NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 28-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
49.22 |
49.61 |
0.39 |
0.8% |
50.85 |
| High |
50.06 |
49.81 |
-0.25 |
-0.5% |
50.98 |
| Low |
49.00 |
48.42 |
-0.58 |
-1.2% |
48.42 |
| Close |
49.72 |
48.70 |
-1.02 |
-2.1% |
48.70 |
| Range |
1.06 |
1.39 |
0.33 |
31.1% |
2.56 |
| ATR |
1.38 |
1.38 |
0.00 |
0.1% |
0.00 |
| Volume |
543,173 |
550,081 |
6,908 |
1.3% |
2,949,750 |
|
| Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.15 |
52.31 |
49.46 |
|
| R3 |
51.76 |
50.92 |
49.08 |
|
| R2 |
50.37 |
50.37 |
48.95 |
|
| R1 |
49.53 |
49.53 |
48.83 |
49.26 |
| PP |
48.98 |
48.98 |
48.98 |
48.84 |
| S1 |
48.14 |
48.14 |
48.57 |
47.87 |
| S2 |
47.59 |
47.59 |
48.45 |
|
| S3 |
46.20 |
46.75 |
48.32 |
|
| S4 |
44.81 |
45.36 |
47.94 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.05 |
55.43 |
50.11 |
|
| R3 |
54.49 |
52.87 |
49.40 |
|
| R2 |
51.93 |
51.93 |
49.17 |
|
| R1 |
50.31 |
50.31 |
48.93 |
49.84 |
| PP |
49.37 |
49.37 |
49.37 |
49.13 |
| S1 |
47.75 |
47.75 |
48.47 |
47.28 |
| S2 |
46.81 |
46.81 |
48.23 |
|
| S3 |
44.25 |
45.19 |
48.00 |
|
| S4 |
41.69 |
42.63 |
47.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.98 |
48.42 |
2.56 |
5.3% |
1.34 |
2.8% |
11% |
False |
True |
589,950 |
| 10 |
52.22 |
48.42 |
3.80 |
7.8% |
1.22 |
2.5% |
7% |
False |
True |
537,286 |
| 20 |
52.22 |
48.35 |
3.87 |
7.9% |
1.26 |
2.6% |
9% |
False |
False |
419,168 |
| 40 |
52.22 |
43.77 |
8.45 |
17.4% |
1.45 |
3.0% |
58% |
False |
False |
289,032 |
| 60 |
52.22 |
43.37 |
8.85 |
18.2% |
1.45 |
3.0% |
60% |
False |
False |
220,193 |
| 80 |
52.22 |
41.58 |
10.64 |
21.8% |
1.45 |
3.0% |
67% |
False |
False |
182,136 |
| 100 |
53.62 |
41.58 |
12.04 |
24.7% |
1.52 |
3.1% |
59% |
False |
False |
160,352 |
| 120 |
53.62 |
41.58 |
12.04 |
24.7% |
1.47 |
3.0% |
59% |
False |
False |
142,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.72 |
|
2.618 |
53.45 |
|
1.618 |
52.06 |
|
1.000 |
51.20 |
|
0.618 |
50.67 |
|
HIGH |
49.81 |
|
0.618 |
49.28 |
|
0.500 |
49.12 |
|
0.382 |
48.95 |
|
LOW |
48.42 |
|
0.618 |
47.56 |
|
1.000 |
47.03 |
|
1.618 |
46.17 |
|
2.618 |
44.78 |
|
4.250 |
42.51 |
|
|
| Fisher Pivots for day following 28-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.12 |
49.26 |
| PP |
48.98 |
49.07 |
| S1 |
48.84 |
48.89 |
|