NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 28-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
46.16 |
45.50 |
-0.66 |
-1.4% |
44.47 |
| High |
46.51 |
48.04 |
1.53 |
3.3% |
47.13 |
| Low |
44.76 |
44.94 |
0.18 |
0.4% |
43.77 |
| Close |
45.24 |
47.65 |
2.41 |
5.3% |
45.07 |
| Range |
1.75 |
3.10 |
1.35 |
77.1% |
3.36 |
| ATR |
1.60 |
1.71 |
0.11 |
6.7% |
0.00 |
| Volume |
157,518 |
317,053 |
159,535 |
101.3% |
986,346 |
|
| Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.18 |
55.01 |
49.36 |
|
| R3 |
53.08 |
51.91 |
48.50 |
|
| R2 |
49.98 |
49.98 |
48.22 |
|
| R1 |
48.81 |
48.81 |
47.93 |
49.40 |
| PP |
46.88 |
46.88 |
46.88 |
47.17 |
| S1 |
45.71 |
45.71 |
47.37 |
46.30 |
| S2 |
43.78 |
43.78 |
47.08 |
|
| S3 |
40.68 |
42.61 |
46.80 |
|
| S4 |
37.58 |
39.51 |
45.95 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.40 |
53.60 |
46.92 |
|
| R3 |
52.04 |
50.24 |
45.99 |
|
| R2 |
48.68 |
48.68 |
45.69 |
|
| R1 |
46.88 |
46.88 |
45.38 |
47.78 |
| PP |
45.32 |
45.32 |
45.32 |
45.78 |
| S1 |
43.52 |
43.52 |
44.76 |
44.42 |
| S2 |
41.96 |
41.96 |
44.45 |
|
| S3 |
38.60 |
40.16 |
44.15 |
|
| S4 |
35.24 |
36.80 |
43.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.04 |
44.76 |
3.28 |
6.9% |
1.98 |
4.2% |
88% |
True |
False |
208,176 |
| 10 |
48.04 |
43.77 |
4.27 |
9.0% |
1.55 |
3.2% |
91% |
True |
False |
190,133 |
| 20 |
49.02 |
43.77 |
5.25 |
11.0% |
1.70 |
3.6% |
74% |
False |
False |
150,217 |
| 40 |
50.59 |
41.58 |
9.01 |
18.9% |
1.57 |
3.3% |
67% |
False |
False |
115,041 |
| 60 |
50.63 |
41.58 |
9.05 |
19.0% |
1.55 |
3.2% |
67% |
False |
False |
99,876 |
| 80 |
53.62 |
41.58 |
12.04 |
25.3% |
1.58 |
3.3% |
50% |
False |
False |
92,235 |
| 100 |
53.62 |
41.58 |
12.04 |
25.3% |
1.52 |
3.2% |
50% |
False |
False |
84,940 |
| 120 |
53.62 |
41.43 |
12.19 |
25.6% |
1.54 |
3.2% |
51% |
False |
False |
80,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.22 |
|
2.618 |
56.16 |
|
1.618 |
53.06 |
|
1.000 |
51.14 |
|
0.618 |
49.96 |
|
HIGH |
48.04 |
|
0.618 |
46.86 |
|
0.500 |
46.49 |
|
0.382 |
46.12 |
|
LOW |
44.94 |
|
0.618 |
43.02 |
|
1.000 |
41.84 |
|
1.618 |
39.92 |
|
2.618 |
36.82 |
|
4.250 |
31.77 |
|
|
| Fisher Pivots for day following 28-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
47.26 |
47.23 |
| PP |
46.88 |
46.82 |
| S1 |
46.49 |
46.40 |
|