NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 17-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
51.38 |
51.20 |
-0.18 |
-0.4% |
50.75 |
| High |
51.95 |
51.53 |
-0.42 |
-0.8% |
52.74 |
| Low |
50.82 |
50.46 |
-0.36 |
-0.7% |
50.31 |
| Close |
51.26 |
50.91 |
-0.35 |
-0.7% |
51.26 |
| Range |
1.13 |
1.07 |
-0.06 |
-5.3% |
2.43 |
| ATR |
1.47 |
1.44 |
-0.03 |
-2.0% |
0.00 |
| Volume |
139,859 |
74,804 |
-65,055 |
-46.5% |
741,709 |
|
| Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.18 |
53.61 |
51.50 |
|
| R3 |
53.11 |
52.54 |
51.20 |
|
| R2 |
52.04 |
52.04 |
51.11 |
|
| R1 |
51.47 |
51.47 |
51.01 |
51.22 |
| PP |
50.97 |
50.97 |
50.97 |
50.84 |
| S1 |
50.40 |
50.40 |
50.81 |
50.15 |
| S2 |
49.90 |
49.90 |
50.71 |
|
| S3 |
48.83 |
49.33 |
50.62 |
|
| S4 |
47.76 |
48.26 |
50.32 |
|
|
| 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 |
52.53 |
50.31 |
2.22 |
4.4% |
1.14 |
2.2% |
27% |
False |
False |
136,580 |
| 10 |
52.74 |
49.46 |
3.28 |
6.4% |
1.25 |
2.5% |
44% |
False |
False |
113,669 |
| 20 |
52.74 |
44.46 |
8.28 |
16.3% |
1.45 |
2.8% |
78% |
False |
False |
90,438 |
| 40 |
52.74 |
44.46 |
8.28 |
16.3% |
1.47 |
2.9% |
78% |
False |
False |
61,130 |
| 60 |
52.74 |
42.34 |
10.40 |
20.4% |
1.45 |
2.8% |
82% |
False |
False |
48,033 |
| 80 |
52.74 |
42.34 |
10.40 |
20.4% |
1.51 |
3.0% |
82% |
False |
False |
40,164 |
| 100 |
53.72 |
42.34 |
11.38 |
22.4% |
1.43 |
2.8% |
75% |
False |
False |
33,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.08 |
|
2.618 |
54.33 |
|
1.618 |
53.26 |
|
1.000 |
52.60 |
|
0.618 |
52.19 |
|
HIGH |
51.53 |
|
0.618 |
51.12 |
|
0.500 |
51.00 |
|
0.382 |
50.87 |
|
LOW |
50.46 |
|
0.618 |
49.80 |
|
1.000 |
49.39 |
|
1.618 |
48.73 |
|
2.618 |
47.66 |
|
4.250 |
45.91 |
|
|
| Fisher Pivots for day following 17-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.00 |
51.13 |
| PP |
50.97 |
51.06 |
| S1 |
50.94 |
50.98 |
|