NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 12-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
51.10 |
50.84 |
-0.26 |
-0.5% |
48.04 |
| High |
51.54 |
51.17 |
-0.37 |
-0.7% |
50.74 |
| Low |
50.39 |
49.89 |
-0.50 |
-1.0% |
47.78 |
| Close |
50.79 |
50.18 |
-0.61 |
-1.2% |
49.81 |
| Range |
1.15 |
1.28 |
0.13 |
11.3% |
2.96 |
| ATR |
1.59 |
1.56 |
-0.02 |
-1.4% |
0.00 |
| Volume |
765,608 |
533,884 |
-231,724 |
-30.3% |
2,658,525 |
|
| Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.25 |
53.50 |
50.88 |
|
| R3 |
52.97 |
52.22 |
50.53 |
|
| R2 |
51.69 |
51.69 |
50.41 |
|
| R1 |
50.94 |
50.94 |
50.30 |
50.68 |
| PP |
50.41 |
50.41 |
50.41 |
50.28 |
| S1 |
49.66 |
49.66 |
50.06 |
49.40 |
| S2 |
49.13 |
49.13 |
49.95 |
|
| S3 |
47.85 |
48.38 |
49.83 |
|
| S4 |
46.57 |
47.10 |
49.48 |
|
|
| 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 |
49.15 |
2.45 |
4.9% |
1.50 |
3.0% |
42% |
False |
False |
630,457 |
| 10 |
51.60 |
46.60 |
5.00 |
10.0% |
1.36 |
2.7% |
72% |
False |
False |
584,325 |
| 20 |
51.60 |
43.06 |
8.54 |
17.0% |
1.47 |
2.9% |
83% |
False |
False |
592,950 |
| 40 |
51.60 |
43.06 |
8.54 |
17.0% |
1.52 |
3.0% |
83% |
False |
False |
381,192 |
| 60 |
51.60 |
40.77 |
10.83 |
21.6% |
1.51 |
3.0% |
87% |
False |
False |
274,884 |
| 80 |
52.00 |
40.77 |
11.23 |
22.4% |
1.58 |
3.1% |
84% |
False |
False |
214,067 |
| 100 |
53.39 |
40.77 |
12.62 |
25.1% |
1.50 |
3.0% |
75% |
False |
False |
174,478 |
| 120 |
53.39 |
40.77 |
12.62 |
25.1% |
1.48 |
2.9% |
75% |
False |
False |
147,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.61 |
|
2.618 |
54.52 |
|
1.618 |
53.24 |
|
1.000 |
52.45 |
|
0.618 |
51.96 |
|
HIGH |
51.17 |
|
0.618 |
50.68 |
|
0.500 |
50.53 |
|
0.382 |
50.38 |
|
LOW |
49.89 |
|
0.618 |
49.10 |
|
1.000 |
48.61 |
|
1.618 |
47.82 |
|
2.618 |
46.54 |
|
4.250 |
44.45 |
|
|
| Fisher Pivots for day following 12-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.53 |
50.38 |
| PP |
50.41 |
50.31 |
| S1 |
50.30 |
50.25 |
|