NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
51.01 |
51.38 |
0.37 |
0.7% |
50.75 |
| High |
51.50 |
51.95 |
0.45 |
0.9% |
52.74 |
| Low |
50.31 |
50.82 |
0.51 |
1.0% |
50.31 |
| Close |
51.38 |
51.26 |
-0.12 |
-0.2% |
51.26 |
| Range |
1.19 |
1.13 |
-0.06 |
-5.0% |
2.43 |
| ATR |
1.50 |
1.47 |
-0.03 |
-1.8% |
0.00 |
| Volume |
178,880 |
139,859 |
-39,021 |
-21.8% |
741,709 |
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.73 |
54.13 |
51.88 |
|
| R3 |
53.60 |
53.00 |
51.57 |
|
| R2 |
52.47 |
52.47 |
51.47 |
|
| R1 |
51.87 |
51.87 |
51.36 |
51.61 |
| PP |
51.34 |
51.34 |
51.34 |
51.21 |
| S1 |
50.74 |
50.74 |
51.16 |
50.48 |
| S2 |
50.21 |
50.21 |
51.05 |
|
| S3 |
49.08 |
49.61 |
50.95 |
|
| S4 |
47.95 |
48.48 |
50.64 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.73 |
57.42 |
52.60 |
|
| R3 |
56.30 |
54.99 |
51.93 |
|
| R2 |
53.87 |
53.87 |
51.71 |
|
| R1 |
52.56 |
52.56 |
51.48 |
53.22 |
| PP |
51.44 |
51.44 |
51.44 |
51.76 |
| S1 |
50.13 |
50.13 |
51.04 |
50.79 |
| S2 |
49.01 |
49.01 |
50.81 |
|
| S3 |
46.58 |
47.70 |
50.59 |
|
| S4 |
44.15 |
45.27 |
49.92 |
|
|
| 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% |
1.41 |
2.8% |
39% |
False |
False |
148,341 |
| 10 |
52.74 |
48.93 |
3.81 |
7.4% |
1.27 |
2.5% |
61% |
False |
False |
112,428 |
| 20 |
52.74 |
44.46 |
8.28 |
16.2% |
1.44 |
2.8% |
82% |
False |
False |
88,022 |
| 40 |
52.74 |
44.46 |
8.28 |
16.2% |
1.47 |
2.9% |
82% |
False |
False |
60,082 |
| 60 |
52.74 |
42.34 |
10.40 |
20.3% |
1.45 |
2.8% |
86% |
False |
False |
46,952 |
| 80 |
52.74 |
42.34 |
10.40 |
20.3% |
1.51 |
2.9% |
86% |
False |
False |
39,349 |
| 100 |
53.72 |
42.34 |
11.38 |
22.2% |
1.43 |
2.8% |
78% |
False |
False |
33,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.75 |
|
2.618 |
54.91 |
|
1.618 |
53.78 |
|
1.000 |
53.08 |
|
0.618 |
52.65 |
|
HIGH |
51.95 |
|
0.618 |
51.52 |
|
0.500 |
51.39 |
|
0.382 |
51.25 |
|
LOW |
50.82 |
|
0.618 |
50.12 |
|
1.000 |
49.69 |
|
1.618 |
48.99 |
|
2.618 |
47.86 |
|
4.250 |
46.02 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.39 |
51.25 |
| PP |
51.34 |
51.23 |
| S1 |
51.30 |
51.22 |
|