NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 06-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
49.82 |
50.19 |
0.37 |
0.7% |
45.18 |
High |
50.52 |
51.17 |
0.65 |
1.3% |
48.90 |
Low |
49.68 |
49.87 |
0.19 |
0.4% |
44.76 |
Close |
50.38 |
50.98 |
0.60 |
1.2% |
48.82 |
Range |
0.84 |
1.30 |
0.46 |
54.8% |
4.14 |
ATR |
1.58 |
1.56 |
-0.02 |
-1.3% |
0.00 |
Volume |
197,367 |
258,091 |
60,724 |
30.8% |
1,018,073 |
|
Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.57 |
54.08 |
51.70 |
|
R3 |
53.27 |
52.78 |
51.34 |
|
R2 |
51.97 |
51.97 |
51.22 |
|
R1 |
51.48 |
51.48 |
51.10 |
51.73 |
PP |
50.67 |
50.67 |
50.67 |
50.80 |
S1 |
50.18 |
50.18 |
50.86 |
50.43 |
S2 |
49.37 |
49.37 |
50.74 |
|
S3 |
48.07 |
48.88 |
50.62 |
|
S4 |
46.77 |
47.58 |
50.27 |
|
|
Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.91 |
58.51 |
51.10 |
|
R3 |
55.77 |
54.37 |
49.96 |
|
R2 |
51.63 |
51.63 |
49.58 |
|
R1 |
50.23 |
50.23 |
49.20 |
50.93 |
PP |
47.49 |
47.49 |
47.49 |
47.85 |
S1 |
46.09 |
46.09 |
48.44 |
46.79 |
S2 |
43.35 |
43.35 |
48.06 |
|
S3 |
39.21 |
41.95 |
47.68 |
|
S4 |
35.07 |
37.81 |
46.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.17 |
47.61 |
3.56 |
7.0% |
1.13 |
2.2% |
95% |
True |
False |
188,374 |
10 |
51.17 |
44.76 |
6.41 |
12.6% |
1.63 |
3.2% |
97% |
True |
False |
201,010 |
20 |
51.17 |
43.77 |
7.40 |
14.5% |
1.48 |
2.9% |
97% |
True |
False |
177,903 |
40 |
51.17 |
43.38 |
7.79 |
15.3% |
1.53 |
3.0% |
98% |
True |
False |
132,194 |
60 |
51.17 |
41.58 |
9.59 |
18.8% |
1.47 |
2.9% |
98% |
True |
False |
110,627 |
80 |
52.40 |
41.58 |
10.82 |
21.2% |
1.58 |
3.1% |
87% |
False |
False |
102,696 |
100 |
53.62 |
41.58 |
12.04 |
23.6% |
1.50 |
2.9% |
78% |
False |
False |
92,449 |
120 |
53.62 |
41.58 |
12.04 |
23.6% |
1.52 |
3.0% |
78% |
False |
False |
87,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.70 |
2.618 |
54.57 |
1.618 |
53.27 |
1.000 |
52.47 |
0.618 |
51.97 |
HIGH |
51.17 |
0.618 |
50.67 |
0.500 |
50.52 |
0.382 |
50.37 |
LOW |
49.87 |
0.618 |
49.07 |
1.000 |
48.57 |
1.618 |
47.77 |
2.618 |
46.47 |
4.250 |
44.35 |
|
|
Fisher Pivots for day following 06-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
50.83 |
50.66 |
PP |
50.67 |
50.33 |
S1 |
50.52 |
50.01 |
|