NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 19-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
43.71 |
43.18 |
-0.53 |
-1.2% |
45.57 |
High |
43.75 |
44.15 |
0.40 |
0.9% |
46.51 |
Low |
42.74 |
43.12 |
0.38 |
0.9% |
42.74 |
Close |
43.03 |
43.30 |
0.27 |
0.6% |
43.03 |
Range |
1.01 |
1.03 |
0.02 |
2.0% |
3.77 |
ATR |
1.63 |
1.59 |
-0.04 |
-2.2% |
0.00 |
Volume |
231,191 |
129,857 |
-101,334 |
-43.8% |
2,877,028 |
|
Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.61 |
45.99 |
43.87 |
|
R3 |
45.58 |
44.96 |
43.58 |
|
R2 |
44.55 |
44.55 |
43.49 |
|
R1 |
43.93 |
43.93 |
43.39 |
44.24 |
PP |
43.52 |
43.52 |
43.52 |
43.68 |
S1 |
42.90 |
42.90 |
43.21 |
43.21 |
S2 |
42.49 |
42.49 |
43.11 |
|
S3 |
41.46 |
41.87 |
43.02 |
|
S4 |
40.43 |
40.84 |
42.73 |
|
|
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 |
46.13 |
42.74 |
3.39 |
7.8% |
1.28 |
3.0% |
17% |
False |
False |
452,373 |
10 |
47.75 |
42.74 |
5.01 |
11.6% |
1.63 |
3.8% |
11% |
False |
False |
596,204 |
20 |
49.08 |
42.74 |
6.34 |
14.6% |
1.55 |
3.6% |
9% |
False |
False |
561,324 |
40 |
49.36 |
39.96 |
9.40 |
21.7% |
1.52 |
3.5% |
36% |
False |
False |
394,539 |
60 |
51.53 |
39.96 |
11.57 |
26.7% |
1.61 |
3.7% |
29% |
False |
False |
283,906 |
80 |
53.02 |
39.96 |
13.06 |
30.2% |
1.54 |
3.6% |
26% |
False |
False |
219,422 |
100 |
53.02 |
39.96 |
13.06 |
30.2% |
1.51 |
3.5% |
26% |
False |
False |
179,628 |
120 |
53.02 |
39.08 |
13.94 |
32.2% |
1.51 |
3.5% |
30% |
False |
False |
152,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.53 |
2.618 |
46.85 |
1.618 |
45.82 |
1.000 |
45.18 |
0.618 |
44.79 |
HIGH |
44.15 |
0.618 |
43.76 |
0.500 |
43.64 |
0.382 |
43.51 |
LOW |
43.12 |
0.618 |
42.48 |
1.000 |
42.09 |
1.618 |
41.45 |
2.618 |
40.42 |
4.250 |
38.74 |
|
|
Fisher Pivots for day following 19-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
43.64 |
43.54 |
PP |
43.52 |
43.46 |
S1 |
43.41 |
43.38 |
|