NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 10-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
50.59 |
49.57 |
-1.02 |
-2.0% |
48.04 |
| High |
50.74 |
51.60 |
0.86 |
1.7% |
50.74 |
| Low |
49.40 |
49.15 |
-0.25 |
-0.5% |
47.78 |
| Close |
49.81 |
51.35 |
1.54 |
3.1% |
49.81 |
| Range |
1.34 |
2.45 |
1.11 |
82.8% |
2.96 |
| ATR |
1.55 |
1.62 |
0.06 |
4.1% |
0.00 |
| Volume |
618,809 |
686,070 |
67,261 |
10.9% |
2,658,525 |
|
| Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.05 |
57.15 |
52.70 |
|
| R3 |
55.60 |
54.70 |
52.02 |
|
| R2 |
53.15 |
53.15 |
51.80 |
|
| R1 |
52.25 |
52.25 |
51.57 |
52.70 |
| PP |
50.70 |
50.70 |
50.70 |
50.93 |
| S1 |
49.80 |
49.80 |
51.13 |
50.25 |
| S2 |
48.25 |
48.25 |
50.90 |
|
| S3 |
45.80 |
47.35 |
50.68 |
|
| S4 |
43.35 |
44.90 |
50.00 |
|
|
| 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 |
51.60 |
48.26 |
3.34 |
6.5% |
1.39 |
2.7% |
93% |
True |
False |
577,314 |
| 10 |
51.60 |
44.19 |
7.41 |
14.4% |
1.61 |
3.1% |
97% |
True |
False |
618,295 |
| 20 |
51.60 |
43.06 |
8.54 |
16.6% |
1.51 |
2.9% |
97% |
True |
False |
561,475 |
| 40 |
51.60 |
43.06 |
8.54 |
16.6% |
1.53 |
3.0% |
97% |
True |
False |
351,732 |
| 60 |
51.60 |
40.77 |
10.83 |
21.1% |
1.51 |
2.9% |
98% |
True |
False |
254,050 |
| 80 |
52.00 |
40.77 |
11.23 |
21.9% |
1.59 |
3.1% |
94% |
False |
False |
198,240 |
| 100 |
53.39 |
40.77 |
12.62 |
24.6% |
1.50 |
2.9% |
84% |
False |
False |
161,670 |
| 120 |
53.39 |
40.77 |
12.62 |
24.6% |
1.48 |
2.9% |
84% |
False |
False |
137,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.01 |
|
2.618 |
58.01 |
|
1.618 |
55.56 |
|
1.000 |
54.05 |
|
0.618 |
53.11 |
|
HIGH |
51.60 |
|
0.618 |
50.66 |
|
0.500 |
50.38 |
|
0.382 |
50.09 |
|
LOW |
49.15 |
|
0.618 |
47.64 |
|
1.000 |
46.70 |
|
1.618 |
45.19 |
|
2.618 |
42.74 |
|
4.250 |
38.74 |
|
|
| Fisher Pivots for day following 10-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.03 |
51.03 |
| PP |
50.70 |
50.70 |
| S1 |
50.38 |
50.38 |
|