NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 12-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
52.22 |
51.85 |
-0.37 |
-0.7% |
49.16 |
High |
52.53 |
52.13 |
-0.40 |
-0.8% |
51.86 |
Low |
51.42 |
50.91 |
-0.51 |
-1.0% |
48.93 |
Close |
51.75 |
51.17 |
-0.58 |
-1.1% |
51.00 |
Range |
1.11 |
1.22 |
0.11 |
9.9% |
2.93 |
ATR |
1.55 |
1.52 |
-0.02 |
-1.5% |
0.00 |
Volume |
176,975 |
112,386 |
-64,589 |
-36.5% |
382,577 |
|
Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.06 |
54.34 |
51.84 |
|
R3 |
53.84 |
53.12 |
51.51 |
|
R2 |
52.62 |
52.62 |
51.39 |
|
R1 |
51.90 |
51.90 |
51.28 |
51.65 |
PP |
51.40 |
51.40 |
51.40 |
51.28 |
S1 |
50.68 |
50.68 |
51.06 |
50.43 |
S2 |
50.18 |
50.18 |
50.95 |
|
S3 |
48.96 |
49.46 |
50.83 |
|
S4 |
47.74 |
48.24 |
50.50 |
|
|
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 |
50.34 |
2.40 |
4.7% |
1.46 |
2.8% |
35% |
False |
False |
121,872 |
10 |
52.74 |
47.72 |
5.02 |
9.8% |
1.34 |
2.6% |
69% |
False |
False |
93,354 |
20 |
52.74 |
44.46 |
8.28 |
16.2% |
1.43 |
2.8% |
81% |
False |
False |
76,403 |
40 |
52.74 |
44.46 |
8.28 |
16.2% |
1.47 |
2.9% |
81% |
False |
False |
53,765 |
60 |
52.74 |
42.34 |
10.40 |
20.3% |
1.46 |
2.9% |
85% |
False |
False |
42,192 |
80 |
52.74 |
42.34 |
10.40 |
20.3% |
1.51 |
3.0% |
85% |
False |
False |
35,634 |
100 |
53.72 |
42.34 |
11.38 |
22.2% |
1.43 |
2.8% |
78% |
False |
False |
29,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.32 |
2.618 |
55.32 |
1.618 |
54.10 |
1.000 |
53.35 |
0.618 |
52.88 |
HIGH |
52.13 |
0.618 |
51.66 |
0.500 |
51.52 |
0.382 |
51.38 |
LOW |
50.91 |
0.618 |
50.16 |
1.000 |
49.69 |
1.618 |
48.94 |
2.618 |
47.72 |
4.250 |
45.73 |
|
|
Fisher Pivots for day following 12-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
51.52 |
51.54 |
PP |
51.40 |
51.42 |
S1 |
51.29 |
51.29 |
|