NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 19-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
50.04 |
50.77 |
0.73 |
1.5% |
49.57 |
| High |
50.78 |
51.93 |
1.15 |
2.3% |
51.60 |
| Low |
49.76 |
50.69 |
0.93 |
1.9% |
49.15 |
| Close |
50.29 |
51.60 |
1.31 |
2.6% |
50.35 |
| Range |
1.02 |
1.24 |
0.22 |
21.6% |
2.45 |
| ATR |
1.46 |
1.47 |
0.01 |
0.9% |
0.00 |
| Volume |
192,803 |
132,427 |
-60,376 |
-31.3% |
3,245,669 |
|
| Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.13 |
54.60 |
52.28 |
|
| R3 |
53.89 |
53.36 |
51.94 |
|
| R2 |
52.65 |
52.65 |
51.83 |
|
| R1 |
52.12 |
52.12 |
51.71 |
52.39 |
| PP |
51.41 |
51.41 |
51.41 |
51.54 |
| S1 |
50.88 |
50.88 |
51.49 |
51.15 |
| S2 |
50.17 |
50.17 |
51.37 |
|
| S3 |
48.93 |
49.64 |
51.26 |
|
| S4 |
47.69 |
48.40 |
50.92 |
|
|
| 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 |
51.93 |
49.36 |
2.57 |
5.0% |
1.17 |
2.3% |
87% |
True |
False |
400,812 |
| 10 |
51.93 |
49.15 |
2.78 |
5.4% |
1.34 |
2.6% |
88% |
True |
False |
515,634 |
| 20 |
51.93 |
44.19 |
7.74 |
15.0% |
1.47 |
2.9% |
96% |
True |
False |
562,684 |
| 40 |
51.93 |
43.06 |
8.87 |
17.2% |
1.49 |
2.9% |
96% |
True |
False |
419,885 |
| 60 |
51.93 |
40.77 |
11.16 |
21.6% |
1.50 |
2.9% |
97% |
True |
False |
305,291 |
| 80 |
51.93 |
40.77 |
11.16 |
21.6% |
1.53 |
3.0% |
97% |
True |
False |
237,611 |
| 100 |
53.39 |
40.77 |
12.62 |
24.5% |
1.51 |
2.9% |
86% |
False |
False |
193,804 |
| 120 |
53.39 |
40.77 |
12.62 |
24.5% |
1.48 |
2.9% |
86% |
False |
False |
164,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.20 |
|
2.618 |
55.18 |
|
1.618 |
53.94 |
|
1.000 |
53.17 |
|
0.618 |
52.70 |
|
HIGH |
51.93 |
|
0.618 |
51.46 |
|
0.500 |
51.31 |
|
0.382 |
51.16 |
|
LOW |
50.69 |
|
0.618 |
49.92 |
|
1.000 |
49.45 |
|
1.618 |
48.68 |
|
2.618 |
47.44 |
|
4.250 |
45.42 |
|
|
| Fisher Pivots for day following 19-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.50 |
51.30 |
| PP |
51.41 |
51.00 |
| S1 |
51.31 |
50.70 |
|