NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 05-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2016 |
05-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
48.65 |
49.26 |
0.61 |
1.3% |
44.62 |
| High |
49.26 |
49.97 |
0.71 |
1.4% |
48.32 |
| Low |
48.26 |
49.10 |
0.84 |
1.7% |
44.19 |
| Close |
48.69 |
49.83 |
1.14 |
2.3% |
48.24 |
| Range |
1.00 |
0.87 |
-0.13 |
-13.0% |
4.13 |
| ATR |
1.62 |
1.59 |
-0.02 |
-1.5% |
0.00 |
| Volume |
513,710 |
520,070 |
6,360 |
1.2% |
3,365,474 |
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.24 |
51.91 |
50.31 |
|
| R3 |
51.37 |
51.04 |
50.07 |
|
| R2 |
50.50 |
50.50 |
49.99 |
|
| R1 |
50.17 |
50.17 |
49.91 |
50.34 |
| PP |
49.63 |
49.63 |
49.63 |
49.72 |
| S1 |
49.30 |
49.30 |
49.75 |
49.47 |
| S2 |
48.76 |
48.76 |
49.67 |
|
| S3 |
47.89 |
48.43 |
49.59 |
|
| S4 |
47.02 |
47.56 |
49.35 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.31 |
57.90 |
50.51 |
|
| R3 |
55.18 |
53.77 |
49.38 |
|
| R2 |
51.05 |
51.05 |
49.00 |
|
| R1 |
49.64 |
49.64 |
48.62 |
50.35 |
| PP |
46.92 |
46.92 |
46.92 |
47.27 |
| S1 |
45.51 |
45.51 |
47.86 |
46.22 |
| S2 |
42.79 |
42.79 |
47.48 |
|
| S3 |
38.66 |
41.38 |
47.10 |
|
| S4 |
34.53 |
37.25 |
45.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.97 |
46.60 |
3.37 |
6.8% |
1.22 |
2.4% |
96% |
True |
False |
538,193 |
| 10 |
49.97 |
44.19 |
5.78 |
11.6% |
1.61 |
3.2% |
98% |
True |
False |
609,735 |
| 20 |
49.97 |
43.06 |
6.91 |
13.9% |
1.53 |
3.1% |
98% |
True |
False |
513,947 |
| 40 |
50.00 |
42.64 |
7.36 |
14.8% |
1.55 |
3.1% |
98% |
False |
False |
312,289 |
| 60 |
50.00 |
40.77 |
9.23 |
18.5% |
1.49 |
3.0% |
98% |
False |
False |
225,216 |
| 80 |
52.00 |
40.77 |
11.23 |
22.5% |
1.57 |
3.2% |
81% |
False |
False |
175,831 |
| 100 |
53.39 |
40.77 |
12.62 |
25.3% |
1.49 |
3.0% |
72% |
False |
False |
143,647 |
| 120 |
53.39 |
40.77 |
12.62 |
25.3% |
1.49 |
3.0% |
72% |
False |
False |
122,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.67 |
|
2.618 |
52.25 |
|
1.618 |
51.38 |
|
1.000 |
50.84 |
|
0.618 |
50.51 |
|
HIGH |
49.97 |
|
0.618 |
49.64 |
|
0.500 |
49.54 |
|
0.382 |
49.43 |
|
LOW |
49.10 |
|
0.618 |
48.56 |
|
1.000 |
48.23 |
|
1.618 |
47.69 |
|
2.618 |
46.82 |
|
4.250 |
45.40 |
|
|
| Fisher Pivots for day following 05-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.73 |
49.51 |
| PP |
49.63 |
49.19 |
| S1 |
49.54 |
48.88 |
|