NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 20-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
43.18 |
43.13 |
-0.05 |
-0.1% |
45.57 |
High |
44.15 |
44.05 |
-0.10 |
-0.2% |
46.51 |
Low |
43.12 |
42.55 |
-0.57 |
-1.3% |
42.74 |
Close |
43.30 |
43.44 |
0.14 |
0.3% |
43.03 |
Range |
1.03 |
1.50 |
0.47 |
45.6% |
3.77 |
ATR |
1.59 |
1.58 |
-0.01 |
-0.4% |
0.00 |
Volume |
129,857 |
31,004 |
-98,853 |
-76.1% |
2,877,028 |
|
Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.85 |
47.14 |
44.27 |
|
R3 |
46.35 |
45.64 |
43.85 |
|
R2 |
44.85 |
44.85 |
43.72 |
|
R1 |
44.14 |
44.14 |
43.58 |
44.50 |
PP |
43.35 |
43.35 |
43.35 |
43.52 |
S1 |
42.64 |
42.64 |
43.30 |
43.00 |
S2 |
41.85 |
41.85 |
43.17 |
|
S3 |
40.35 |
41.14 |
43.03 |
|
S4 |
38.85 |
39.64 |
42.62 |
|
|
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 |
45.33 |
42.55 |
2.78 |
6.4% |
1.31 |
3.0% |
32% |
False |
True |
327,019 |
10 |
47.75 |
42.55 |
5.20 |
12.0% |
1.51 |
3.5% |
17% |
False |
True |
506,090 |
20 |
48.46 |
42.55 |
5.91 |
13.6% |
1.54 |
3.5% |
15% |
False |
True |
537,111 |
40 |
49.36 |
39.96 |
9.40 |
21.6% |
1.52 |
3.5% |
37% |
False |
False |
393,518 |
60 |
51.27 |
39.96 |
11.31 |
26.0% |
1.58 |
3.6% |
31% |
False |
False |
283,417 |
80 |
53.02 |
39.96 |
13.06 |
30.1% |
1.55 |
3.6% |
27% |
False |
False |
219,533 |
100 |
53.02 |
39.96 |
13.06 |
30.1% |
1.52 |
3.5% |
27% |
False |
False |
179,805 |
120 |
53.02 |
39.08 |
13.94 |
32.1% |
1.51 |
3.5% |
31% |
False |
False |
152,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.43 |
2.618 |
47.98 |
1.618 |
46.48 |
1.000 |
45.55 |
0.618 |
44.98 |
HIGH |
44.05 |
0.618 |
43.48 |
0.500 |
43.30 |
0.382 |
43.12 |
LOW |
42.55 |
0.618 |
41.62 |
1.000 |
41.05 |
1.618 |
40.12 |
2.618 |
38.62 |
4.250 |
36.18 |
|
|
Fisher Pivots for day following 20-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
43.39 |
43.41 |
PP |
43.35 |
43.38 |
S1 |
43.30 |
43.35 |
|