NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
47.20 |
46.17 |
-1.03 |
-2.2% |
45.37 |
| High |
47.27 |
46.48 |
-0.79 |
-1.7% |
49.02 |
| Low |
46.00 |
44.63 |
-1.37 |
-3.0% |
45.09 |
| Close |
46.12 |
44.78 |
-1.34 |
-2.9% |
47.07 |
| Range |
1.27 |
1.85 |
0.58 |
45.7% |
3.93 |
| ATR |
1.67 |
1.69 |
0.01 |
0.8% |
0.00 |
| Volume |
128,311 |
133,373 |
5,062 |
3.9% |
423,484 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.85 |
49.66 |
45.80 |
|
| R3 |
49.00 |
47.81 |
45.29 |
|
| R2 |
47.15 |
47.15 |
45.12 |
|
| R1 |
45.96 |
45.96 |
44.95 |
45.63 |
| PP |
45.30 |
45.30 |
45.30 |
45.13 |
| S1 |
44.11 |
44.11 |
44.61 |
43.78 |
| S2 |
43.45 |
43.45 |
44.44 |
|
| S3 |
41.60 |
42.26 |
44.27 |
|
| S4 |
39.75 |
40.41 |
43.76 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.85 |
56.89 |
49.23 |
|
| R3 |
54.92 |
52.96 |
48.15 |
|
| R2 |
50.99 |
50.99 |
47.79 |
|
| R1 |
49.03 |
49.03 |
47.43 |
50.01 |
| PP |
47.06 |
47.06 |
47.06 |
47.55 |
| S1 |
45.10 |
45.10 |
46.71 |
46.08 |
| S2 |
43.13 |
43.13 |
46.35 |
|
| S3 |
39.20 |
41.17 |
45.99 |
|
| S4 |
35.27 |
37.24 |
44.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.02 |
44.63 |
4.39 |
9.8% |
1.73 |
3.9% |
3% |
False |
True |
119,653 |
| 10 |
49.02 |
44.19 |
4.83 |
10.8% |
1.85 |
4.1% |
12% |
False |
False |
110,300 |
| 20 |
50.59 |
44.19 |
6.40 |
14.3% |
1.56 |
3.5% |
9% |
False |
False |
96,107 |
| 40 |
50.59 |
41.58 |
9.01 |
20.1% |
1.53 |
3.4% |
36% |
False |
False |
82,924 |
| 60 |
52.40 |
41.58 |
10.82 |
24.2% |
1.62 |
3.6% |
30% |
False |
False |
81,427 |
| 80 |
53.62 |
41.58 |
12.04 |
26.9% |
1.53 |
3.4% |
27% |
False |
False |
74,455 |
| 100 |
53.62 |
41.58 |
12.04 |
26.9% |
1.52 |
3.4% |
27% |
False |
False |
71,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.34 |
|
2.618 |
51.32 |
|
1.618 |
49.47 |
|
1.000 |
48.33 |
|
0.618 |
47.62 |
|
HIGH |
46.48 |
|
0.618 |
45.77 |
|
0.500 |
45.56 |
|
0.382 |
45.34 |
|
LOW |
44.63 |
|
0.618 |
43.49 |
|
1.000 |
42.78 |
|
1.618 |
41.64 |
|
2.618 |
39.79 |
|
4.250 |
36.77 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.56 |
46.14 |
| PP |
45.30 |
45.68 |
| S1 |
45.04 |
45.23 |
|