NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
50.45 |
50.97 |
0.52 |
1.0% |
50.10 |
| High |
50.99 |
51.51 |
0.52 |
1.0% |
52.16 |
| Low |
49.79 |
50.30 |
0.51 |
1.0% |
49.71 |
| Close |
50.85 |
50.75 |
-0.10 |
-0.2% |
50.75 |
| Range |
1.20 |
1.21 |
0.01 |
0.8% |
2.45 |
| ATR |
1.52 |
1.50 |
-0.02 |
-1.5% |
0.00 |
| Volume |
471,400 |
353,204 |
-118,196 |
-25.1% |
1,950,452 |
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.48 |
53.83 |
51.42 |
|
| R3 |
53.27 |
52.62 |
51.08 |
|
| R2 |
52.06 |
52.06 |
50.97 |
|
| R1 |
51.41 |
51.41 |
50.86 |
51.13 |
| PP |
50.85 |
50.85 |
50.85 |
50.72 |
| S1 |
50.20 |
50.20 |
50.64 |
49.92 |
| S2 |
49.64 |
49.64 |
50.53 |
|
| S3 |
48.43 |
48.99 |
50.42 |
|
| S4 |
47.22 |
47.78 |
50.08 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.22 |
56.94 |
52.10 |
|
| R3 |
55.77 |
54.49 |
51.42 |
|
| R2 |
53.32 |
53.32 |
51.20 |
|
| R1 |
52.04 |
52.04 |
50.97 |
52.68 |
| PP |
50.87 |
50.87 |
50.87 |
51.20 |
| S1 |
49.59 |
49.59 |
50.53 |
50.23 |
| S2 |
48.42 |
48.42 |
50.30 |
|
| S3 |
45.97 |
47.14 |
50.08 |
|
| S4 |
43.52 |
44.69 |
49.40 |
|
|
| 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% |
1.45 |
2.8% |
42% |
False |
False |
390,090 |
| 10 |
52.16 |
48.35 |
3.81 |
7.5% |
1.30 |
2.6% |
63% |
False |
False |
301,050 |
| 20 |
52.16 |
43.77 |
8.39 |
16.5% |
1.47 |
2.9% |
83% |
False |
False |
250,746 |
| 40 |
52.16 |
43.77 |
8.39 |
16.5% |
1.50 |
2.9% |
83% |
False |
False |
175,981 |
| 60 |
52.16 |
41.58 |
10.58 |
20.8% |
1.49 |
2.9% |
87% |
False |
False |
141,583 |
| 80 |
52.40 |
41.58 |
10.82 |
21.3% |
1.56 |
3.1% |
85% |
False |
False |
125,382 |
| 100 |
53.62 |
41.58 |
12.04 |
23.7% |
1.51 |
3.0% |
76% |
False |
False |
111,688 |
| 120 |
53.62 |
41.58 |
12.04 |
23.7% |
1.50 |
3.0% |
76% |
False |
False |
103,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.65 |
|
2.618 |
54.68 |
|
1.618 |
53.47 |
|
1.000 |
52.72 |
|
0.618 |
52.26 |
|
HIGH |
51.51 |
|
0.618 |
51.05 |
|
0.500 |
50.91 |
|
0.382 |
50.76 |
|
LOW |
50.30 |
|
0.618 |
49.55 |
|
1.000 |
49.09 |
|
1.618 |
48.34 |
|
2.618 |
47.13 |
|
4.250 |
45.16 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.91 |
50.73 |
| PP |
50.85 |
50.71 |
| S1 |
50.80 |
50.70 |
|