NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 17-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
50.58 |
50.23 |
-0.35 |
-0.7% |
49.57 |
| High |
51.14 |
50.58 |
-0.56 |
-1.1% |
51.60 |
| Low |
49.90 |
49.47 |
-0.43 |
-0.9% |
49.15 |
| Close |
50.35 |
49.94 |
-0.41 |
-0.8% |
50.35 |
| Range |
1.24 |
1.11 |
-0.13 |
-10.5% |
2.45 |
| ATR |
1.52 |
1.49 |
-0.03 |
-1.9% |
0.00 |
| Volume |
519,431 |
418,723 |
-100,708 |
-19.4% |
3,245,669 |
|
| Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.33 |
52.74 |
50.55 |
|
| R3 |
52.22 |
51.63 |
50.25 |
|
| R2 |
51.11 |
51.11 |
50.14 |
|
| R1 |
50.52 |
50.52 |
50.04 |
50.26 |
| PP |
50.00 |
50.00 |
50.00 |
49.87 |
| S1 |
49.41 |
49.41 |
49.84 |
49.15 |
| S2 |
48.89 |
48.89 |
49.74 |
|
| S3 |
47.78 |
48.30 |
49.63 |
|
| S4 |
46.67 |
47.19 |
49.33 |
|
|
| 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 |
51.54 |
49.36 |
2.18 |
4.4% |
1.20 |
2.4% |
27% |
False |
False |
595,664 |
| 10 |
51.60 |
48.26 |
3.34 |
6.7% |
1.30 |
2.6% |
50% |
False |
False |
586,489 |
| 20 |
51.60 |
43.06 |
8.54 |
17.1% |
1.49 |
3.0% |
81% |
False |
False |
610,429 |
| 40 |
51.60 |
43.06 |
8.54 |
17.1% |
1.52 |
3.0% |
81% |
False |
False |
416,944 |
| 60 |
51.60 |
40.77 |
10.83 |
21.7% |
1.50 |
3.0% |
85% |
False |
False |
301,243 |
| 80 |
52.00 |
40.77 |
11.23 |
22.5% |
1.57 |
3.1% |
82% |
False |
False |
234,166 |
| 100 |
53.39 |
40.77 |
12.62 |
25.3% |
1.51 |
3.0% |
73% |
False |
False |
190,771 |
| 120 |
53.39 |
40.77 |
12.62 |
25.3% |
1.48 |
3.0% |
73% |
False |
False |
161,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.30 |
|
2.618 |
53.49 |
|
1.618 |
52.38 |
|
1.000 |
51.69 |
|
0.618 |
51.27 |
|
HIGH |
50.58 |
|
0.618 |
50.16 |
|
0.500 |
50.03 |
|
0.382 |
49.89 |
|
LOW |
49.47 |
|
0.618 |
48.78 |
|
1.000 |
48.36 |
|
1.618 |
47.67 |
|
2.618 |
46.56 |
|
4.250 |
44.75 |
|
|
| Fisher Pivots for day following 17-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.03 |
50.25 |
| PP |
50.00 |
50.15 |
| S1 |
49.97 |
50.04 |
|