NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 27-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
49.31 |
49.22 |
-0.09 |
-0.2% |
50.65 |
| High |
50.10 |
50.06 |
-0.04 |
-0.1% |
52.22 |
| Low |
48.87 |
49.00 |
0.13 |
0.3% |
49.90 |
| Close |
49.18 |
49.72 |
0.54 |
1.1% |
50.85 |
| Range |
1.23 |
1.06 |
-0.17 |
-13.8% |
2.32 |
| ATR |
1.40 |
1.38 |
-0.02 |
-1.7% |
0.00 |
| Volume |
679,320 |
543,173 |
-136,147 |
-20.0% |
2,423,117 |
|
| Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.77 |
52.31 |
50.30 |
|
| R3 |
51.71 |
51.25 |
50.01 |
|
| R2 |
50.65 |
50.65 |
49.91 |
|
| R1 |
50.19 |
50.19 |
49.82 |
50.42 |
| PP |
49.59 |
49.59 |
49.59 |
49.71 |
| S1 |
49.13 |
49.13 |
49.62 |
49.36 |
| S2 |
48.53 |
48.53 |
49.53 |
|
| S3 |
47.47 |
48.07 |
49.43 |
|
| S4 |
46.41 |
47.01 |
49.14 |
|
|
| 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 |
51.02 |
48.87 |
2.15 |
4.3% |
1.22 |
2.5% |
40% |
False |
False |
590,193 |
| 10 |
52.22 |
48.87 |
3.35 |
6.7% |
1.20 |
2.4% |
25% |
False |
False |
517,599 |
| 20 |
52.22 |
47.61 |
4.61 |
9.3% |
1.25 |
2.5% |
46% |
False |
False |
399,424 |
| 40 |
52.22 |
43.77 |
8.45 |
17.0% |
1.47 |
3.0% |
70% |
False |
False |
278,088 |
| 60 |
52.22 |
42.61 |
9.61 |
19.3% |
1.46 |
2.9% |
74% |
False |
False |
212,697 |
| 80 |
52.22 |
41.58 |
10.64 |
21.4% |
1.47 |
3.0% |
77% |
False |
False |
176,500 |
| 100 |
53.62 |
41.58 |
12.04 |
24.2% |
1.52 |
3.1% |
68% |
False |
False |
155,651 |
| 120 |
53.62 |
41.58 |
12.04 |
24.2% |
1.47 |
3.0% |
68% |
False |
False |
138,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.57 |
|
2.618 |
52.84 |
|
1.618 |
51.78 |
|
1.000 |
51.12 |
|
0.618 |
50.72 |
|
HIGH |
50.06 |
|
0.618 |
49.66 |
|
0.500 |
49.53 |
|
0.382 |
49.40 |
|
LOW |
49.00 |
|
0.618 |
48.34 |
|
1.000 |
47.94 |
|
1.618 |
47.28 |
|
2.618 |
46.22 |
|
4.250 |
44.50 |
|
|
| Fisher Pivots for day following 27-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.66 |
49.90 |
| PP |
49.59 |
49.84 |
| S1 |
49.53 |
49.78 |
|