NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 12-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
51.80 |
51.31 |
-0.49 |
-0.9% |
48.64 |
| High |
52.01 |
51.60 |
-0.41 |
-0.8% |
51.30 |
| Low |
50.88 |
50.36 |
-0.52 |
-1.0% |
48.35 |
| Close |
51.24 |
50.64 |
-0.60 |
-1.2% |
50.38 |
| Range |
1.13 |
1.24 |
0.11 |
9.7% |
2.95 |
| ATR |
1.57 |
1.55 |
-0.02 |
-1.5% |
0.00 |
| Volume |
469,052 |
278,289 |
-190,763 |
-40.7% |
1,060,050 |
|
| Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.59 |
53.85 |
51.32 |
|
| R3 |
53.35 |
52.61 |
50.98 |
|
| R2 |
52.11 |
52.11 |
50.87 |
|
| R1 |
51.37 |
51.37 |
50.75 |
51.12 |
| PP |
50.87 |
50.87 |
50.87 |
50.74 |
| S1 |
50.13 |
50.13 |
50.53 |
49.88 |
| S2 |
49.63 |
49.63 |
50.41 |
|
| S3 |
48.39 |
48.89 |
50.30 |
|
| S4 |
47.15 |
47.65 |
49.96 |
|
|
| 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 |
49.71 |
2.45 |
4.8% |
1.49 |
2.9% |
38% |
False |
False |
331,462 |
| 10 |
52.16 |
47.16 |
5.00 |
9.9% |
1.36 |
2.7% |
70% |
False |
False |
258,293 |
| 20 |
52.16 |
43.77 |
8.39 |
16.6% |
1.45 |
2.9% |
82% |
False |
False |
224,213 |
| 40 |
52.16 |
43.77 |
8.39 |
16.6% |
1.51 |
3.0% |
82% |
False |
False |
160,160 |
| 60 |
52.16 |
41.58 |
10.58 |
20.9% |
1.50 |
3.0% |
86% |
False |
False |
130,020 |
| 80 |
52.40 |
41.58 |
10.82 |
21.4% |
1.58 |
3.1% |
84% |
False |
False |
117,123 |
| 100 |
53.62 |
41.58 |
12.04 |
23.8% |
1.51 |
3.0% |
75% |
False |
False |
104,406 |
| 120 |
53.62 |
41.58 |
12.04 |
23.8% |
1.51 |
3.0% |
75% |
False |
False |
96,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.87 |
|
2.618 |
54.85 |
|
1.618 |
53.61 |
|
1.000 |
52.84 |
|
0.618 |
52.37 |
|
HIGH |
51.60 |
|
0.618 |
51.13 |
|
0.500 |
50.98 |
|
0.382 |
50.83 |
|
LOW |
50.36 |
|
0.618 |
49.59 |
|
1.000 |
49.12 |
|
1.618 |
48.35 |
|
2.618 |
47.11 |
|
4.250 |
45.09 |
|
|
| Fisher Pivots for day following 12-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.98 |
50.94 |
| PP |
50.87 |
50.84 |
| S1 |
50.75 |
50.74 |
|