NYMEX Light Sweet Crude Oil Future November 2016
Trading Metrics calculated at close of trading on 07-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
49.65 |
50.59 |
0.94 |
1.9% |
48.04 |
High |
50.63 |
50.74 |
0.11 |
0.2% |
50.74 |
Low |
49.33 |
49.40 |
0.07 |
0.1% |
47.78 |
Close |
50.44 |
49.81 |
-0.63 |
-1.2% |
49.81 |
Range |
1.30 |
1.34 |
0.04 |
3.1% |
2.96 |
ATR |
1.57 |
1.55 |
-0.02 |
-1.1% |
0.00 |
Volume |
547,915 |
618,809 |
70,894 |
12.9% |
2,658,525 |
|
Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.00 |
53.25 |
50.55 |
|
R3 |
52.66 |
51.91 |
50.18 |
|
R2 |
51.32 |
51.32 |
50.06 |
|
R1 |
50.57 |
50.57 |
49.93 |
50.28 |
PP |
49.98 |
49.98 |
49.98 |
49.84 |
S1 |
49.23 |
49.23 |
49.69 |
48.94 |
S2 |
48.64 |
48.64 |
49.56 |
|
S3 |
47.30 |
47.89 |
49.44 |
|
S4 |
45.96 |
46.55 |
49.07 |
|
|
Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.32 |
57.03 |
51.44 |
|
R3 |
55.36 |
54.07 |
50.62 |
|
R2 |
52.40 |
52.40 |
50.35 |
|
R1 |
51.11 |
51.11 |
50.08 |
51.76 |
PP |
49.44 |
49.44 |
49.44 |
49.77 |
S1 |
48.15 |
48.15 |
49.54 |
48.80 |
S2 |
46.48 |
46.48 |
49.27 |
|
S3 |
43.52 |
45.19 |
49.00 |
|
S4 |
40.56 |
42.23 |
48.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.74 |
47.78 |
2.96 |
5.9% |
1.15 |
2.3% |
69% |
True |
False |
531,705 |
10 |
50.74 |
44.19 |
6.55 |
13.1% |
1.54 |
3.1% |
86% |
True |
False |
602,399 |
20 |
50.74 |
43.06 |
7.68 |
15.4% |
1.47 |
3.0% |
88% |
True |
False |
542,963 |
40 |
50.74 |
43.06 |
7.68 |
15.4% |
1.50 |
3.0% |
88% |
True |
False |
336,296 |
60 |
50.74 |
40.77 |
9.97 |
20.0% |
1.49 |
3.0% |
91% |
True |
False |
243,106 |
80 |
52.00 |
40.77 |
11.23 |
22.5% |
1.58 |
3.2% |
80% |
False |
False |
189,934 |
100 |
53.39 |
40.77 |
12.62 |
25.3% |
1.49 |
3.0% |
72% |
False |
False |
154,953 |
120 |
53.39 |
40.77 |
12.62 |
25.3% |
1.48 |
3.0% |
72% |
False |
False |
131,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.44 |
2.618 |
54.25 |
1.618 |
52.91 |
1.000 |
52.08 |
0.618 |
51.57 |
HIGH |
50.74 |
0.618 |
50.23 |
0.500 |
50.07 |
0.382 |
49.91 |
LOW |
49.40 |
0.618 |
48.57 |
1.000 |
48.06 |
1.618 |
47.23 |
2.618 |
45.89 |
4.250 |
43.71 |
|
|
Fisher Pivots for day following 07-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
50.07 |
49.92 |
PP |
49.98 |
49.88 |
S1 |
49.90 |
49.85 |
|