NYMEX Light Sweet Crude Oil Future February 2017
| Trading Metrics calculated at close of trading on 30-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
48.80 |
49.42 |
0.62 |
1.3% |
46.65 |
| High |
49.97 |
49.98 |
0.01 |
0.0% |
49.98 |
| Low |
48.22 |
48.73 |
0.51 |
1.1% |
45.95 |
| Close |
49.49 |
49.93 |
0.44 |
0.9% |
49.93 |
| Range |
1.75 |
1.25 |
-0.50 |
-28.6% |
4.03 |
| ATR |
1.69 |
1.66 |
-0.03 |
-1.9% |
0.00 |
| Volume |
28,156 |
21,082 |
-7,074 |
-25.1% |
121,495 |
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.30 |
52.86 |
50.62 |
|
| R3 |
52.05 |
51.61 |
50.27 |
|
| R2 |
50.80 |
50.80 |
50.16 |
|
| R1 |
50.36 |
50.36 |
50.04 |
50.58 |
| PP |
49.55 |
49.55 |
49.55 |
49.66 |
| S1 |
49.11 |
49.11 |
49.82 |
49.33 |
| S2 |
48.30 |
48.30 |
49.70 |
|
| S3 |
47.05 |
47.86 |
49.59 |
|
| S4 |
45.80 |
46.61 |
49.24 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.71 |
59.35 |
52.15 |
|
| R3 |
56.68 |
55.32 |
51.04 |
|
| R2 |
52.65 |
52.65 |
50.67 |
|
| R1 |
51.29 |
51.29 |
50.30 |
51.97 |
| PP |
48.62 |
48.62 |
48.62 |
48.96 |
| S1 |
47.26 |
47.26 |
49.56 |
47.94 |
| S2 |
44.59 |
44.59 |
49.19 |
|
| S3 |
40.56 |
43.23 |
48.82 |
|
| S4 |
36.53 |
39.20 |
47.71 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.29 |
|
2.618 |
53.25 |
|
1.618 |
52.00 |
|
1.000 |
51.23 |
|
0.618 |
50.75 |
|
HIGH |
49.98 |
|
0.618 |
49.50 |
|
0.500 |
49.36 |
|
0.382 |
49.21 |
|
LOW |
48.73 |
|
0.618 |
47.96 |
|
1.000 |
47.48 |
|
1.618 |
46.71 |
|
2.618 |
45.46 |
|
4.250 |
43.42 |
|
|
| Fisher Pivots for day following 30-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.74 |
49.31 |
| PP |
49.55 |
48.68 |
| S1 |
49.36 |
48.06 |
|