NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 30-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
47.80 |
48.38 |
0.58 |
1.2% |
45.18 |
| High |
48.90 |
48.88 |
-0.02 |
0.0% |
48.90 |
| Low |
47.16 |
47.61 |
0.45 |
1.0% |
44.76 |
| Close |
48.40 |
48.82 |
0.42 |
0.9% |
48.82 |
| Range |
1.74 |
1.27 |
-0.47 |
-27.0% |
4.14 |
| ATR |
1.71 |
1.68 |
-0.03 |
-1.8% |
0.00 |
| Volume |
241,839 |
155,198 |
-86,641 |
-35.8% |
1,018,073 |
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.25 |
51.80 |
49.52 |
|
| R3 |
50.98 |
50.53 |
49.17 |
|
| R2 |
49.71 |
49.71 |
49.05 |
|
| R1 |
49.26 |
49.26 |
48.94 |
49.49 |
| PP |
48.44 |
48.44 |
48.44 |
48.55 |
| S1 |
47.99 |
47.99 |
48.70 |
48.22 |
| S2 |
47.17 |
47.17 |
48.59 |
|
| S3 |
45.90 |
46.72 |
48.47 |
|
| S4 |
44.63 |
45.45 |
48.12 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.91 |
58.51 |
51.10 |
|
| R3 |
55.77 |
54.37 |
49.96 |
|
| R2 |
51.63 |
51.63 |
49.58 |
|
| R1 |
50.23 |
50.23 |
49.20 |
50.93 |
| PP |
47.49 |
47.49 |
47.49 |
47.85 |
| S1 |
46.09 |
46.09 |
48.44 |
46.79 |
| S2 |
43.35 |
43.35 |
48.06 |
|
| S3 |
39.21 |
41.95 |
47.68 |
|
| S4 |
35.07 |
37.81 |
46.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.90 |
44.76 |
4.14 |
8.5% |
1.92 |
3.9% |
98% |
False |
False |
203,614 |
| 10 |
48.90 |
43.77 |
5.13 |
10.5% |
1.65 |
3.4% |
98% |
False |
False |
200,441 |
| 20 |
49.02 |
43.77 |
5.25 |
10.8% |
1.65 |
3.4% |
96% |
False |
False |
158,895 |
| 40 |
50.59 |
43.37 |
7.22 |
14.8% |
1.55 |
3.2% |
75% |
False |
False |
120,705 |
| 60 |
50.59 |
41.58 |
9.01 |
18.5% |
1.51 |
3.1% |
80% |
False |
False |
103,125 |
| 80 |
53.62 |
41.58 |
12.04 |
24.7% |
1.59 |
3.3% |
60% |
False |
False |
95,648 |
| 100 |
53.62 |
41.58 |
12.04 |
24.7% |
1.51 |
3.1% |
60% |
False |
False |
87,451 |
| 120 |
53.62 |
41.43 |
12.19 |
25.0% |
1.53 |
3.1% |
61% |
False |
False |
82,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.28 |
|
2.618 |
52.20 |
|
1.618 |
50.93 |
|
1.000 |
50.15 |
|
0.618 |
49.66 |
|
HIGH |
48.88 |
|
0.618 |
48.39 |
|
0.500 |
48.25 |
|
0.382 |
48.10 |
|
LOW |
47.61 |
|
0.618 |
46.83 |
|
1.000 |
46.34 |
|
1.618 |
45.56 |
|
2.618 |
44.29 |
|
4.250 |
42.21 |
|
|
| Fisher Pivots for day following 30-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.63 |
48.19 |
| PP |
48.44 |
47.55 |
| S1 |
48.25 |
46.92 |
|