NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 25-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
51.45 |
51.07 |
-0.38 |
-0.7% |
51.20 |
High |
51.56 |
51.55 |
-0.01 |
0.0% |
52.68 |
Low |
50.27 |
49.93 |
-0.34 |
-0.7% |
50.46 |
Close |
51.16 |
50.60 |
-0.56 |
-1.1% |
51.43 |
Range |
1.29 |
1.62 |
0.33 |
25.6% |
2.22 |
ATR |
1.36 |
1.38 |
0.02 |
1.4% |
0.00 |
Volume |
185,174 |
123,983 |
-61,191 |
-33.0% |
587,905 |
|
Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.55 |
54.70 |
51.49 |
|
R3 |
53.93 |
53.08 |
51.05 |
|
R2 |
52.31 |
52.31 |
50.90 |
|
R1 |
51.46 |
51.46 |
50.75 |
51.08 |
PP |
50.69 |
50.69 |
50.69 |
50.50 |
S1 |
49.84 |
49.84 |
50.45 |
49.46 |
S2 |
49.07 |
49.07 |
50.30 |
|
S3 |
47.45 |
48.22 |
50.15 |
|
S4 |
45.83 |
46.60 |
49.71 |
|
|
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 |
49.93 |
2.75 |
5.4% |
1.24 |
2.4% |
24% |
False |
True |
150,769 |
10 |
52.68 |
49.93 |
2.75 |
5.4% |
1.17 |
2.3% |
24% |
False |
True |
132,818 |
20 |
52.74 |
45.56 |
7.18 |
14.2% |
1.35 |
2.7% |
70% |
False |
False |
111,717 |
40 |
52.74 |
44.46 |
8.28 |
16.4% |
1.46 |
2.9% |
74% |
False |
False |
77,727 |
60 |
52.74 |
42.34 |
10.40 |
20.6% |
1.43 |
2.8% |
79% |
False |
False |
60,111 |
80 |
52.74 |
42.34 |
10.40 |
20.6% |
1.45 |
2.9% |
79% |
False |
False |
49,335 |
100 |
53.72 |
42.34 |
11.38 |
22.5% |
1.44 |
2.8% |
73% |
False |
False |
41,616 |
120 |
53.72 |
42.34 |
11.38 |
22.5% |
1.39 |
2.8% |
73% |
False |
False |
35,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.44 |
2.618 |
55.79 |
1.618 |
54.17 |
1.000 |
53.17 |
0.618 |
52.55 |
HIGH |
51.55 |
0.618 |
50.93 |
0.500 |
50.74 |
0.382 |
50.55 |
LOW |
49.93 |
0.618 |
48.93 |
1.000 |
48.31 |
1.618 |
47.31 |
2.618 |
45.69 |
4.250 |
43.05 |
|
|
Fisher Pivots for day following 25-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
50.74 |
50.75 |
PP |
50.69 |
50.70 |
S1 |
50.65 |
50.65 |
|