NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 26-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2016 |
26-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
50.49 |
49.31 |
-1.18 |
-2.3% |
50.65 |
High |
50.93 |
50.10 |
-0.83 |
-1.6% |
52.22 |
Low |
49.27 |
48.87 |
-0.40 |
-0.8% |
49.90 |
Close |
49.96 |
49.18 |
-0.78 |
-1.6% |
50.85 |
Range |
1.66 |
1.23 |
-0.43 |
-25.9% |
2.32 |
ATR |
1.42 |
1.40 |
-0.01 |
-0.9% |
0.00 |
Volume |
553,778 |
679,320 |
125,542 |
22.7% |
2,423,117 |
|
Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.07 |
52.36 |
49.86 |
|
R3 |
51.84 |
51.13 |
49.52 |
|
R2 |
50.61 |
50.61 |
49.41 |
|
R1 |
49.90 |
49.90 |
49.29 |
49.64 |
PP |
49.38 |
49.38 |
49.38 |
49.26 |
S1 |
48.67 |
48.67 |
49.07 |
48.41 |
S2 |
48.15 |
48.15 |
48.95 |
|
S3 |
46.92 |
47.44 |
48.84 |
|
S4 |
45.69 |
46.21 |
48.50 |
|
|
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 |
51.83 |
48.87 |
2.96 |
6.0% |
1.29 |
2.6% |
10% |
False |
True |
591,348 |
10 |
52.22 |
48.87 |
3.35 |
6.8% |
1.21 |
2.5% |
9% |
False |
True |
510,421 |
20 |
52.22 |
47.16 |
5.06 |
10.3% |
1.29 |
2.6% |
40% |
False |
False |
384,357 |
40 |
52.22 |
43.77 |
8.45 |
17.2% |
1.49 |
3.0% |
64% |
False |
False |
267,287 |
60 |
52.22 |
41.58 |
10.64 |
21.6% |
1.47 |
3.0% |
71% |
False |
False |
204,813 |
80 |
52.22 |
41.58 |
10.64 |
21.6% |
1.48 |
3.0% |
71% |
False |
False |
170,997 |
100 |
53.62 |
41.58 |
12.04 |
24.5% |
1.52 |
3.1% |
63% |
False |
False |
150,660 |
120 |
53.62 |
41.58 |
12.04 |
24.5% |
1.48 |
3.0% |
63% |
False |
False |
134,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.33 |
2.618 |
53.32 |
1.618 |
52.09 |
1.000 |
51.33 |
0.618 |
50.86 |
HIGH |
50.10 |
0.618 |
49.63 |
0.500 |
49.49 |
0.382 |
49.34 |
LOW |
48.87 |
0.618 |
48.11 |
1.000 |
47.64 |
1.618 |
46.88 |
2.618 |
45.65 |
4.250 |
43.64 |
|
|
Fisher Pivots for day following 26-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
49.49 |
49.93 |
PP |
49.38 |
49.68 |
S1 |
49.28 |
49.43 |
|