NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 01-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
48.25 |
46.77 |
-1.48 |
-3.1% |
50.85 |
| High |
48.74 |
47.35 |
-1.39 |
-2.9% |
50.98 |
| Low |
46.63 |
46.20 |
-0.43 |
-0.9% |
48.42 |
| Close |
46.86 |
46.67 |
-0.19 |
-0.4% |
48.70 |
| Range |
2.11 |
1.15 |
-0.96 |
-45.5% |
2.56 |
| ATR |
1.43 |
1.41 |
-0.02 |
-1.4% |
0.00 |
| Volume |
649,237 |
834,989 |
185,752 |
28.6% |
2,949,750 |
|
| Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.19 |
49.58 |
47.30 |
|
| R3 |
49.04 |
48.43 |
46.99 |
|
| R2 |
47.89 |
47.89 |
46.88 |
|
| R1 |
47.28 |
47.28 |
46.78 |
47.01 |
| PP |
46.74 |
46.74 |
46.74 |
46.61 |
| S1 |
46.13 |
46.13 |
46.56 |
45.86 |
| S2 |
45.59 |
45.59 |
46.46 |
|
| S3 |
44.44 |
44.98 |
46.35 |
|
| S4 |
43.29 |
43.83 |
46.04 |
|
|
| 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 |
50.10 |
46.20 |
3.90 |
8.4% |
1.39 |
3.0% |
12% |
False |
True |
651,360 |
| 10 |
52.22 |
46.20 |
6.02 |
12.9% |
1.34 |
2.9% |
8% |
False |
True |
616,616 |
| 20 |
52.22 |
46.20 |
6.02 |
12.9% |
1.31 |
2.8% |
8% |
False |
True |
476,818 |
| 40 |
52.22 |
43.77 |
8.45 |
18.1% |
1.43 |
3.1% |
34% |
False |
False |
320,961 |
| 60 |
52.22 |
43.38 |
8.84 |
18.9% |
1.47 |
3.1% |
37% |
False |
False |
242,095 |
| 80 |
52.22 |
41.58 |
10.64 |
22.8% |
1.46 |
3.1% |
48% |
False |
False |
198,943 |
| 100 |
52.40 |
41.58 |
10.82 |
23.2% |
1.52 |
3.3% |
47% |
False |
False |
174,053 |
| 120 |
53.62 |
41.58 |
12.04 |
25.8% |
1.47 |
3.1% |
42% |
False |
False |
153,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.24 |
|
2.618 |
50.36 |
|
1.618 |
49.21 |
|
1.000 |
48.50 |
|
0.618 |
48.06 |
|
HIGH |
47.35 |
|
0.618 |
46.91 |
|
0.500 |
46.78 |
|
0.382 |
46.64 |
|
LOW |
46.20 |
|
0.618 |
45.49 |
|
1.000 |
45.05 |
|
1.618 |
44.34 |
|
2.618 |
43.19 |
|
4.250 |
41.31 |
|
|
| Fisher Pivots for day following 01-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
46.78 |
48.01 |
| PP |
46.74 |
47.56 |
| S1 |
46.71 |
47.12 |
|