NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 24-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
50.66 |
50.85 |
0.19 |
0.4% |
50.65 |
| High |
51.02 |
50.98 |
-0.04 |
-0.1% |
52.22 |
| Low |
50.21 |
49.62 |
-0.59 |
-1.2% |
49.90 |
| Close |
50.85 |
50.52 |
-0.33 |
-0.6% |
50.85 |
| Range |
0.81 |
1.36 |
0.55 |
67.9% |
2.32 |
| ATR |
1.40 |
1.40 |
0.00 |
-0.2% |
0.00 |
| Volume |
551,300 |
623,398 |
72,098 |
13.1% |
2,423,117 |
|
| Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.45 |
53.85 |
51.27 |
|
| R3 |
53.09 |
52.49 |
50.89 |
|
| R2 |
51.73 |
51.73 |
50.77 |
|
| R1 |
51.13 |
51.13 |
50.64 |
50.75 |
| PP |
50.37 |
50.37 |
50.37 |
50.19 |
| S1 |
49.77 |
49.77 |
50.40 |
49.39 |
| S2 |
49.01 |
49.01 |
50.27 |
|
| S3 |
47.65 |
48.41 |
50.15 |
|
| S4 |
46.29 |
47.05 |
49.77 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.95 |
56.72 |
52.13 |
|
| R3 |
55.63 |
54.40 |
51.49 |
|
| R2 |
53.31 |
53.31 |
51.28 |
|
| R1 |
52.08 |
52.08 |
51.06 |
52.70 |
| PP |
50.99 |
50.99 |
50.99 |
51.30 |
| S1 |
49.76 |
49.76 |
50.64 |
50.38 |
| S2 |
48.67 |
48.67 |
50.42 |
|
| S3 |
46.35 |
47.44 |
50.21 |
|
| S4 |
44.03 |
45.12 |
49.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.22 |
49.62 |
2.60 |
5.1% |
1.15 |
2.3% |
35% |
False |
True |
547,214 |
| 10 |
52.22 |
49.62 |
2.60 |
5.1% |
1.16 |
2.3% |
35% |
False |
True |
461,846 |
| 20 |
52.22 |
44.76 |
7.46 |
14.8% |
1.38 |
2.7% |
77% |
False |
False |
346,431 |
| 40 |
52.22 |
43.77 |
8.45 |
16.7% |
1.47 |
2.9% |
80% |
False |
False |
239,811 |
| 60 |
52.22 |
41.58 |
10.64 |
21.1% |
1.48 |
2.9% |
84% |
False |
False |
186,353 |
| 80 |
52.22 |
41.58 |
10.64 |
21.1% |
1.50 |
3.0% |
84% |
False |
False |
157,408 |
| 100 |
53.62 |
41.58 |
12.04 |
23.8% |
1.51 |
3.0% |
74% |
False |
False |
139,151 |
| 120 |
53.62 |
41.58 |
12.04 |
23.8% |
1.49 |
3.0% |
74% |
False |
False |
125,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.76 |
|
2.618 |
54.54 |
|
1.618 |
53.18 |
|
1.000 |
52.34 |
|
0.618 |
51.82 |
|
HIGH |
50.98 |
|
0.618 |
50.46 |
|
0.500 |
50.30 |
|
0.382 |
50.14 |
|
LOW |
49.62 |
|
0.618 |
48.78 |
|
1.000 |
48.26 |
|
1.618 |
47.42 |
|
2.618 |
46.06 |
|
4.250 |
43.84 |
|
|
| Fisher Pivots for day following 24-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.45 |
50.73 |
| PP |
50.37 |
50.66 |
| S1 |
50.30 |
50.59 |
|