NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 11-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
50.10 |
51.80 |
1.70 |
3.4% |
48.64 |
| High |
52.16 |
52.01 |
-0.15 |
-0.3% |
51.30 |
| Low |
49.71 |
50.88 |
1.17 |
2.4% |
48.35 |
| Close |
51.87 |
51.24 |
-0.63 |
-1.2% |
50.38 |
| Range |
2.45 |
1.13 |
-1.32 |
-53.9% |
2.95 |
| ATR |
1.61 |
1.57 |
-0.03 |
-2.1% |
0.00 |
| Volume |
378,507 |
469,052 |
90,545 |
23.9% |
1,060,050 |
|
| Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.77 |
54.13 |
51.86 |
|
| R3 |
53.64 |
53.00 |
51.55 |
|
| R2 |
52.51 |
52.51 |
51.45 |
|
| R1 |
51.87 |
51.87 |
51.34 |
51.63 |
| PP |
51.38 |
51.38 |
51.38 |
51.25 |
| S1 |
50.74 |
50.74 |
51.14 |
50.50 |
| S2 |
50.25 |
50.25 |
51.03 |
|
| S3 |
49.12 |
49.61 |
50.93 |
|
| S4 |
47.99 |
48.48 |
50.62 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.86 |
57.57 |
52.00 |
|
| R3 |
55.91 |
54.62 |
51.19 |
|
| R2 |
52.96 |
52.96 |
50.92 |
|
| R1 |
51.67 |
51.67 |
50.65 |
52.32 |
| PP |
50.01 |
50.01 |
50.01 |
50.33 |
| S1 |
48.72 |
48.72 |
50.11 |
49.37 |
| S2 |
47.06 |
47.06 |
49.84 |
|
| S3 |
44.11 |
45.77 |
49.57 |
|
| S4 |
41.16 |
42.82 |
48.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.16 |
49.68 |
2.48 |
4.8% |
1.41 |
2.8% |
63% |
False |
False |
315,278 |
| 10 |
52.16 |
44.94 |
7.22 |
14.1% |
1.54 |
3.0% |
87% |
False |
False |
262,169 |
| 20 |
52.16 |
43.77 |
8.39 |
16.4% |
1.48 |
2.9% |
89% |
False |
False |
216,967 |
| 40 |
52.16 |
43.77 |
8.39 |
16.4% |
1.51 |
2.9% |
89% |
False |
False |
154,732 |
| 60 |
52.16 |
41.58 |
10.58 |
20.6% |
1.50 |
2.9% |
91% |
False |
False |
126,298 |
| 80 |
52.40 |
41.58 |
10.82 |
21.1% |
1.58 |
3.1% |
89% |
False |
False |
114,246 |
| 100 |
53.62 |
41.58 |
12.04 |
23.5% |
1.51 |
3.0% |
80% |
False |
False |
101,952 |
| 120 |
53.62 |
41.58 |
12.04 |
23.5% |
1.51 |
2.9% |
80% |
False |
False |
94,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.81 |
|
2.618 |
54.97 |
|
1.618 |
53.84 |
|
1.000 |
53.14 |
|
0.618 |
52.71 |
|
HIGH |
52.01 |
|
0.618 |
51.58 |
|
0.500 |
51.45 |
|
0.382 |
51.31 |
|
LOW |
50.88 |
|
0.618 |
50.18 |
|
1.000 |
49.75 |
|
1.618 |
49.05 |
|
2.618 |
47.92 |
|
4.250 |
46.08 |
|
|
| Fisher Pivots for day following 11-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.45 |
51.14 |
| PP |
51.38 |
51.04 |
| S1 |
51.31 |
50.94 |
|