NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 04-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
48.64 |
49.21 |
0.57 |
1.2% |
45.18 |
| High |
49.60 |
49.85 |
0.25 |
0.5% |
48.90 |
| Low |
48.35 |
48.85 |
0.50 |
1.0% |
44.76 |
| Close |
49.40 |
49.30 |
-0.10 |
-0.2% |
48.82 |
| Range |
1.25 |
1.00 |
-0.25 |
-20.0% |
4.14 |
| ATR |
1.65 |
1.60 |
-0.05 |
-2.8% |
0.00 |
| Volume |
144,964 |
186,253 |
41,289 |
28.5% |
1,018,073 |
|
| Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.33 |
51.82 |
49.85 |
|
| R3 |
51.33 |
50.82 |
49.58 |
|
| R2 |
50.33 |
50.33 |
49.48 |
|
| R1 |
49.82 |
49.82 |
49.39 |
50.08 |
| PP |
49.33 |
49.33 |
49.33 |
49.46 |
| S1 |
48.82 |
48.82 |
49.21 |
49.08 |
| S2 |
48.33 |
48.33 |
49.12 |
|
| S3 |
47.33 |
47.82 |
49.03 |
|
| S4 |
46.33 |
46.82 |
48.75 |
|
|
| 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 |
49.85 |
44.94 |
4.91 |
10.0% |
1.67 |
3.4% |
89% |
True |
False |
209,061 |
| 10 |
49.85 |
44.76 |
5.09 |
10.3% |
1.62 |
3.3% |
89% |
True |
False |
198,729 |
| 20 |
49.85 |
43.77 |
6.08 |
12.3% |
1.55 |
3.1% |
91% |
True |
False |
165,103 |
| 40 |
50.59 |
43.38 |
7.21 |
14.6% |
1.55 |
3.1% |
82% |
False |
False |
124,734 |
| 60 |
50.59 |
41.58 |
9.01 |
18.3% |
1.51 |
3.1% |
86% |
False |
False |
106,317 |
| 80 |
52.40 |
41.58 |
10.82 |
21.9% |
1.58 |
3.2% |
71% |
False |
False |
98,361 |
| 100 |
53.62 |
41.58 |
12.04 |
24.4% |
1.50 |
3.0% |
64% |
False |
False |
89,242 |
| 120 |
53.62 |
41.43 |
12.19 |
24.7% |
1.54 |
3.1% |
65% |
False |
False |
84,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.10 |
|
2.618 |
52.47 |
|
1.618 |
51.47 |
|
1.000 |
50.85 |
|
0.618 |
50.47 |
|
HIGH |
49.85 |
|
0.618 |
49.47 |
|
0.500 |
49.35 |
|
0.382 |
49.23 |
|
LOW |
48.85 |
|
0.618 |
48.23 |
|
1.000 |
47.85 |
|
1.618 |
47.23 |
|
2.618 |
46.23 |
|
4.250 |
44.60 |
|
|
| Fisher Pivots for day following 04-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.35 |
49.11 |
| PP |
49.33 |
48.92 |
| S1 |
49.32 |
48.73 |
|