% |
1.67 |
3.5% |
97% |
False |
False |
466,692 |
| 40 |
50.00 |
42.63 |
7.37 |
15.3% |
1.56 |
3.2% |
76% |
False |
False |
283,017 |
| 60 |
50.00 |
40.77 |
9.23 |
19.1% |
1.52 |
3.1% |
81% |
False |
False |
202,582 |
| 80 |
53.39 |
40.77 |
12.62 |
26.2% |
1.58 |
3.3% |
59% |
False |
False |
157,922 |
| 100 |
53.39 |
40.77 |
12.62 |
26.2% |
1.50 |
3.1% |
59% |
False |
False |
129,305 |
| 120 |
53.39 |
40.77 |
12.62 |
26.2% |
1.49 |
3.1% |
59% |
False |
False |
110,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.66 |
|
2.618 |
51.60 |
|
1.618 |
50.34 |
|
1.000 |
49.56 |
|
0.618 |
49.08 |
|
HIGH |
48.30 |
|
0.618 |
47.82 |
|
0.500 |
47.67 |
|
0.382 |
47.52 |
|
LOW |
47.04 |
|
0.618 |
46.26 |
|
1.000 |
45.78 |
|
1.618 |
45.00 |
|
2.618 |
43.74 |
|
4.250 |
41.69 |
|
|
| Fisher Pivots for day following 30-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.05 |
47.61 |
| PP |
47.86 |
46.97 |
| S1 |
47.67 |
46.34 |
|