NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 18-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
51.20 |
51.01 |
-0.19 |
-0.4% |
50.75 |
| High |
51.53 |
51.58 |
0.05 |
0.1% |
52.74 |
| Low |
50.46 |
50.68 |
0.22 |
0.4% |
50.31 |
| Close |
50.91 |
51.14 |
0.23 |
0.5% |
51.26 |
| Range |
1.07 |
0.90 |
-0.17 |
-15.9% |
2.43 |
| ATR |
1.44 |
1.41 |
-0.04 |
-2.7% |
0.00 |
| Volume |
74,804 |
68,409 |
-6,395 |
-8.5% |
741,709 |
|
| Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.83 |
53.39 |
51.64 |
|
| R3 |
52.93 |
52.49 |
51.39 |
|
| R2 |
52.03 |
52.03 |
51.31 |
|
| R1 |
51.59 |
51.59 |
51.22 |
51.81 |
| PP |
51.13 |
51.13 |
51.13 |
51.25 |
| S1 |
50.69 |
50.69 |
51.06 |
50.91 |
| S2 |
50.23 |
50.23 |
50.98 |
|
| S3 |
49.33 |
49.79 |
50.89 |
|
| S4 |
48.43 |
48.89 |
50.65 |
|
|
| 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 |
52.13 |
50.31 |
1.82 |
3.6% |
1.10 |
2.2% |
46% |
False |
False |
114,867 |
| 10 |
52.74 |
50.29 |
2.45 |
4.8% |
1.24 |
2.4% |
35% |
False |
False |
113,667 |
| 20 |
52.74 |
45.35 |
7.39 |
14.5% |
1.43 |
2.8% |
78% |
False |
False |
89,651 |
| 40 |
52.74 |
44.46 |
8.28 |
16.2% |
1.46 |
2.9% |
81% |
False |
False |
62,082 |
| 60 |
52.74 |
42.34 |
10.40 |
20.3% |
1.44 |
2.8% |
85% |
False |
False |
48,912 |
| 80 |
52.74 |
42.34 |
10.40 |
20.3% |
1.48 |
2.9% |
85% |
False |
False |
40,888 |
| 100 |
53.72 |
42.34 |
11.38 |
22.3% |
1.43 |
2.8% |
77% |
False |
False |
34,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.41 |
|
2.618 |
53.94 |
|
1.618 |
53.04 |
|
1.000 |
52.48 |
|
0.618 |
52.14 |
|
HIGH |
51.58 |
|
0.618 |
51.24 |
|
0.500 |
51.13 |
|
0.382 |
51.02 |
|
LOW |
50.68 |
|
0.618 |
50.12 |
|
1.000 |
49.78 |
|
1.618 |
49.22 |
|
2.618 |
48.32 |
|
4.250 |
46.86 |
|
|
| Fisher Pivots for day following 18-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.14 |
51.21 |
| PP |
51.13 |
51.18 |
| S1 |
51.13 |
51.16 |
|