NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 10-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
51.73 |
50.75 |
-0.98 |
-1.9% |
49.16 |
High |
51.86 |
52.74 |
0.88 |
1.7% |
51.86 |
Low |
50.58 |
50.34 |
-0.24 |
-0.5% |
48.93 |
Close |
51.00 |
52.43 |
1.43 |
2.8% |
51.00 |
Range |
1.28 |
2.40 |
1.12 |
87.5% |
2.93 |
ATR |
1.52 |
1.58 |
0.06 |
4.2% |
0.00 |
Volume |
103,603 |
133,609 |
30,006 |
29.0% |
382,577 |
|
Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.04 |
58.13 |
53.75 |
|
R3 |
56.64 |
55.73 |
53.09 |
|
R2 |
54.24 |
54.24 |
52.87 |
|
R1 |
53.33 |
53.33 |
52.65 |
53.79 |
PP |
51.84 |
51.84 |
51.84 |
52.06 |
S1 |
50.93 |
50.93 |
52.21 |
51.39 |
S2 |
49.44 |
49.44 |
51.99 |
|
S3 |
47.04 |
48.53 |
51.77 |
|
S4 |
44.64 |
46.13 |
51.11 |
|
|
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 |
52.74 |
49.46 |
3.28 |
6.3% |
1.36 |
2.6% |
91% |
True |
False |
90,757 |
10 |
52.74 |
45.35 |
7.39 |
14.1% |
1.59 |
3.0% |
96% |
True |
False |
78,610 |
20 |
52.74 |
44.46 |
8.28 |
15.8% |
1.46 |
2.8% |
96% |
True |
False |
65,561 |
40 |
52.74 |
44.46 |
8.28 |
15.8% |
1.48 |
2.8% |
96% |
True |
False |
47,636 |
60 |
52.74 |
42.34 |
10.40 |
19.8% |
1.46 |
2.8% |
97% |
True |
False |
37,825 |
80 |
52.74 |
42.34 |
10.40 |
19.8% |
1.53 |
2.9% |
97% |
True |
False |
32,173 |
100 |
53.72 |
42.34 |
11.38 |
21.7% |
1.42 |
2.7% |
89% |
False |
False |
27,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.94 |
2.618 |
59.02 |
1.618 |
56.62 |
1.000 |
55.14 |
0.618 |
54.22 |
HIGH |
52.74 |
0.618 |
51.82 |
0.500 |
51.54 |
0.382 |
51.26 |
LOW |
50.34 |
0.618 |
48.86 |
1.000 |
47.94 |
1.618 |
46.46 |
2.618 |
44.06 |
4.250 |
40.14 |
|
|
Fisher Pivots for day following 10-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
52.13 |
52.13 |
PP |
51.84 |
51.84 |
S1 |
51.54 |
51.54 |
|