NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 16-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
43.70 |
43.71 |
0.01 |
0.0% |
45.57 |
High |
44.34 |
43.75 |
-0.59 |
-1.3% |
46.51 |
Low |
43.26 |
42.74 |
-0.52 |
-1.2% |
42.74 |
Close |
43.91 |
43.03 |
-0.88 |
-2.0% |
43.03 |
Range |
1.08 |
1.01 |
-0.07 |
-6.5% |
3.77 |
ATR |
1.66 |
1.63 |
-0.04 |
-2.1% |
0.00 |
Volume |
537,185 |
231,191 |
-305,994 |
-57.0% |
2,877,028 |
|
Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.20 |
45.63 |
43.59 |
|
R3 |
45.19 |
44.62 |
43.31 |
|
R2 |
44.18 |
44.18 |
43.22 |
|
R1 |
43.61 |
43.61 |
43.12 |
43.39 |
PP |
43.17 |
43.17 |
43.17 |
43.07 |
S1 |
42.60 |
42.60 |
42.94 |
42.38 |
S2 |
42.16 |
42.16 |
42.84 |
|
S3 |
41.15 |
41.59 |
42.75 |
|
S4 |
40.14 |
40.58 |
42.47 |
|
|
Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.40 |
52.99 |
45.10 |
|
R3 |
51.63 |
49.22 |
44.07 |
|
R2 |
47.86 |
47.86 |
43.72 |
|
R1 |
45.45 |
45.45 |
43.38 |
44.77 |
PP |
44.09 |
44.09 |
44.09 |
43.76 |
S1 |
41.68 |
41.68 |
42.68 |
41.00 |
S2 |
40.32 |
40.32 |
42.34 |
|
S3 |
36.55 |
37.91 |
41.99 |
|
S4 |
32.78 |
34.14 |
40.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.51 |
42.74 |
3.77 |
8.8% |
1.43 |
3.3% |
8% |
False |
True |
575,405 |
10 |
47.75 |
42.74 |
5.01 |
11.6% |
1.68 |
3.9% |
6% |
False |
True |
640,910 |
20 |
49.36 |
42.74 |
6.62 |
15.4% |
1.54 |
3.6% |
4% |
False |
True |
582,610 |
40 |
49.36 |
39.96 |
9.40 |
21.8% |
1.52 |
3.5% |
33% |
False |
False |
392,993 |
60 |
51.53 |
39.96 |
11.57 |
26.9% |
1.61 |
3.8% |
27% |
False |
False |
282,289 |
80 |
53.02 |
39.96 |
13.06 |
30.4% |
1.54 |
3.6% |
24% |
False |
False |
218,032 |
100 |
53.02 |
39.96 |
13.06 |
30.4% |
1.52 |
3.5% |
24% |
False |
False |
178,474 |
120 |
53.02 |
39.08 |
13.94 |
32.4% |
1.51 |
3.5% |
28% |
False |
False |
151,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.04 |
2.618 |
46.39 |
1.618 |
45.38 |
1.000 |
44.76 |
0.618 |
44.37 |
HIGH |
43.75 |
0.618 |
43.36 |
0.500 |
43.25 |
0.382 |
43.13 |
LOW |
42.74 |
0.618 |
42.12 |
1.000 |
41.73 |
1.618 |
41.11 |
2.618 |
40.10 |
4.250 |
38.45 |
|
|
Fisher Pivots for day following 16-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
43.25 |
44.04 |
PP |
43.17 |
43.70 |
S1 |
43.10 |
43.37 |
|