NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 10-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
51.14 |
50.10 |
-1.04 |
-2.0% |
48.64 |
High |
51.30 |
52.16 |
0.86 |
1.7% |
51.30 |
Low |
49.96 |
49.71 |
-0.25 |
-0.5% |
48.35 |
Close |
50.38 |
51.87 |
1.49 |
3.0% |
50.38 |
Range |
1.34 |
2.45 |
1.11 |
82.8% |
2.95 |
ATR |
1.54 |
1.61 |
0.06 |
4.2% |
0.00 |
Volume |
273,375 |
378,507 |
105,132 |
38.5% |
1,060,050 |
|
Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.60 |
57.68 |
53.22 |
|
R3 |
56.15 |
55.23 |
52.54 |
|
R2 |
53.70 |
53.70 |
52.32 |
|
R1 |
52.78 |
52.78 |
52.09 |
53.24 |
PP |
51.25 |
51.25 |
51.25 |
51.48 |
S1 |
50.33 |
50.33 |
51.65 |
50.79 |
S2 |
48.80 |
48.80 |
51.42 |
|
S3 |
46.35 |
47.88 |
51.20 |
|
S4 |
43.90 |
45.43 |
50.52 |
|
|
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 |
52.16 |
48.85 |
3.31 |
6.4% |
1.39 |
2.7% |
91% |
True |
False |
258,718 |
10 |
52.16 |
44.76 |
7.40 |
14.3% |
1.60 |
3.1% |
96% |
True |
False |
231,016 |
20 |
52.16 |
43.77 |
8.39 |
16.2% |
1.49 |
2.9% |
97% |
True |
False |
199,930 |
40 |
52.16 |
43.77 |
8.39 |
16.2% |
1.52 |
2.9% |
97% |
True |
False |
144,650 |
60 |
52.16 |
41.58 |
10.58 |
20.4% |
1.50 |
2.9% |
97% |
True |
False |
119,283 |
80 |
52.40 |
41.58 |
10.82 |
20.9% |
1.59 |
3.1% |
95% |
False |
False |
109,095 |
100 |
53.62 |
41.58 |
12.04 |
23.2% |
1.52 |
2.9% |
85% |
False |
False |
97,679 |
120 |
53.62 |
41.58 |
12.04 |
23.2% |
1.51 |
2.9% |
85% |
False |
False |
91,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.57 |
2.618 |
58.57 |
1.618 |
56.12 |
1.000 |
54.61 |
0.618 |
53.67 |
HIGH |
52.16 |
0.618 |
51.22 |
0.500 |
50.94 |
0.382 |
50.65 |
LOW |
49.71 |
0.618 |
48.20 |
1.000 |
47.26 |
1.618 |
45.75 |
2.618 |
43.30 |
4.250 |
39.30 |
|
|
Fisher Pivots for day following 10-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
51.56 |
51.56 |
PP |
51.25 |
51.25 |
S1 |
50.94 |
50.94 |
|