NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 25-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
50.85 |
50.49 |
-0.36 |
-0.7% |
50.65 |
| High |
50.98 |
50.93 |
-0.05 |
-0.1% |
52.22 |
| Low |
49.62 |
49.27 |
-0.35 |
-0.7% |
49.90 |
| Close |
50.52 |
49.96 |
-0.56 |
-1.1% |
50.85 |
| Range |
1.36 |
1.66 |
0.30 |
22.1% |
2.32 |
| ATR |
1.40 |
1.42 |
0.02 |
1.3% |
0.00 |
| Volume |
623,398 |
553,778 |
-69,620 |
-11.2% |
2,423,117 |
|
| Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.03 |
54.16 |
50.87 |
|
| R3 |
53.37 |
52.50 |
50.42 |
|
| R2 |
51.71 |
51.71 |
50.26 |
|
| R1 |
50.84 |
50.84 |
50.11 |
50.45 |
| PP |
50.05 |
50.05 |
50.05 |
49.86 |
| S1 |
49.18 |
49.18 |
49.81 |
48.79 |
| S2 |
48.39 |
48.39 |
49.66 |
|
| S3 |
46.73 |
47.52 |
49.50 |
|
| S4 |
45.07 |
45.86 |
49.05 |
|
|
| 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 |
49.27 |
2.95 |
5.9% |
1.29 |
2.6% |
23% |
False |
True |
581,872 |
| 10 |
52.22 |
49.27 |
2.95 |
5.9% |
1.22 |
2.4% |
23% |
False |
True |
470,318 |
| 20 |
52.22 |
44.94 |
7.28 |
14.6% |
1.38 |
2.8% |
69% |
False |
False |
366,244 |
| 40 |
52.22 |
43.77 |
8.45 |
16.9% |
1.49 |
3.0% |
73% |
False |
False |
252,307 |
| 60 |
52.22 |
41.58 |
10.64 |
21.3% |
1.48 |
3.0% |
79% |
False |
False |
194,466 |
| 80 |
52.22 |
41.58 |
10.64 |
21.3% |
1.50 |
3.0% |
79% |
False |
False |
163,480 |
| 100 |
53.62 |
41.58 |
12.04 |
24.1% |
1.52 |
3.0% |
70% |
False |
False |
144,290 |
| 120 |
53.62 |
41.58 |
12.04 |
24.1% |
1.49 |
3.0% |
70% |
False |
False |
129,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.99 |
|
2.618 |
55.28 |
|
1.618 |
53.62 |
|
1.000 |
52.59 |
|
0.618 |
51.96 |
|
HIGH |
50.93 |
|
0.618 |
50.30 |
|
0.500 |
50.10 |
|
0.382 |
49.90 |
|
LOW |
49.27 |
|
0.618 |
48.24 |
|
1.000 |
47.61 |
|
1.618 |
46.58 |
|
2.618 |
44.92 |
|
4.250 |
42.22 |
|
|
| Fisher Pivots for day following 25-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.10 |
50.15 |
| PP |
50.05 |
50.08 |
| S1 |
50.01 |
50.02 |
|