NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
44.93 |
44.93 |
0.00 |
0.0% |
46.78 |
| High |
45.65 |
45.02 |
-0.63 |
-1.4% |
47.64 |
| Low |
44.56 |
44.08 |
-0.48 |
-1.1% |
44.08 |
| Close |
45.23 |
44.36 |
-0.87 |
-1.9% |
44.36 |
| Range |
1.09 |
0.94 |
-0.15 |
-13.8% |
3.56 |
| ATR |
1.64 |
1.61 |
-0.04 |
-2.1% |
0.00 |
| Volume |
173,886 |
120,066 |
-53,820 |
-31.0% |
665,598 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.31 |
46.77 |
44.88 |
|
| R3 |
46.37 |
45.83 |
44.62 |
|
| R2 |
45.43 |
45.43 |
44.53 |
|
| R1 |
44.89 |
44.89 |
44.45 |
44.69 |
| PP |
44.49 |
44.49 |
44.49 |
44.39 |
| S1 |
43.95 |
43.95 |
44.27 |
43.75 |
| S2 |
43.55 |
43.55 |
44.19 |
|
| S3 |
42.61 |
43.01 |
44.10 |
|
| S4 |
41.67 |
42.07 |
43.84 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.04 |
53.76 |
46.32 |
|
| R3 |
52.48 |
50.20 |
45.34 |
|
| R2 |
48.92 |
48.92 |
45.01 |
|
| R1 |
46.64 |
46.64 |
44.69 |
46.00 |
| PP |
45.36 |
45.36 |
45.36 |
45.04 |
| S1 |
43.08 |
43.08 |
44.03 |
42.44 |
| S2 |
41.80 |
41.80 |
43.71 |
|
| S3 |
38.24 |
39.52 |
43.38 |
|
| S4 |
34.68 |
35.96 |
42.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.64 |
44.08 |
3.56 |
8.0% |
1.37 |
3.1% |
8% |
False |
True |
133,119 |
| 10 |
49.02 |
44.08 |
4.94 |
11.1% |
1.66 |
3.7% |
6% |
False |
True |
117,349 |
| 20 |
50.59 |
44.08 |
6.51 |
14.7% |
1.52 |
3.4% |
4% |
False |
True |
101,217 |
| 40 |
50.59 |
41.58 |
9.01 |
20.3% |
1.50 |
3.4% |
31% |
False |
False |
87,002 |
| 60 |
52.40 |
41.58 |
10.82 |
24.4% |
1.59 |
3.6% |
26% |
False |
False |
83,595 |
| 80 |
53.62 |
41.58 |
12.04 |
27.1% |
1.52 |
3.4% |
23% |
False |
False |
76,924 |
| 100 |
53.62 |
41.58 |
12.04 |
27.1% |
1.51 |
3.4% |
23% |
False |
False |
73,471 |
| 120 |
53.62 |
39.70 |
13.92 |
31.4% |
1.52 |
3.4% |
33% |
False |
False |
70,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
49.02 |
|
2.618 |
47.48 |
|
1.618 |
46.54 |
|
1.000 |
45.96 |
|
0.618 |
45.60 |
|
HIGH |
45.02 |
|
0.618 |
44.66 |
|
0.500 |
44.55 |
|
0.382 |
44.44 |
|
LOW |
44.08 |
|
0.618 |
43.50 |
|
1.000 |
43.14 |
|
1.618 |
42.56 |
|
2.618 |
41.62 |
|
4.250 |
40.09 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
44.55 |
45.28 |
| PP |
44.49 |
44.97 |
| S1 |
44.42 |
44.67 |
|