NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 28-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
49.86 |
50.20 |
0.34 |
0.7% |
51.45 |
| High |
50.67 |
50.42 |
-0.25 |
-0.5% |
51.56 |
| Low |
49.68 |
49.06 |
-0.62 |
-1.2% |
49.06 |
| Close |
50.34 |
49.33 |
-1.01 |
-2.0% |
49.33 |
| Range |
0.99 |
1.36 |
0.37 |
37.4% |
2.50 |
| ATR |
1.34 |
1.34 |
0.00 |
0.1% |
0.00 |
| Volume |
115,070 |
105,378 |
-9,692 |
-8.4% |
664,482 |
|
| Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.68 |
52.87 |
50.08 |
|
| R3 |
52.32 |
51.51 |
49.70 |
|
| R2 |
50.96 |
50.96 |
49.58 |
|
| R1 |
50.15 |
50.15 |
49.45 |
49.88 |
| PP |
49.60 |
49.60 |
49.60 |
49.47 |
| S1 |
48.79 |
48.79 |
49.21 |
48.52 |
| S2 |
48.24 |
48.24 |
49.08 |
|
| S3 |
46.88 |
47.43 |
48.96 |
|
| S4 |
45.52 |
46.07 |
48.58 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.48 |
55.91 |
50.71 |
|
| R3 |
54.98 |
53.41 |
50.02 |
|
| R2 |
52.48 |
52.48 |
49.79 |
|
| R1 |
50.91 |
50.91 |
49.56 |
50.45 |
| PP |
49.98 |
49.98 |
49.98 |
49.75 |
| S1 |
48.41 |
48.41 |
49.10 |
47.95 |
| S2 |
47.48 |
47.48 |
48.87 |
|
| S3 |
44.98 |
45.91 |
48.64 |
|
| S4 |
42.48 |
43.41 |
47.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.56 |
49.06 |
2.50 |
5.1% |
1.29 |
2.6% |
11% |
False |
True |
132,896 |
| 10 |
52.68 |
49.06 |
3.62 |
7.3% |
1.17 |
2.4% |
7% |
False |
True |
125,238 |
| 20 |
52.74 |
48.93 |
3.81 |
7.7% |
1.22 |
2.5% |
10% |
False |
False |
118,833 |
| 40 |
52.74 |
44.46 |
8.28 |
16.8% |
1.42 |
2.9% |
59% |
False |
False |
84,074 |
| 60 |
52.74 |
44.02 |
8.72 |
17.7% |
1.41 |
2.9% |
61% |
False |
False |
65,277 |
| 80 |
52.74 |
42.34 |
10.40 |
21.1% |
1.40 |
2.8% |
67% |
False |
False |
53,250 |
| 100 |
53.72 |
42.34 |
11.38 |
23.1% |
1.45 |
2.9% |
61% |
False |
False |
44,918 |
| 120 |
53.72 |
42.34 |
11.38 |
23.1% |
1.38 |
2.8% |
61% |
False |
False |
38,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.20 |
|
2.618 |
53.98 |
|
1.618 |
52.62 |
|
1.000 |
51.78 |
|
0.618 |
51.26 |
|
HIGH |
50.42 |
|
0.618 |
49.90 |
|
0.500 |
49.74 |
|
0.382 |
49.58 |
|
LOW |
49.06 |
|
0.618 |
48.22 |
|
1.000 |
47.70 |
|
1.618 |
46.86 |
|
2.618 |
45.50 |
|
4.250 |
43.28 |
|
|
| Fisher Pivots for day following 28-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.74 |
49.88 |
| PP |
49.60 |
49.69 |
| S1 |
49.47 |
49.51 |
|