NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 04-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
48.04 |
48.65 |
0.61 |
1.3% |
44.62 |
| High |
49.02 |
49.26 |
0.24 |
0.5% |
48.32 |
| Low |
47.78 |
48.26 |
0.48 |
1.0% |
44.19 |
| Close |
48.81 |
48.69 |
-0.12 |
-0.2% |
48.24 |
| Range |
1.24 |
1.00 |
-0.24 |
-19.4% |
4.13 |
| ATR |
1.66 |
1.62 |
-0.05 |
-2.8% |
0.00 |
| Volume |
458,021 |
513,710 |
55,689 |
12.2% |
3,365,474 |
|
| Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.74 |
51.21 |
49.24 |
|
| R3 |
50.74 |
50.21 |
48.97 |
|
| R2 |
49.74 |
49.74 |
48.87 |
|
| R1 |
49.21 |
49.21 |
48.78 |
49.48 |
| PP |
48.74 |
48.74 |
48.74 |
48.87 |
| S1 |
48.21 |
48.21 |
48.60 |
48.48 |
| S2 |
47.74 |
47.74 |
48.51 |
|
| S3 |
46.74 |
47.21 |
48.42 |
|
| S4 |
45.74 |
46.21 |
48.14 |
|
|
| 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 |
49.26 |
44.35 |
4.91 |
10.1% |
1.66 |
3.4% |
88% |
True |
False |
635,865 |
| 10 |
49.26 |
44.19 |
5.07 |
10.4% |
1.63 |
3.4% |
89% |
True |
False |
616,326 |
| 20 |
49.26 |
43.06 |
6.20 |
12.7% |
1.57 |
3.2% |
91% |
True |
False |
495,584 |
| 40 |
50.00 |
42.64 |
7.36 |
15.1% |
1.56 |
3.2% |
82% |
False |
False |
301,806 |
| 60 |
50.00 |
40.77 |
9.23 |
19.0% |
1.52 |
3.1% |
86% |
False |
False |
217,572 |
| 80 |
52.00 |
40.77 |
11.23 |
23.1% |
1.57 |
3.2% |
71% |
False |
False |
169,567 |
| 100 |
53.39 |
40.77 |
12.62 |
25.9% |
1.48 |
3.0% |
63% |
False |
False |
138,569 |
| 120 |
53.39 |
40.77 |
12.62 |
25.9% |
1.50 |
3.1% |
63% |
False |
False |
117,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.51 |
|
2.618 |
51.88 |
|
1.618 |
50.88 |
|
1.000 |
50.26 |
|
0.618 |
49.88 |
|
HIGH |
49.26 |
|
0.618 |
48.88 |
|
0.500 |
48.76 |
|
0.382 |
48.64 |
|
LOW |
48.26 |
|
0.618 |
47.64 |
|
1.000 |
47.26 |
|
1.618 |
46.64 |
|
2.618 |
45.64 |
|
4.250 |
44.01 |
|
|
| Fisher Pivots for day following 04-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.76 |
48.51 |
| PP |
48.74 |
48.33 |
| S1 |
48.71 |
48.15 |
|