NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 13-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
51.31 |
50.45 |
-0.86 |
-1.7% |
48.64 |
| High |
51.60 |
50.99 |
-0.61 |
-1.2% |
51.30 |
| Low |
50.36 |
49.79 |
-0.57 |
-1.1% |
48.35 |
| Close |
50.64 |
50.85 |
0.21 |
0.4% |
50.38 |
| Range |
1.24 |
1.20 |
-0.04 |
-3.2% |
2.95 |
| ATR |
1.55 |
1.52 |
-0.02 |
-1.6% |
0.00 |
| Volume |
278,289 |
471,400 |
193,111 |
69.4% |
1,060,050 |
|
| Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.14 |
53.70 |
51.51 |
|
| R3 |
52.94 |
52.50 |
51.18 |
|
| R2 |
51.74 |
51.74 |
51.07 |
|
| R1 |
51.30 |
51.30 |
50.96 |
51.52 |
| PP |
50.54 |
50.54 |
50.54 |
50.66 |
| S1 |
50.10 |
50.10 |
50.74 |
50.32 |
| S2 |
49.34 |
49.34 |
50.63 |
|
| S3 |
48.14 |
48.90 |
50.52 |
|
| S4 |
46.94 |
47.70 |
50.19 |
|
|
| 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% |
1.47 |
2.9% |
47% |
False |
False |
374,124 |
| 10 |
52.16 |
47.61 |
4.55 |
8.9% |
1.30 |
2.6% |
71% |
False |
False |
281,249 |
| 20 |
52.16 |
43.77 |
8.39 |
16.5% |
1.46 |
2.9% |
84% |
False |
False |
239,089 |
| 40 |
52.16 |
43.77 |
8.39 |
16.5% |
1.51 |
3.0% |
84% |
False |
False |
169,212 |
| 60 |
52.16 |
41.58 |
10.58 |
20.8% |
1.50 |
2.9% |
88% |
False |
False |
136,583 |
| 80 |
52.40 |
41.58 |
10.82 |
21.3% |
1.57 |
3.1% |
86% |
False |
False |
122,048 |
| 100 |
53.62 |
41.58 |
12.04 |
23.7% |
1.52 |
3.0% |
77% |
False |
False |
108,745 |
| 120 |
53.62 |
41.58 |
12.04 |
23.7% |
1.51 |
3.0% |
77% |
False |
False |
100,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.09 |
|
2.618 |
54.13 |
|
1.618 |
52.93 |
|
1.000 |
52.19 |
|
0.618 |
51.73 |
|
HIGH |
50.99 |
|
0.618 |
50.53 |
|
0.500 |
50.39 |
|
0.382 |
50.25 |
|
LOW |
49.79 |
|
0.618 |
49.05 |
|
1.000 |
48.59 |
|
1.618 |
47.85 |
|
2.618 |
46.65 |
|
4.250 |
44.69 |
|
|
| Fisher Pivots for day following 13-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.70 |
50.90 |
| PP |
50.54 |
50.88 |
| S1 |
50.39 |
50.87 |
|