NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 03-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
03-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
48.38 |
48.64 |
0.26 |
0.5% |
45.18 |
| High |
48.88 |
49.60 |
0.72 |
1.5% |
48.90 |
| Low |
47.61 |
48.35 |
0.74 |
1.6% |
44.76 |
| Close |
48.82 |
49.40 |
0.58 |
1.2% |
48.82 |
| Range |
1.27 |
1.25 |
-0.02 |
-1.6% |
4.14 |
| ATR |
1.68 |
1.65 |
-0.03 |
-1.8% |
0.00 |
| Volume |
155,198 |
144,964 |
-10,234 |
-6.6% |
1,018,073 |
|
| Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.87 |
52.38 |
50.09 |
|
| R3 |
51.62 |
51.13 |
49.74 |
|
| R2 |
50.37 |
50.37 |
49.63 |
|
| R1 |
49.88 |
49.88 |
49.51 |
50.13 |
| PP |
49.12 |
49.12 |
49.12 |
49.24 |
| S1 |
48.63 |
48.63 |
49.29 |
48.88 |
| S2 |
47.87 |
47.87 |
49.17 |
|
| S3 |
46.62 |
47.38 |
49.06 |
|
| S4 |
45.37 |
46.13 |
48.71 |
|
|
| 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 |
49.60 |
44.76 |
4.84 |
9.8% |
1.82 |
3.7% |
96% |
True |
False |
203,314 |
| 10 |
49.60 |
43.77 |
5.83 |
11.8% |
1.67 |
3.4% |
97% |
True |
False |
203,999 |
| 20 |
49.60 |
43.77 |
5.83 |
11.8% |
1.64 |
3.3% |
97% |
True |
False |
161,923 |
| 40 |
50.59 |
43.38 |
7.21 |
14.6% |
1.56 |
3.2% |
83% |
False |
False |
122,571 |
| 60 |
50.59 |
41.58 |
9.01 |
18.2% |
1.51 |
3.1% |
87% |
False |
False |
104,623 |
| 80 |
52.82 |
41.58 |
11.24 |
22.8% |
1.59 |
3.2% |
70% |
False |
False |
96,735 |
| 100 |
53.62 |
41.58 |
12.04 |
24.4% |
1.50 |
3.0% |
65% |
False |
False |
88,038 |
| 120 |
53.62 |
41.43 |
12.19 |
24.7% |
1.54 |
3.1% |
65% |
False |
False |
83,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.91 |
|
2.618 |
52.87 |
|
1.618 |
51.62 |
|
1.000 |
50.85 |
|
0.618 |
50.37 |
|
HIGH |
49.60 |
|
0.618 |
49.12 |
|
0.500 |
48.98 |
|
0.382 |
48.83 |
|
LOW |
48.35 |
|
0.618 |
47.58 |
|
1.000 |
47.10 |
|
1.618 |
46.33 |
|
2.618 |
45.08 |
|
4.250 |
43.04 |
|
|
| Fisher Pivots for day following 03-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.26 |
49.06 |
| PP |
49.12 |
48.72 |
| S1 |
48.98 |
48.38 |
|