NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 11-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
49.57 |
51.10 |
1.53 |
3.1% |
48.04 |
| High |
51.60 |
51.54 |
-0.06 |
-0.1% |
50.74 |
| Low |
49.15 |
50.39 |
1.24 |
2.5% |
47.78 |
| Close |
51.35 |
50.79 |
-0.56 |
-1.1% |
49.81 |
| Range |
2.45 |
1.15 |
-1.30 |
-53.1% |
2.96 |
| ATR |
1.62 |
1.59 |
-0.03 |
-2.1% |
0.00 |
| Volume |
686,070 |
765,608 |
79,538 |
11.6% |
2,658,525 |
|
| Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.36 |
53.72 |
51.42 |
|
| R3 |
53.21 |
52.57 |
51.11 |
|
| R2 |
52.06 |
52.06 |
51.00 |
|
| R1 |
51.42 |
51.42 |
50.90 |
51.17 |
| PP |
50.91 |
50.91 |
50.91 |
50.78 |
| S1 |
50.27 |
50.27 |
50.68 |
50.02 |
| S2 |
49.76 |
49.76 |
50.58 |
|
| S3 |
48.61 |
49.12 |
50.47 |
|
| S4 |
47.46 |
47.97 |
50.16 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.32 |
57.03 |
51.44 |
|
| R3 |
55.36 |
54.07 |
50.62 |
|
| R2 |
52.40 |
52.40 |
50.35 |
|
| R1 |
51.11 |
51.11 |
50.08 |
51.76 |
| PP |
49.44 |
49.44 |
49.44 |
49.77 |
| S1 |
48.15 |
48.15 |
49.54 |
48.80 |
| S2 |
46.48 |
46.48 |
49.27 |
|
| S3 |
43.52 |
45.19 |
49.00 |
|
| S4 |
40.56 |
42.23 |
48.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.60 |
49.10 |
2.50 |
4.9% |
1.42 |
2.8% |
68% |
False |
False |
627,694 |
| 10 |
51.60 |
44.35 |
7.25 |
14.3% |
1.54 |
3.0% |
89% |
False |
False |
631,780 |
| 20 |
51.60 |
43.06 |
8.54 |
16.8% |
1.50 |
3.0% |
91% |
False |
False |
583,782 |
| 40 |
51.60 |
43.06 |
8.54 |
16.8% |
1.52 |
3.0% |
91% |
False |
False |
369,215 |
| 60 |
51.60 |
40.77 |
10.83 |
21.3% |
1.50 |
3.0% |
93% |
False |
False |
266,473 |
| 80 |
52.00 |
40.77 |
11.23 |
22.1% |
1.58 |
3.1% |
89% |
False |
False |
207,595 |
| 100 |
53.39 |
40.77 |
12.62 |
24.8% |
1.50 |
3.0% |
79% |
False |
False |
169,251 |
| 120 |
53.39 |
40.77 |
12.62 |
24.8% |
1.48 |
2.9% |
79% |
False |
False |
143,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.43 |
|
2.618 |
54.55 |
|
1.618 |
53.40 |
|
1.000 |
52.69 |
|
0.618 |
52.25 |
|
HIGH |
51.54 |
|
0.618 |
51.10 |
|
0.500 |
50.97 |
|
0.382 |
50.83 |
|
LOW |
50.39 |
|
0.618 |
49.68 |
|
1.000 |
49.24 |
|
1.618 |
48.53 |
|
2.618 |
47.38 |
|
4.250 |
45.50 |
|
|
| Fisher Pivots for day following 11-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.97 |
50.65 |
| PP |
50.91 |
50.51 |
| S1 |
50.85 |
50.38 |
|