NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 30-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
48.37 |
48.95 |
0.58 |
1.2% |
45.83 |
| High |
49.48 |
49.46 |
-0.02 |
0.0% |
49.48 |
| Low |
47.72 |
48.19 |
0.47 |
1.0% |
45.35 |
| Close |
48.97 |
49.40 |
0.43 |
0.9% |
49.40 |
| Range |
1.76 |
1.27 |
-0.49 |
-27.8% |
4.13 |
| ATR |
1.68 |
1.66 |
-0.03 |
-1.8% |
0.00 |
| Volume |
73,426 |
54,568 |
-18,858 |
-25.7% |
312,546 |
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.83 |
52.38 |
50.10 |
|
| R3 |
51.56 |
51.11 |
49.75 |
|
| R2 |
50.29 |
50.29 |
49.63 |
|
| R1 |
49.84 |
49.84 |
49.52 |
50.07 |
| PP |
49.02 |
49.02 |
49.02 |
49.13 |
| S1 |
48.57 |
48.57 |
49.28 |
48.80 |
| S2 |
47.75 |
47.75 |
49.17 |
|
| S3 |
46.48 |
47.30 |
49.05 |
|
| S4 |
45.21 |
46.03 |
48.70 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.47 |
59.06 |
51.67 |
|
| R3 |
56.34 |
54.93 |
50.54 |
|
| R2 |
52.21 |
52.21 |
50.16 |
|
| R1 |
50.80 |
50.80 |
49.78 |
51.51 |
| PP |
48.08 |
48.08 |
48.08 |
48.43 |
| S1 |
46.67 |
46.67 |
49.02 |
47.38 |
| S2 |
43.95 |
43.95 |
48.64 |
|
| S3 |
39.82 |
42.54 |
48.26 |
|
| S4 |
35.69 |
38.41 |
47.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.48 |
45.35 |
4.13 |
8.4% |
1.90 |
3.9% |
98% |
False |
False |
62,509 |
| 10 |
49.48 |
44.46 |
5.02 |
10.2% |
1.62 |
3.3% |
98% |
False |
False |
63,616 |
| 20 |
49.65 |
44.46 |
5.19 |
10.5% |
1.62 |
3.3% |
95% |
False |
False |
49,315 |
| 40 |
51.13 |
44.02 |
7.11 |
14.4% |
1.51 |
3.1% |
76% |
False |
False |
38,500 |
| 60 |
51.13 |
42.34 |
8.79 |
17.8% |
1.46 |
3.0% |
80% |
False |
False |
31,388 |
| 80 |
53.72 |
42.34 |
11.38 |
23.0% |
1.51 |
3.0% |
62% |
False |
False |
26,440 |
| 100 |
53.72 |
42.34 |
11.38 |
23.0% |
1.41 |
2.8% |
62% |
False |
False |
22,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.86 |
|
2.618 |
52.78 |
|
1.618 |
51.51 |
|
1.000 |
50.73 |
|
0.618 |
50.24 |
|
HIGH |
49.46 |
|
0.618 |
48.97 |
|
0.500 |
48.83 |
|
0.382 |
48.68 |
|
LOW |
48.19 |
|
0.618 |
47.41 |
|
1.000 |
46.92 |
|
1.618 |
46.14 |
|
2.618 |
44.87 |
|
4.250 |
42.79 |
|
|
| Fisher Pivots for day following 30-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.21 |
48.77 |
| PP |
49.02 |
48.15 |
| S1 |
48.83 |
47.52 |
|