NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 09-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2016 |
09-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
44.97 |
44.82 |
-0.15 |
-0.3% |
48.25 |
| High |
45.39 |
45.95 |
0.56 |
1.2% |
48.74 |
| Low |
44.41 |
43.07 |
-1.34 |
-3.0% |
43.57 |
| Close |
44.98 |
45.27 |
0.29 |
0.6% |
44.07 |
| Range |
0.98 |
2.88 |
1.90 |
193.9% |
5.17 |
| ATR |
1.36 |
1.47 |
0.11 |
7.9% |
0.00 |
| Volume |
669,639 |
946,512 |
276,873 |
41.3% |
3,435,672 |
|
| Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.40 |
52.22 |
46.85 |
|
| R3 |
50.52 |
49.34 |
46.06 |
|
| R2 |
47.64 |
47.64 |
45.80 |
|
| R1 |
46.46 |
46.46 |
45.53 |
47.05 |
| PP |
44.76 |
44.76 |
44.76 |
45.06 |
| S1 |
43.58 |
43.58 |
45.01 |
44.17 |
| S2 |
41.88 |
41.88 |
44.74 |
|
| S3 |
39.00 |
40.70 |
44.48 |
|
| S4 |
36.12 |
37.82 |
43.69 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.97 |
57.69 |
46.91 |
|
| R3 |
55.80 |
52.52 |
45.49 |
|
| R2 |
50.63 |
50.63 |
45.02 |
|
| R1 |
47.35 |
47.35 |
44.54 |
46.41 |
| PP |
45.46 |
45.46 |
45.46 |
44.99 |
| S1 |
42.18 |
42.18 |
43.60 |
41.24 |
| S2 |
40.29 |
40.29 |
43.12 |
|
| S3 |
35.12 |
37.01 |
42.65 |
|
| S4 |
29.95 |
31.84 |
41.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
45.95 |
43.07 |
2.88 |
6.4% |
1.52 |
3.4% |
76% |
True |
True |
699,801 |
| 10 |
50.06 |
43.07 |
6.99 |
15.4% |
1.48 |
3.3% |
31% |
False |
True |
675,081 |
| 20 |
52.22 |
43.07 |
9.15 |
20.2% |
1.35 |
3.0% |
24% |
False |
True |
592,751 |
| 40 |
52.22 |
43.07 |
9.15 |
20.2% |
1.40 |
3.1% |
24% |
False |
True |
408,482 |
| 60 |
52.22 |
43.07 |
9.15 |
20.2% |
1.45 |
3.2% |
24% |
False |
True |
304,357 |
| 80 |
52.22 |
41.58 |
10.64 |
23.5% |
1.46 |
3.2% |
35% |
False |
False |
245,703 |
| 100 |
52.40 |
41.58 |
10.82 |
23.9% |
1.53 |
3.4% |
34% |
False |
False |
212,249 |
| 120 |
53.62 |
41.58 |
12.04 |
26.6% |
1.49 |
3.3% |
31% |
False |
False |
185,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.19 |
|
2.618 |
53.49 |
|
1.618 |
50.61 |
|
1.000 |
48.83 |
|
0.618 |
47.73 |
|
HIGH |
45.95 |
|
0.618 |
44.85 |
|
0.500 |
44.51 |
|
0.382 |
44.17 |
|
LOW |
43.07 |
|
0.618 |
41.29 |
|
1.000 |
40.19 |
|
1.618 |
38.41 |
|
2.618 |
35.53 |
|
4.250 |
30.83 |
|
|
| Fisher Pivots for day following 09-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.02 |
45.02 |
| PP |
44.76 |
44.76 |
| S1 |
44.51 |
44.51 |
|