NYMEX Light Sweet Crude Oil Future November 2016
| Trading Metrics calculated at close of trading on 20-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
50.77 |
51.40 |
0.63 |
1.2% |
49.57 |
| High |
51.93 |
51.58 |
-0.35 |
-0.7% |
51.60 |
| Low |
50.69 |
50.25 |
-0.44 |
-0.9% |
49.15 |
| Close |
51.60 |
50.43 |
-1.17 |
-2.3% |
50.35 |
| Range |
1.24 |
1.33 |
0.09 |
7.3% |
2.45 |
| ATR |
1.47 |
1.46 |
-0.01 |
-0.6% |
0.00 |
| Volume |
132,427 |
18,336 |
-114,091 |
-86.2% |
3,245,669 |
|
| Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.74 |
53.92 |
51.16 |
|
| R3 |
53.41 |
52.59 |
50.80 |
|
| R2 |
52.08 |
52.08 |
50.67 |
|
| R1 |
51.26 |
51.26 |
50.55 |
51.01 |
| PP |
50.75 |
50.75 |
50.75 |
50.63 |
| S1 |
49.93 |
49.93 |
50.31 |
49.68 |
| S2 |
49.42 |
49.42 |
50.19 |
|
| S3 |
48.09 |
48.60 |
50.06 |
|
| S4 |
46.76 |
47.27 |
49.70 |
|
|
| 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 |
51.93 |
49.47 |
2.46 |
4.9% |
1.19 |
2.4% |
39% |
False |
False |
256,344 |
| 10 |
51.93 |
49.15 |
2.78 |
5.5% |
1.34 |
2.7% |
46% |
False |
False |
462,676 |
| 20 |
51.93 |
44.19 |
7.74 |
15.3% |
1.49 |
2.9% |
81% |
False |
False |
537,517 |
| 40 |
51.93 |
43.06 |
8.87 |
17.6% |
1.49 |
3.0% |
83% |
False |
False |
417,163 |
| 60 |
51.93 |
40.77 |
11.16 |
22.1% |
1.49 |
3.0% |
87% |
False |
False |
304,846 |
| 80 |
51.93 |
40.77 |
11.16 |
22.1% |
1.52 |
3.0% |
87% |
False |
False |
237,474 |
| 100 |
53.39 |
40.77 |
12.62 |
25.0% |
1.51 |
3.0% |
77% |
False |
False |
193,903 |
| 120 |
53.39 |
40.77 |
12.62 |
25.0% |
1.48 |
2.9% |
77% |
False |
False |
164,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.23 |
|
2.618 |
55.06 |
|
1.618 |
53.73 |
|
1.000 |
52.91 |
|
0.618 |
52.40 |
|
HIGH |
51.58 |
|
0.618 |
51.07 |
|
0.500 |
50.92 |
|
0.382 |
50.76 |
|
LOW |
50.25 |
|
0.618 |
49.43 |
|
1.000 |
48.92 |
|
1.618 |
48.10 |
|
2.618 |
46.77 |
|
4.250 |
44.60 |
|
|
| Fisher Pivots for day following 20-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.92 |
50.85 |
| PP |
50.75 |
50.71 |
| S1 |
50.59 |
50.57 |
|