NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 19-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
50.45 |
51.09 |
0.64 |
1.3% |
50.10 |
| High |
51.10 |
52.22 |
1.12 |
2.2% |
52.16 |
| Low |
50.13 |
51.01 |
0.88 |
1.8% |
49.71 |
| Close |
50.62 |
51.82 |
1.20 |
2.4% |
50.75 |
| Range |
0.97 |
1.21 |
0.24 |
24.7% |
2.45 |
| ATR |
1.44 |
1.45 |
0.01 |
0.8% |
0.00 |
| Volume |
380,490 |
631,938 |
251,448 |
66.1% |
1,950,452 |
|
| Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.31 |
54.78 |
52.49 |
|
| R3 |
54.10 |
53.57 |
52.15 |
|
| R2 |
52.89 |
52.89 |
52.04 |
|
| R1 |
52.36 |
52.36 |
51.93 |
52.63 |
| PP |
51.68 |
51.68 |
51.68 |
51.82 |
| S1 |
51.15 |
51.15 |
51.71 |
51.42 |
| S2 |
50.47 |
50.47 |
51.60 |
|
| S3 |
49.26 |
49.94 |
51.49 |
|
| S4 |
48.05 |
48.73 |
51.15 |
|
|
| 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 |
52.22 |
49.79 |
2.43 |
4.7% |
1.14 |
2.2% |
84% |
True |
False |
429,494 |
| 10 |
52.22 |
49.71 |
2.51 |
4.8% |
1.32 |
2.5% |
84% |
True |
False |
380,478 |
| 20 |
52.22 |
44.76 |
7.46 |
14.4% |
1.46 |
2.8% |
95% |
True |
False |
288,564 |
| 40 |
52.22 |
43.77 |
8.45 |
16.3% |
1.47 |
2.8% |
95% |
True |
False |
202,671 |
| 60 |
52.22 |
41.58 |
10.64 |
20.5% |
1.49 |
2.9% |
96% |
True |
False |
160,800 |
| 80 |
52.30 |
41.58 |
10.72 |
20.7% |
1.52 |
2.9% |
96% |
False |
False |
138,777 |
| 100 |
53.62 |
41.58 |
12.04 |
23.2% |
1.52 |
2.9% |
85% |
False |
False |
123,428 |
| 120 |
53.62 |
41.58 |
12.04 |
23.2% |
1.50 |
2.9% |
85% |
False |
False |
112,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.36 |
|
2.618 |
55.39 |
|
1.618 |
54.18 |
|
1.000 |
53.43 |
|
0.618 |
52.97 |
|
HIGH |
52.22 |
|
0.618 |
51.76 |
|
0.500 |
51.62 |
|
0.382 |
51.47 |
|
LOW |
51.01 |
|
0.618 |
50.26 |
|
1.000 |
49.80 |
|
1.618 |
49.05 |
|
2.618 |
47.84 |
|
4.250 |
45.87 |
|
|
| Fisher Pivots for day following 19-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.75 |
51.57 |
| PP |
51.68 |
51.31 |
| S1 |
51.62 |
51.06 |
|