NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 13-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
50.84 |
50.00 |
-0.84 |
-1.7% |
48.04 |
| High |
51.17 |
50.59 |
-0.58 |
-1.1% |
50.74 |
| Low |
49.89 |
49.36 |
-0.53 |
-1.1% |
47.78 |
| Close |
50.18 |
50.44 |
0.26 |
0.5% |
49.81 |
| Range |
1.28 |
1.23 |
-0.05 |
-3.9% |
2.96 |
| ATR |
1.56 |
1.54 |
-0.02 |
-1.5% |
0.00 |
| Volume |
533,884 |
740,676 |
206,792 |
38.7% |
2,658,525 |
|
| Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.82 |
53.36 |
51.12 |
|
| R3 |
52.59 |
52.13 |
50.78 |
|
| R2 |
51.36 |
51.36 |
50.67 |
|
| R1 |
50.90 |
50.90 |
50.55 |
51.13 |
| PP |
50.13 |
50.13 |
50.13 |
50.25 |
| S1 |
49.67 |
49.67 |
50.33 |
49.90 |
| S2 |
48.90 |
48.90 |
50.21 |
|
| S3 |
47.67 |
48.44 |
50.10 |
|
| S4 |
46.44 |
47.21 |
49.76 |
|
|
| 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 |
49.15 |
2.45 |
4.9% |
1.49 |
3.0% |
53% |
False |
False |
669,009 |
| 10 |
51.60 |
47.04 |
4.56 |
9.0% |
1.31 |
2.6% |
75% |
False |
False |
588,127 |
| 20 |
51.60 |
43.06 |
8.54 |
16.9% |
1.48 |
2.9% |
86% |
False |
False |
610,358 |
| 40 |
51.60 |
43.06 |
8.54 |
16.9% |
1.52 |
3.0% |
86% |
False |
False |
397,413 |
| 60 |
51.60 |
40.77 |
10.83 |
21.5% |
1.51 |
3.0% |
89% |
False |
False |
286,506 |
| 80 |
52.00 |
40.77 |
11.23 |
22.3% |
1.57 |
3.1% |
86% |
False |
False |
223,079 |
| 100 |
53.39 |
40.77 |
12.62 |
25.0% |
1.51 |
3.0% |
77% |
False |
False |
181,738 |
| 120 |
53.39 |
40.77 |
12.62 |
25.0% |
1.48 |
2.9% |
77% |
False |
False |
153,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.82 |
|
2.618 |
53.81 |
|
1.618 |
52.58 |
|
1.000 |
51.82 |
|
0.618 |
51.35 |
|
HIGH |
50.59 |
|
0.618 |
50.12 |
|
0.500 |
49.98 |
|
0.382 |
49.83 |
|
LOW |
49.36 |
|
0.618 |
48.60 |
|
1.000 |
48.13 |
|
1.618 |
47.37 |
|
2.618 |
46.14 |
|
4.250 |
44.13 |
|
|
| Fisher Pivots for day following 13-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.29 |
50.45 |
| PP |
50.13 |
50.45 |
| S1 |
49.98 |
50.44 |
|