NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 04-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
49.16 |
49.83 |
0.67 |
1.4% |
45.83 |
| High |
50.21 |
50.47 |
0.26 |
0.5% |
49.48 |
| Low |
48.93 |
49.46 |
0.53 |
1.1% |
45.35 |
| Close |
50.01 |
49.94 |
-0.07 |
-0.1% |
49.40 |
| Range |
1.28 |
1.01 |
-0.27 |
-21.1% |
4.13 |
| ATR |
1.63 |
1.58 |
-0.04 |
-2.7% |
0.00 |
| Volume |
62,397 |
68,425 |
6,028 |
9.7% |
312,546 |
|
| Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.99 |
52.47 |
50.50 |
|
| R3 |
51.98 |
51.46 |
50.22 |
|
| R2 |
50.97 |
50.97 |
50.13 |
|
| R1 |
50.45 |
50.45 |
50.03 |
50.71 |
| PP |
49.96 |
49.96 |
49.96 |
50.09 |
| S1 |
49.44 |
49.44 |
49.85 |
49.70 |
| S2 |
48.95 |
48.95 |
49.75 |
|
| S3 |
47.94 |
48.43 |
49.66 |
|
| S4 |
46.93 |
47.42 |
49.38 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.47 |
59.06 |
51.67 |
|
| R3 |
56.34 |
54.93 |
50.54 |
|
| R2 |
52.21 |
52.21 |
50.16 |
|
| R1 |
50.80 |
50.80 |
49.78 |
51.51 |
| PP |
48.08 |
48.08 |
48.08 |
48.43 |
| S1 |
46.67 |
46.67 |
49.02 |
47.38 |
| S2 |
43.95 |
43.95 |
48.64 |
|
| S3 |
39.82 |
42.54 |
48.26 |
|
| S4 |
35.69 |
38.41 |
47.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.47 |
45.56 |
4.91 |
9.8% |
1.67 |
3.3% |
89% |
True |
False |
68,765 |
| 10 |
50.47 |
45.35 |
5.12 |
10.3% |
1.61 |
3.2% |
90% |
True |
False |
65,634 |
| 20 |
50.47 |
44.46 |
6.01 |
12.0% |
1.52 |
3.1% |
91% |
True |
False |
53,126 |
| 40 |
51.13 |
44.09 |
7.04 |
14.1% |
1.51 |
3.0% |
83% |
False |
False |
40,370 |
| 60 |
51.13 |
42.34 |
8.79 |
17.6% |
1.46 |
2.9% |
86% |
False |
False |
32,835 |
| 80 |
52.66 |
42.34 |
10.32 |
20.7% |
1.51 |
3.0% |
74% |
False |
False |
27,788 |
| 100 |
53.72 |
42.34 |
11.38 |
22.8% |
1.40 |
2.8% |
67% |
False |
False |
23,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.76 |
|
2.618 |
53.11 |
|
1.618 |
52.10 |
|
1.000 |
51.48 |
|
0.618 |
51.09 |
|
HIGH |
50.47 |
|
0.618 |
50.08 |
|
0.500 |
49.97 |
|
0.382 |
49.85 |
|
LOW |
49.46 |
|
0.618 |
48.84 |
|
1.000 |
48.45 |
|
1.618 |
47.83 |
|
2.618 |
46.82 |
|
4.250 |
45.17 |
|
|
| Fisher Pivots for day following 04-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.97 |
49.74 |
| PP |
49.96 |
49.53 |
| S1 |
49.95 |
49.33 |
|