NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 18-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
50.65 |
50.45 |
-0.20 |
-0.4% |
50.10 |
| High |
51.00 |
51.10 |
0.10 |
0.2% |
52.16 |
| Low |
49.90 |
50.13 |
0.23 |
0.5% |
49.71 |
| Close |
50.37 |
50.62 |
0.25 |
0.5% |
50.75 |
| Range |
1.10 |
0.97 |
-0.13 |
-11.8% |
2.45 |
| ATR |
1.47 |
1.44 |
-0.04 |
-2.4% |
0.00 |
| Volume |
310,442 |
380,490 |
70,048 |
22.6% |
1,950,452 |
|
| Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.53 |
53.04 |
51.15 |
|
| R3 |
52.56 |
52.07 |
50.89 |
|
| R2 |
51.59 |
51.59 |
50.80 |
|
| R1 |
51.10 |
51.10 |
50.71 |
51.35 |
| PP |
50.62 |
50.62 |
50.62 |
50.74 |
| S1 |
50.13 |
50.13 |
50.53 |
50.38 |
| S2 |
49.65 |
49.65 |
50.44 |
|
| S3 |
48.68 |
49.16 |
50.35 |
|
| S4 |
47.71 |
48.19 |
50.09 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.22 |
56.94 |
52.10 |
|
| R3 |
55.77 |
54.49 |
51.42 |
|
| R2 |
53.32 |
53.32 |
51.20 |
|
| R1 |
52.04 |
52.04 |
50.97 |
52.68 |
| PP |
50.87 |
50.87 |
50.87 |
51.20 |
| S1 |
49.59 |
49.59 |
50.53 |
50.23 |
| S2 |
48.42 |
48.42 |
50.30 |
|
| S3 |
45.97 |
47.14 |
50.08 |
|
| S4 |
43.52 |
44.69 |
49.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.60 |
49.79 |
1.81 |
3.6% |
1.14 |
2.3% |
46% |
False |
False |
358,765 |
| 10 |
52.16 |
49.68 |
2.48 |
4.9% |
1.28 |
2.5% |
38% |
False |
False |
337,021 |
| 20 |
52.16 |
44.76 |
7.40 |
14.6% |
1.45 |
2.9% |
79% |
False |
False |
267,875 |
| 40 |
52.16 |
43.77 |
8.39 |
16.6% |
1.49 |
2.9% |
82% |
False |
False |
189,211 |
| 60 |
52.16 |
41.58 |
10.58 |
20.9% |
1.48 |
2.9% |
85% |
False |
False |
151,510 |
| 80 |
52.30 |
41.58 |
10.72 |
21.2% |
1.53 |
3.0% |
84% |
False |
False |
131,819 |
| 100 |
53.62 |
41.58 |
12.04 |
23.8% |
1.52 |
3.0% |
75% |
False |
False |
117,463 |
| 120 |
53.62 |
41.58 |
12.04 |
23.8% |
1.50 |
3.0% |
75% |
False |
False |
107,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.22 |
|
2.618 |
53.64 |
|
1.618 |
52.67 |
|
1.000 |
52.07 |
|
0.618 |
51.70 |
|
HIGH |
51.10 |
|
0.618 |
50.73 |
|
0.500 |
50.62 |
|
0.382 |
50.50 |
|
LOW |
50.13 |
|
0.618 |
49.53 |
|
1.000 |
49.16 |
|
1.618 |
48.56 |
|
2.618 |
47.59 |
|
4.250 |
46.01 |
|
|
| Fisher Pivots for day following 18-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.62 |
50.71 |
| PP |
50.62 |
50.68 |
| S1 |
50.62 |
50.65 |
|