NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 05-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2016 |
05-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
49.21 |
49.82 |
0.61 |
1.2% |
45.18 |
| High |
49.85 |
50.52 |
0.67 |
1.3% |
48.90 |
| Low |
48.85 |
49.68 |
0.83 |
1.7% |
44.76 |
| Close |
49.30 |
50.38 |
1.08 |
2.2% |
48.82 |
| Range |
1.00 |
0.84 |
-0.16 |
-16.0% |
4.14 |
| ATR |
1.60 |
1.58 |
-0.03 |
-1.7% |
0.00 |
| Volume |
186,253 |
197,367 |
11,114 |
6.0% |
1,018,073 |
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.71 |
52.39 |
50.84 |
|
| R3 |
51.87 |
51.55 |
50.61 |
|
| R2 |
51.03 |
51.03 |
50.53 |
|
| R1 |
50.71 |
50.71 |
50.46 |
50.87 |
| PP |
50.19 |
50.19 |
50.19 |
50.28 |
| S1 |
49.87 |
49.87 |
50.30 |
50.03 |
| S2 |
49.35 |
49.35 |
50.23 |
|
| S3 |
48.51 |
49.03 |
50.15 |
|
| S4 |
47.67 |
48.19 |
49.92 |
|
|
| 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 |
50.52 |
47.16 |
3.36 |
6.7% |
1.22 |
2.4% |
96% |
True |
False |
185,124 |
| 10 |
50.52 |
44.76 |
5.76 |
11.4% |
1.60 |
3.2% |
98% |
True |
False |
196,650 |
| 20 |
50.52 |
43.77 |
6.75 |
13.4% |
1.51 |
3.0% |
98% |
True |
False |
171,261 |
| 40 |
50.59 |
43.38 |
7.21 |
14.3% |
1.54 |
3.1% |
97% |
False |
False |
127,971 |
| 60 |
50.59 |
41.58 |
9.01 |
17.9% |
1.49 |
2.9% |
98% |
False |
False |
107,910 |
| 80 |
52.40 |
41.58 |
10.82 |
21.5% |
1.58 |
3.1% |
81% |
False |
False |
100,237 |
| 100 |
53.62 |
41.58 |
12.04 |
23.9% |
1.50 |
3.0% |
73% |
False |
False |
90,685 |
| 120 |
53.62 |
41.43 |
12.19 |
24.2% |
1.53 |
3.0% |
73% |
False |
False |
85,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.09 |
|
2.618 |
52.72 |
|
1.618 |
51.88 |
|
1.000 |
51.36 |
|
0.618 |
51.04 |
|
HIGH |
50.52 |
|
0.618 |
50.20 |
|
0.500 |
50.10 |
|
0.382 |
50.00 |
|
LOW |
49.68 |
|
0.618 |
49.16 |
|
1.000 |
48.84 |
|
1.618 |
48.32 |
|
2.618 |
47.48 |
|
4.250 |
46.11 |
|
|
| Fisher Pivots for day following 05-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.29 |
50.07 |
| PP |
50.19 |
49.75 |
| S1 |
50.10 |
49.44 |
|