NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 21-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
52.03 |
51.17 |
-0.86 |
-1.7% |
51.20 |
| High |
52.28 |
51.57 |
-0.71 |
-1.4% |
52.68 |
| Low |
50.94 |
50.78 |
-0.16 |
-0.3% |
50.46 |
| Close |
51.14 |
51.43 |
0.29 |
0.6% |
51.43 |
| Range |
1.34 |
0.79 |
-0.55 |
-41.0% |
2.22 |
| ATR |
1.41 |
1.37 |
-0.04 |
-3.1% |
0.00 |
| Volume |
154,295 |
163,902 |
9,607 |
6.2% |
587,905 |
|
| Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.63 |
53.32 |
51.86 |
|
| R3 |
52.84 |
52.53 |
51.65 |
|
| R2 |
52.05 |
52.05 |
51.57 |
|
| R1 |
51.74 |
51.74 |
51.50 |
51.90 |
| PP |
51.26 |
51.26 |
51.26 |
51.34 |
| S1 |
50.95 |
50.95 |
51.36 |
51.11 |
| S2 |
50.47 |
50.47 |
51.29 |
|
| S3 |
49.68 |
50.16 |
51.21 |
|
| S4 |
48.89 |
49.37 |
51.00 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.18 |
57.03 |
52.65 |
|
| R3 |
55.96 |
54.81 |
52.04 |
|
| R2 |
53.74 |
53.74 |
51.84 |
|
| R1 |
52.59 |
52.59 |
51.63 |
53.17 |
| PP |
51.52 |
51.52 |
51.52 |
51.81 |
| S1 |
50.37 |
50.37 |
51.23 |
50.95 |
| S2 |
49.30 |
49.30 |
51.02 |
|
| S3 |
47.08 |
48.15 |
50.82 |
|
| S4 |
44.86 |
45.93 |
50.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.68 |
50.46 |
2.22 |
4.3% |
1.05 |
2.0% |
44% |
False |
False |
117,581 |
| 10 |
52.74 |
50.31 |
2.43 |
4.7% |
1.23 |
2.4% |
46% |
False |
False |
132,961 |
| 20 |
52.74 |
45.35 |
7.39 |
14.4% |
1.37 |
2.7% |
82% |
False |
False |
101,236 |
| 40 |
52.74 |
44.46 |
8.28 |
16.1% |
1.44 |
2.8% |
84% |
False |
False |
71,196 |
| 60 |
52.74 |
42.34 |
10.40 |
20.2% |
1.44 |
2.8% |
87% |
False |
False |
55,523 |
| 80 |
52.74 |
42.34 |
10.40 |
20.2% |
1.45 |
2.8% |
87% |
False |
False |
45,837 |
| 100 |
53.72 |
42.34 |
11.38 |
22.1% |
1.43 |
2.8% |
80% |
False |
False |
38,633 |
| 120 |
53.72 |
42.34 |
11.38 |
22.1% |
1.39 |
2.7% |
80% |
False |
False |
33,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.93 |
|
2.618 |
53.64 |
|
1.618 |
52.85 |
|
1.000 |
52.36 |
|
0.618 |
52.06 |
|
HIGH |
51.57 |
|
0.618 |
51.27 |
|
0.500 |
51.18 |
|
0.382 |
51.08 |
|
LOW |
50.78 |
|
0.618 |
50.29 |
|
1.000 |
49.99 |
|
1.618 |
49.50 |
|
2.618 |
48.71 |
|
4.250 |
47.42 |
|
|
| Fisher Pivots for day following 21-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.35 |
51.73 |
| PP |
51.26 |
51.63 |
| S1 |
51.18 |
51.53 |
|