NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 07-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
50.19 |
51.14 |
0.95 |
1.9% |
48.64 |
| High |
51.17 |
51.30 |
0.13 |
0.3% |
51.30 |
| Low |
49.87 |
49.96 |
0.09 |
0.2% |
48.35 |
| Close |
50.98 |
50.38 |
-0.60 |
-1.2% |
50.38 |
| Range |
1.30 |
1.34 |
0.04 |
3.1% |
2.95 |
| ATR |
1.56 |
1.54 |
-0.02 |
-1.0% |
0.00 |
| Volume |
258,091 |
273,375 |
15,284 |
5.9% |
1,060,050 |
|
| Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.57 |
53.81 |
51.12 |
|
| R3 |
53.23 |
52.47 |
50.75 |
|
| R2 |
51.89 |
51.89 |
50.63 |
|
| R1 |
51.13 |
51.13 |
50.50 |
50.84 |
| PP |
50.55 |
50.55 |
50.55 |
50.40 |
| S1 |
49.79 |
49.79 |
50.26 |
49.50 |
| S2 |
49.21 |
49.21 |
50.13 |
|
| S3 |
47.87 |
48.45 |
50.01 |
|
| S4 |
46.53 |
47.11 |
49.64 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.86 |
57.57 |
52.00 |
|
| R3 |
55.91 |
54.62 |
51.19 |
|
| R2 |
52.96 |
52.96 |
50.92 |
|
| R1 |
51.67 |
51.67 |
50.65 |
52.32 |
| PP |
50.01 |
50.01 |
50.01 |
50.33 |
| S1 |
48.72 |
48.72 |
50.11 |
49.37 |
| S2 |
47.06 |
47.06 |
49.84 |
|
| S3 |
44.11 |
45.77 |
49.57 |
|
| S4 |
41.16 |
42.82 |
48.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.30 |
48.35 |
2.95 |
5.9% |
1.15 |
2.3% |
69% |
True |
False |
212,010 |
| 10 |
51.30 |
44.76 |
6.54 |
13.0% |
1.53 |
3.0% |
86% |
True |
False |
207,812 |
| 20 |
51.30 |
43.77 |
7.53 |
14.9% |
1.45 |
2.9% |
88% |
True |
False |
186,503 |
| 40 |
51.30 |
43.77 |
7.53 |
14.9% |
1.49 |
3.0% |
88% |
True |
False |
136,941 |
| 60 |
51.30 |
41.58 |
9.72 |
19.3% |
1.48 |
2.9% |
91% |
True |
False |
113,862 |
| 80 |
52.40 |
41.58 |
10.82 |
21.5% |
1.58 |
3.1% |
81% |
False |
False |
105,288 |
| 100 |
53.62 |
41.58 |
12.04 |
23.9% |
1.50 |
3.0% |
73% |
False |
False |
94,577 |
| 120 |
53.62 |
41.58 |
12.04 |
23.9% |
1.51 |
3.0% |
73% |
False |
False |
88,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.00 |
|
2.618 |
54.81 |
|
1.618 |
53.47 |
|
1.000 |
52.64 |
|
0.618 |
52.13 |
|
HIGH |
51.30 |
|
0.618 |
50.79 |
|
0.500 |
50.63 |
|
0.382 |
50.47 |
|
LOW |
49.96 |
|
0.618 |
49.13 |
|
1.000 |
48.62 |
|
1.618 |
47.79 |
|
2.618 |
46.45 |
|
4.250 |
44.27 |
|
|
| Fisher Pivots for day following 07-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.63 |
50.49 |
| PP |
50.55 |
50.45 |
| S1 |
50.46 |
50.42 |
|