NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 13-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
51.85 |
51.01 |
-0.84 |
-1.6% |
49.16 |
| High |
52.13 |
51.50 |
-0.63 |
-1.2% |
51.86 |
| Low |
50.91 |
50.31 |
-0.60 |
-1.2% |
48.93 |
| Close |
51.17 |
51.38 |
0.21 |
0.4% |
51.00 |
| Range |
1.22 |
1.19 |
-0.03 |
-2.5% |
2.93 |
| ATR |
1.52 |
1.50 |
-0.02 |
-1.6% |
0.00 |
| Volume |
112,386 |
178,880 |
66,494 |
59.2% |
382,577 |
|
| Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.63 |
54.20 |
52.03 |
|
| R3 |
53.44 |
53.01 |
51.71 |
|
| R2 |
52.25 |
52.25 |
51.60 |
|
| R1 |
51.82 |
51.82 |
51.49 |
52.04 |
| PP |
51.06 |
51.06 |
51.06 |
51.17 |
| S1 |
50.63 |
50.63 |
51.27 |
50.85 |
| S2 |
49.87 |
49.87 |
51.16 |
|
| S3 |
48.68 |
49.44 |
51.05 |
|
| S4 |
47.49 |
48.25 |
50.73 |
|
|
| 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 |
50.31 |
2.43 |
4.7% |
1.44 |
2.8% |
44% |
False |
True |
141,090 |
| 10 |
52.74 |
48.19 |
4.55 |
8.9% |
1.29 |
2.5% |
70% |
False |
False |
103,899 |
| 20 |
52.74 |
44.46 |
8.28 |
16.1% |
1.43 |
2.8% |
84% |
False |
False |
82,644 |
| 40 |
52.74 |
44.46 |
8.28 |
16.1% |
1.47 |
2.9% |
84% |
False |
False |
57,272 |
| 60 |
52.74 |
42.34 |
10.40 |
20.2% |
1.46 |
2.8% |
87% |
False |
False |
44,855 |
| 80 |
52.74 |
42.34 |
10.40 |
20.2% |
1.51 |
2.9% |
87% |
False |
False |
37,733 |
| 100 |
53.72 |
42.34 |
11.38 |
22.1% |
1.43 |
2.8% |
79% |
False |
False |
31,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.56 |
|
2.618 |
54.62 |
|
1.618 |
53.43 |
|
1.000 |
52.69 |
|
0.618 |
52.24 |
|
HIGH |
51.50 |
|
0.618 |
51.05 |
|
0.500 |
50.91 |
|
0.382 |
50.76 |
|
LOW |
50.31 |
|
0.618 |
49.57 |
|
1.000 |
49.12 |
|
1.618 |
48.38 |
|
2.618 |
47.19 |
|
4.250 |
45.25 |
|
|
| Fisher Pivots for day following 13-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.22 |
51.42 |
| PP |
51.06 |
51.41 |
| S1 |
50.91 |
51.39 |
|