NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 07-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
50.87 |
51.73 |
0.86 |
1.7% |
49.16 |
| High |
51.75 |
51.86 |
0.11 |
0.2% |
51.86 |
| Low |
50.47 |
50.58 |
0.11 |
0.2% |
48.93 |
| Close |
51.57 |
51.00 |
-0.57 |
-1.1% |
51.00 |
| Range |
1.28 |
1.28 |
0.00 |
0.0% |
2.93 |
| ATR |
1.53 |
1.52 |
-0.02 |
-1.2% |
0.00 |
| Volume |
82,789 |
103,603 |
20,814 |
25.1% |
382,577 |
|
| Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.99 |
54.27 |
51.70 |
|
| R3 |
53.71 |
52.99 |
51.35 |
|
| R2 |
52.43 |
52.43 |
51.23 |
|
| R1 |
51.71 |
51.71 |
51.12 |
51.43 |
| PP |
51.15 |
51.15 |
51.15 |
51.01 |
| S1 |
50.43 |
50.43 |
50.88 |
50.15 |
| S2 |
49.87 |
49.87 |
50.77 |
|
| S3 |
48.59 |
49.15 |
50.65 |
|
| S4 |
47.31 |
47.87 |
50.30 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.39 |
58.12 |
52.61 |
|
| R3 |
56.46 |
55.19 |
51.81 |
|
| R2 |
53.53 |
53.53 |
51.54 |
|
| R1 |
52.26 |
52.26 |
51.27 |
52.90 |
| PP |
50.60 |
50.60 |
50.60 |
50.91 |
| S1 |
49.33 |
49.33 |
50.73 |
49.97 |
| S2 |
47.67 |
47.67 |
50.46 |
|
| S3 |
44.74 |
46.40 |
50.19 |
|
| S4 |
41.81 |
43.47 |
49.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.86 |
48.93 |
2.93 |
5.7% |
1.13 |
2.2% |
71% |
True |
False |
76,515 |
| 10 |
51.86 |
45.35 |
6.51 |
12.8% |
1.52 |
3.0% |
87% |
True |
False |
69,512 |
| 20 |
51.86 |
44.46 |
7.40 |
14.5% |
1.42 |
2.8% |
88% |
True |
False |
60,967 |
| 40 |
51.86 |
44.46 |
7.40 |
14.5% |
1.46 |
2.9% |
88% |
True |
False |
44,789 |
| 60 |
51.86 |
42.34 |
9.52 |
18.7% |
1.44 |
2.8% |
91% |
True |
False |
35,829 |
| 80 |
52.66 |
42.34 |
10.32 |
20.2% |
1.51 |
3.0% |
84% |
False |
False |
30,650 |
| 100 |
53.72 |
42.34 |
11.38 |
22.3% |
1.41 |
2.8% |
76% |
False |
False |
25,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.30 |
|
2.618 |
55.21 |
|
1.618 |
53.93 |
|
1.000 |
53.14 |
|
0.618 |
52.65 |
|
HIGH |
51.86 |
|
0.618 |
51.37 |
|
0.500 |
51.22 |
|
0.382 |
51.07 |
|
LOW |
50.58 |
|
0.618 |
49.79 |
|
1.000 |
49.30 |
|
1.618 |
48.51 |
|
2.618 |
47.23 |
|
4.250 |
45.14 |
|
|
| Fisher Pivots for day following 07-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.22 |
51.08 |
| PP |
51.15 |
51.05 |
| S1 |
51.07 |
51.03 |
|