NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 06-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
49.26 |
49.65 |
0.39 |
0.8% |
44.62 |
| High |
49.97 |
50.63 |
0.66 |
1.3% |
48.32 |
| Low |
49.10 |
49.33 |
0.23 |
0.5% |
44.19 |
| Close |
49.83 |
50.44 |
0.61 |
1.2% |
48.24 |
| Range |
0.87 |
1.30 |
0.43 |
49.4% |
4.13 |
| ATR |
1.59 |
1.57 |
-0.02 |
-1.3% |
0.00 |
| Volume |
520,070 |
547,915 |
27,845 |
5.4% |
3,365,474 |
|
| Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.03 |
53.54 |
51.16 |
|
| R3 |
52.73 |
52.24 |
50.80 |
|
| R2 |
51.43 |
51.43 |
50.68 |
|
| R1 |
50.94 |
50.94 |
50.56 |
51.19 |
| PP |
50.13 |
50.13 |
50.13 |
50.26 |
| S1 |
49.64 |
49.64 |
50.32 |
49.89 |
| S2 |
48.83 |
48.83 |
50.20 |
|
| S3 |
47.53 |
48.34 |
50.08 |
|
| S4 |
46.23 |
47.04 |
49.73 |
|
|
| 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 |
50.63 |
47.04 |
3.59 |
7.1% |
1.13 |
2.2% |
95% |
True |
False |
507,246 |
| 10 |
50.63 |
44.19 |
6.44 |
12.8% |
1.64 |
3.2% |
97% |
True |
False |
612,358 |
| 20 |
50.63 |
43.06 |
7.57 |
15.0% |
1.50 |
3.0% |
97% |
True |
False |
526,562 |
| 40 |
50.63 |
42.64 |
7.99 |
15.8% |
1.54 |
3.0% |
98% |
True |
False |
323,253 |
| 60 |
50.63 |
40.77 |
9.86 |
19.5% |
1.48 |
2.9% |
98% |
True |
False |
233,390 |
| 80 |
52.00 |
40.77 |
11.23 |
22.3% |
1.58 |
3.1% |
86% |
False |
False |
182,462 |
| 100 |
53.39 |
40.77 |
12.62 |
25.0% |
1.49 |
2.9% |
77% |
False |
False |
148,908 |
| 120 |
53.39 |
40.77 |
12.62 |
25.0% |
1.48 |
2.9% |
77% |
False |
False |
126,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.16 |
|
2.618 |
54.03 |
|
1.618 |
52.73 |
|
1.000 |
51.93 |
|
0.618 |
51.43 |
|
HIGH |
50.63 |
|
0.618 |
50.13 |
|
0.500 |
49.98 |
|
0.382 |
49.83 |
|
LOW |
49.33 |
|
0.618 |
48.53 |
|
1.000 |
48.03 |
|
1.618 |
47.23 |
|
2.618 |
45.93 |
|
4.250 |
43.81 |
|
|
| Fisher Pivots for day following 06-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.29 |
50.11 |
| PP |
50.13 |
49.78 |
| S1 |
49.98 |
49.45 |
|