NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
48.61 |
46.78 |
-1.83 |
-3.8% |
45.37 |
| High |
48.63 |
47.64 |
-0.99 |
-2.0% |
49.02 |
| Low |
46.77 |
45.93 |
-0.84 |
-1.8% |
45.09 |
| Close |
47.07 |
47.44 |
0.37 |
0.8% |
47.07 |
| Range |
1.86 |
1.71 |
-0.15 |
-8.1% |
3.93 |
| ATR |
1.69 |
1.69 |
0.00 |
0.1% |
0.00 |
| Volume |
101,382 |
109,962 |
8,580 |
8.5% |
423,484 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.13 |
51.50 |
48.38 |
|
| R3 |
50.42 |
49.79 |
47.91 |
|
| R2 |
48.71 |
48.71 |
47.75 |
|
| R1 |
48.08 |
48.08 |
47.60 |
48.40 |
| PP |
47.00 |
47.00 |
47.00 |
47.16 |
| S1 |
46.37 |
46.37 |
47.28 |
46.69 |
| S2 |
45.29 |
45.29 |
47.13 |
|
| S3 |
43.58 |
44.66 |
46.97 |
|
| S4 |
41.87 |
42.95 |
46.50 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.85 |
56.89 |
49.23 |
|
| R3 |
54.92 |
52.96 |
48.15 |
|
| R2 |
50.99 |
50.99 |
47.79 |
|
| R1 |
49.03 |
49.03 |
47.43 |
50.01 |
| PP |
47.06 |
47.06 |
47.06 |
47.55 |
| S1 |
45.10 |
45.10 |
46.71 |
46.08 |
| S2 |
43.13 |
43.13 |
46.35 |
|
| S3 |
39.20 |
41.17 |
45.99 |
|
| S4 |
35.27 |
37.24 |
44.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.02 |
45.09 |
3.93 |
8.3% |
1.98 |
4.2% |
60% |
False |
False |
106,689 |
| 10 |
49.02 |
44.19 |
4.83 |
10.2% |
1.74 |
3.7% |
67% |
False |
False |
97,537 |
| 20 |
50.59 |
44.19 |
6.40 |
13.5% |
1.55 |
3.3% |
51% |
False |
False |
89,371 |
| 40 |
50.59 |
41.58 |
9.01 |
19.0% |
1.50 |
3.2% |
65% |
False |
False |
78,960 |
| 60 |
52.40 |
41.58 |
10.82 |
22.8% |
1.63 |
3.4% |
54% |
False |
False |
78,816 |
| 80 |
53.62 |
41.58 |
12.04 |
25.4% |
1.52 |
3.2% |
49% |
False |
False |
72,117 |
| 100 |
53.62 |
41.58 |
12.04 |
25.4% |
1.51 |
3.2% |
49% |
False |
False |
69,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.91 |
|
2.618 |
52.12 |
|
1.618 |
50.41 |
|
1.000 |
49.35 |
|
0.618 |
48.70 |
|
HIGH |
47.64 |
|
0.618 |
46.99 |
|
0.500 |
46.79 |
|
0.382 |
46.58 |
|
LOW |
45.93 |
|
0.618 |
44.87 |
|
1.000 |
44.22 |
|
1.618 |
43.16 |
|
2.618 |
41.45 |
|
4.250 |
38.66 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
47.22 |
47.48 |
| PP |
47.00 |
47.46 |
| S1 |
46.79 |
47.45 |
|