NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 02-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
46.77 |
46.32 |
-0.45 |
-1.0% |
50.85 |
| High |
47.35 |
46.47 |
-0.88 |
-1.9% |
50.98 |
| Low |
46.20 |
44.96 |
-1.24 |
-2.7% |
48.42 |
| Close |
46.67 |
45.34 |
-1.33 |
-2.8% |
48.70 |
| Range |
1.15 |
1.51 |
0.36 |
31.3% |
2.56 |
| ATR |
1.41 |
1.43 |
0.02 |
1.5% |
0.00 |
| Volume |
834,989 |
674,322 |
-160,667 |
-19.2% |
2,949,750 |
|
| Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.12 |
49.24 |
46.17 |
|
| R3 |
48.61 |
47.73 |
45.76 |
|
| R2 |
47.10 |
47.10 |
45.62 |
|
| R1 |
46.22 |
46.22 |
45.48 |
45.91 |
| PP |
45.59 |
45.59 |
45.59 |
45.43 |
| S1 |
44.71 |
44.71 |
45.20 |
44.40 |
| S2 |
44.08 |
44.08 |
45.06 |
|
| S3 |
42.57 |
43.20 |
44.92 |
|
| S4 |
41.06 |
41.69 |
44.51 |
|
|
| 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 |
50.06 |
44.96 |
5.10 |
11.2% |
1.44 |
3.2% |
7% |
False |
True |
650,360 |
| 10 |
51.83 |
44.96 |
6.87 |
15.2% |
1.37 |
3.0% |
6% |
False |
True |
620,854 |
| 20 |
52.22 |
44.96 |
7.26 |
16.0% |
1.34 |
3.0% |
5% |
False |
True |
500,666 |
| 40 |
52.22 |
43.77 |
8.45 |
18.6% |
1.43 |
3.1% |
19% |
False |
False |
335,963 |
| 60 |
52.22 |
43.38 |
8.84 |
19.5% |
1.48 |
3.3% |
22% |
False |
False |
252,203 |
| 80 |
52.22 |
41.58 |
10.64 |
23.5% |
1.45 |
3.2% |
35% |
False |
False |
206,099 |
| 100 |
52.40 |
41.58 |
10.82 |
23.9% |
1.53 |
3.4% |
35% |
False |
False |
180,323 |
| 120 |
53.62 |
41.58 |
12.04 |
26.6% |
1.48 |
3.3% |
31% |
False |
False |
159,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.89 |
|
2.618 |
50.42 |
|
1.618 |
48.91 |
|
1.000 |
47.98 |
|
0.618 |
47.40 |
|
HIGH |
46.47 |
|
0.618 |
45.89 |
|
0.500 |
45.72 |
|
0.382 |
45.54 |
|
LOW |
44.96 |
|
0.618 |
44.03 |
|
1.000 |
43.45 |
|
1.618 |
42.52 |
|
2.618 |
41.01 |
|
4.250 |
38.54 |
|
|
| Fisher Pivots for day following 02-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.72 |
46.85 |
| PP |
45.59 |
46.35 |
| S1 |
45.47 |
45.84 |
|