NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 20-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
51.09 |
51.58 |
0.49 |
1.0% |
50.10 |
| High |
52.22 |
51.83 |
-0.39 |
-0.7% |
52.16 |
| Low |
51.01 |
50.44 |
-0.57 |
-1.1% |
49.71 |
| Close |
51.82 |
50.63 |
-1.19 |
-2.3% |
50.75 |
| Range |
1.21 |
1.39 |
0.18 |
14.9% |
2.45 |
| ATR |
1.45 |
1.44 |
0.00 |
-0.3% |
0.00 |
| Volume |
631,938 |
548,947 |
-82,991 |
-13.1% |
1,950,452 |
|
| Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.14 |
54.27 |
51.39 |
|
| R3 |
53.75 |
52.88 |
51.01 |
|
| R2 |
52.36 |
52.36 |
50.88 |
|
| R1 |
51.49 |
51.49 |
50.76 |
51.23 |
| PP |
50.97 |
50.97 |
50.97 |
50.84 |
| S1 |
50.10 |
50.10 |
50.50 |
49.84 |
| S2 |
49.58 |
49.58 |
50.38 |
|
| S3 |
48.19 |
48.71 |
50.25 |
|
| S4 |
46.80 |
47.32 |
49.87 |
|
|
| 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 |
52.22 |
49.90 |
2.32 |
4.6% |
1.18 |
2.3% |
31% |
False |
False |
445,004 |
| 10 |
52.22 |
49.71 |
2.51 |
5.0% |
1.32 |
2.6% |
37% |
False |
False |
409,564 |
| 20 |
52.22 |
44.76 |
7.46 |
14.7% |
1.48 |
2.9% |
79% |
False |
False |
305,287 |
| 40 |
52.22 |
43.77 |
8.45 |
16.7% |
1.48 |
2.9% |
81% |
False |
False |
213,976 |
| 60 |
52.22 |
41.58 |
10.64 |
21.0% |
1.48 |
2.9% |
85% |
False |
False |
168,832 |
| 80 |
52.30 |
41.58 |
10.72 |
21.2% |
1.52 |
3.0% |
84% |
False |
False |
144,567 |
| 100 |
53.62 |
41.58 |
12.04 |
23.8% |
1.52 |
3.0% |
75% |
False |
False |
128,478 |
| 120 |
53.62 |
41.58 |
12.04 |
23.8% |
1.50 |
3.0% |
75% |
False |
False |
116,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.74 |
|
2.618 |
55.47 |
|
1.618 |
54.08 |
|
1.000 |
53.22 |
|
0.618 |
52.69 |
|
HIGH |
51.83 |
|
0.618 |
51.30 |
|
0.500 |
51.14 |
|
0.382 |
50.97 |
|
LOW |
50.44 |
|
0.618 |
49.58 |
|
1.000 |
49.05 |
|
1.618 |
48.19 |
|
2.618 |
46.80 |
|
4.250 |
44.53 |
|
|
| Fisher Pivots for day following 20-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.14 |
51.18 |
| PP |
50.97 |
50.99 |
| S1 |
50.80 |
50.81 |
|