NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 21-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
51.58 |
50.66 |
-0.92 |
-1.8% |
50.65 |
| High |
51.83 |
51.02 |
-0.81 |
-1.6% |
52.22 |
| Low |
50.44 |
50.21 |
-0.23 |
-0.5% |
49.90 |
| Close |
50.63 |
50.85 |
0.22 |
0.4% |
50.85 |
| Range |
1.39 |
0.81 |
-0.58 |
-41.7% |
2.32 |
| ATR |
1.44 |
1.40 |
-0.05 |
-3.1% |
0.00 |
| Volume |
548,947 |
551,300 |
2,353 |
0.4% |
2,423,117 |
|
| Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.12 |
52.80 |
51.30 |
|
| R3 |
52.31 |
51.99 |
51.07 |
|
| R2 |
51.50 |
51.50 |
51.00 |
|
| R1 |
51.18 |
51.18 |
50.92 |
51.34 |
| PP |
50.69 |
50.69 |
50.69 |
50.78 |
| S1 |
50.37 |
50.37 |
50.78 |
50.53 |
| S2 |
49.88 |
49.88 |
50.70 |
|
| S3 |
49.07 |
49.56 |
50.63 |
|
| S4 |
48.26 |
48.75 |
50.40 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.95 |
56.72 |
52.13 |
|
| R3 |
55.63 |
54.40 |
51.49 |
|
| R2 |
53.31 |
53.31 |
51.28 |
|
| R1 |
52.08 |
52.08 |
51.06 |
52.70 |
| PP |
50.99 |
50.99 |
50.99 |
51.30 |
| S1 |
49.76 |
49.76 |
50.64 |
50.38 |
| S2 |
48.67 |
48.67 |
50.42 |
|
| S3 |
46.35 |
47.44 |
50.21 |
|
| S4 |
44.03 |
45.12 |
49.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.22 |
49.90 |
2.32 |
4.6% |
1.10 |
2.2% |
41% |
False |
False |
484,623 |
| 10 |
52.22 |
49.71 |
2.51 |
4.9% |
1.27 |
2.5% |
45% |
False |
False |
437,356 |
| 20 |
52.22 |
44.76 |
7.46 |
14.7% |
1.40 |
2.8% |
82% |
False |
False |
322,584 |
| 40 |
52.22 |
43.77 |
8.45 |
16.6% |
1.47 |
2.9% |
84% |
False |
False |
226,116 |
| 60 |
52.22 |
41.58 |
10.64 |
20.9% |
1.48 |
2.9% |
87% |
False |
False |
176,965 |
| 80 |
52.22 |
41.58 |
10.64 |
20.9% |
1.50 |
3.0% |
87% |
False |
False |
150,395 |
| 100 |
53.62 |
41.58 |
12.04 |
23.7% |
1.51 |
3.0% |
77% |
False |
False |
133,457 |
| 120 |
53.62 |
41.58 |
12.04 |
23.7% |
1.49 |
2.9% |
77% |
False |
False |
121,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.46 |
|
2.618 |
53.14 |
|
1.618 |
52.33 |
|
1.000 |
51.83 |
|
0.618 |
51.52 |
|
HIGH |
51.02 |
|
0.618 |
50.71 |
|
0.500 |
50.62 |
|
0.382 |
50.52 |
|
LOW |
50.21 |
|
0.618 |
49.71 |
|
1.000 |
49.40 |
|
1.618 |
48.90 |
|
2.618 |
48.09 |
|
4.250 |
46.77 |
|
|
| Fisher Pivots for day following 21-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.77 |
51.22 |
| PP |
50.69 |
51.09 |
| S1 |
50.62 |
50.97 |
|