NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
50.00 |
50.58 |
0.58 |
1.2% |
49.57 |
| High |
50.59 |
51.14 |
0.55 |
1.1% |
51.60 |
| Low |
49.36 |
49.90 |
0.54 |
1.1% |
49.15 |
| Close |
50.44 |
50.35 |
-0.09 |
-0.2% |
50.35 |
| Range |
1.23 |
1.24 |
0.01 |
0.8% |
2.45 |
| ATR |
1.54 |
1.52 |
-0.02 |
-1.4% |
0.00 |
| Volume |
740,676 |
519,431 |
-221,245 |
-29.9% |
3,245,669 |
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.18 |
53.51 |
51.03 |
|
| R3 |
52.94 |
52.27 |
50.69 |
|
| R2 |
51.70 |
51.70 |
50.58 |
|
| R1 |
51.03 |
51.03 |
50.46 |
50.75 |
| PP |
50.46 |
50.46 |
50.46 |
50.32 |
| S1 |
49.79 |
49.79 |
50.24 |
49.51 |
| S2 |
49.22 |
49.22 |
50.12 |
|
| S3 |
47.98 |
48.55 |
50.01 |
|
| S4 |
46.74 |
47.31 |
49.67 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.72 |
56.48 |
51.70 |
|
| R3 |
55.27 |
54.03 |
51.02 |
|
| R2 |
52.82 |
52.82 |
50.80 |
|
| R1 |
51.58 |
51.58 |
50.57 |
52.20 |
| PP |
50.37 |
50.37 |
50.37 |
50.68 |
| S1 |
49.13 |
49.13 |
50.13 |
49.75 |
| S2 |
47.92 |
47.92 |
49.90 |
|
| S3 |
45.47 |
46.68 |
49.68 |
|
| S4 |
43.02 |
44.23 |
49.00 |
|
|
| 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% |
1.47 |
2.9% |
49% |
False |
False |
649,133 |
| 10 |
51.60 |
47.78 |
3.82 |
7.6% |
1.31 |
2.6% |
67% |
False |
False |
590,419 |
| 20 |
51.60 |
43.06 |
8.54 |
17.0% |
1.49 |
3.0% |
85% |
False |
False |
615,258 |
| 40 |
51.60 |
43.06 |
8.54 |
17.0% |
1.51 |
3.0% |
85% |
False |
False |
408,561 |
| 60 |
51.60 |
40.77 |
10.83 |
21.5% |
1.50 |
3.0% |
88% |
False |
False |
294,673 |
| 80 |
52.00 |
40.77 |
11.23 |
22.3% |
1.56 |
3.1% |
85% |
False |
False |
229,158 |
| 100 |
53.39 |
40.77 |
12.62 |
25.1% |
1.51 |
3.0% |
76% |
False |
False |
186,719 |
| 120 |
53.39 |
40.77 |
12.62 |
25.1% |
1.48 |
2.9% |
76% |
False |
False |
158,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.41 |
|
2.618 |
54.39 |
|
1.618 |
53.15 |
|
1.000 |
52.38 |
|
0.618 |
51.91 |
|
HIGH |
51.14 |
|
0.618 |
50.67 |
|
0.500 |
50.52 |
|
0.382 |
50.37 |
|
LOW |
49.90 |
|
0.618 |
49.13 |
|
1.000 |
48.66 |
|
1.618 |
47.89 |
|
2.618 |
46.65 |
|
4.250 |
44.63 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.52 |
50.32 |
| PP |
50.46 |
50.29 |
| S1 |
50.41 |
50.27 |
|