NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 18-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
50.23 |
50.04 |
-0.19 |
-0.4% |
49.57 |
| High |
50.58 |
50.78 |
0.20 |
0.4% |
51.60 |
| Low |
49.47 |
49.76 |
0.29 |
0.6% |
49.15 |
| Close |
49.94 |
50.29 |
0.35 |
0.7% |
50.35 |
| Range |
1.11 |
1.02 |
-0.09 |
-8.1% |
2.45 |
| ATR |
1.49 |
1.46 |
-0.03 |
-2.3% |
0.00 |
| Volume |
418,723 |
192,803 |
-225,920 |
-54.0% |
3,245,669 |
|
| Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.34 |
52.83 |
50.85 |
|
| R3 |
52.32 |
51.81 |
50.57 |
|
| R2 |
51.30 |
51.30 |
50.48 |
|
| R1 |
50.79 |
50.79 |
50.38 |
51.05 |
| PP |
50.28 |
50.28 |
50.28 |
50.40 |
| S1 |
49.77 |
49.77 |
50.20 |
50.03 |
| S2 |
49.26 |
49.26 |
50.10 |
|
| S3 |
48.24 |
48.75 |
50.01 |
|
| S4 |
47.22 |
47.73 |
49.73 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.72 |
56.48 |
51.70 |
|
| R3 |
55.27 |
54.03 |
51.02 |
|
| R2 |
52.82 |
52.82 |
50.80 |
|
| R1 |
51.58 |
51.58 |
50.57 |
52.20 |
| PP |
50.37 |
50.37 |
50.37 |
50.68 |
| S1 |
49.13 |
49.13 |
50.13 |
49.75 |
| S2 |
47.92 |
47.92 |
49.90 |
|
| S3 |
45.47 |
46.68 |
49.68 |
|
| S4 |
43.02 |
44.23 |
49.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.17 |
49.36 |
1.81 |
3.6% |
1.18 |
2.3% |
51% |
False |
False |
481,103 |
| 10 |
51.60 |
49.10 |
2.50 |
5.0% |
1.30 |
2.6% |
48% |
False |
False |
554,398 |
| 20 |
51.60 |
44.19 |
7.41 |
14.7% |
1.47 |
2.9% |
82% |
False |
False |
585,362 |
| 40 |
51.60 |
43.06 |
8.54 |
17.0% |
1.50 |
3.0% |
85% |
False |
False |
419,401 |
| 60 |
51.60 |
40.77 |
10.83 |
21.5% |
1.49 |
3.0% |
88% |
False |
False |
303,867 |
| 80 |
51.81 |
40.77 |
11.04 |
22.0% |
1.53 |
3.1% |
86% |
False |
False |
236,215 |
| 100 |
53.39 |
40.77 |
12.62 |
25.1% |
1.51 |
3.0% |
75% |
False |
False |
192,552 |
| 120 |
53.39 |
40.77 |
12.62 |
25.1% |
1.48 |
2.9% |
75% |
False |
False |
163,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.12 |
|
2.618 |
53.45 |
|
1.618 |
52.43 |
|
1.000 |
51.80 |
|
0.618 |
51.41 |
|
HIGH |
50.78 |
|
0.618 |
50.39 |
|
0.500 |
50.27 |
|
0.382 |
50.15 |
|
LOW |
49.76 |
|
0.618 |
49.13 |
|
1.000 |
48.74 |
|
1.618 |
48.11 |
|
2.618 |
47.09 |
|
4.250 |
45.43 |
|
|
| Fisher Pivots for day following 18-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.28 |
50.31 |
| PP |
50.28 |
50.30 |
| S1 |
50.27 |
50.30 |
|