NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 03-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
46.32 |
45.48 |
-0.84 |
-1.8% |
50.85 |
| High |
46.47 |
45.90 |
-0.57 |
-1.2% |
50.98 |
| Low |
44.96 |
44.37 |
-0.59 |
-1.3% |
48.42 |
| Close |
45.34 |
44.66 |
-0.68 |
-1.5% |
48.70 |
| Range |
1.51 |
1.53 |
0.02 |
1.3% |
2.56 |
| ATR |
1.43 |
1.44 |
0.01 |
0.5% |
0.00 |
| Volume |
674,322 |
540,439 |
-133,883 |
-19.9% |
2,949,750 |
|
| Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.57 |
48.64 |
45.50 |
|
| R3 |
48.04 |
47.11 |
45.08 |
|
| R2 |
46.51 |
46.51 |
44.94 |
|
| R1 |
45.58 |
45.58 |
44.80 |
45.28 |
| PP |
44.98 |
44.98 |
44.98 |
44.83 |
| S1 |
44.05 |
44.05 |
44.52 |
43.75 |
| S2 |
43.45 |
43.45 |
44.38 |
|
| S3 |
41.92 |
42.52 |
44.24 |
|
| S4 |
40.39 |
40.99 |
43.82 |
|
|
| 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 |
49.81 |
44.37 |
5.44 |
12.2% |
1.54 |
3.4% |
5% |
False |
True |
649,813 |
| 10 |
51.02 |
44.37 |
6.65 |
14.9% |
1.38 |
3.1% |
4% |
False |
True |
620,003 |
| 20 |
52.22 |
44.37 |
7.85 |
17.6% |
1.35 |
3.0% |
4% |
False |
True |
514,784 |
| 40 |
52.22 |
43.77 |
8.45 |
18.9% |
1.42 |
3.2% |
11% |
False |
False |
346,343 |
| 60 |
52.22 |
43.38 |
8.84 |
19.8% |
1.47 |
3.3% |
14% |
False |
False |
259,724 |
| 80 |
52.22 |
41.58 |
10.64 |
23.8% |
1.44 |
3.2% |
29% |
False |
False |
211,666 |
| 100 |
52.40 |
41.58 |
10.82 |
24.2% |
1.54 |
3.4% |
28% |
False |
False |
185,113 |
| 120 |
53.62 |
41.58 |
12.04 |
27.0% |
1.48 |
3.3% |
26% |
False |
False |
162,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.40 |
|
2.618 |
49.91 |
|
1.618 |
48.38 |
|
1.000 |
47.43 |
|
0.618 |
46.85 |
|
HIGH |
45.90 |
|
0.618 |
45.32 |
|
0.500 |
45.14 |
|
0.382 |
44.95 |
|
LOW |
44.37 |
|
0.618 |
43.42 |
|
1.000 |
42.84 |
|
1.618 |
41.89 |
|
2.618 |
40.36 |
|
4.250 |
37.87 |
|
|
| Fisher Pivots for day following 03-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.14 |
45.86 |
| PP |
44.98 |
45.46 |
| S1 |
44.82 |
45.06 |
|