NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 03-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
03-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
48.95 |
49.16 |
0.21 |
0.4% |
45.83 |
| High |
49.46 |
50.21 |
0.75 |
1.5% |
49.48 |
| Low |
48.19 |
48.93 |
0.74 |
1.5% |
45.35 |
| Close |
49.40 |
50.01 |
0.61 |
1.2% |
49.40 |
| Range |
1.27 |
1.28 |
0.01 |
0.8% |
4.13 |
| ATR |
1.66 |
1.63 |
-0.03 |
-1.6% |
0.00 |
| Volume |
54,568 |
62,397 |
7,829 |
14.3% |
312,546 |
|
| Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.56 |
53.06 |
50.71 |
|
| R3 |
52.28 |
51.78 |
50.36 |
|
| R2 |
51.00 |
51.00 |
50.24 |
|
| R1 |
50.50 |
50.50 |
50.13 |
50.75 |
| PP |
49.72 |
49.72 |
49.72 |
49.84 |
| S1 |
49.22 |
49.22 |
49.89 |
49.47 |
| S2 |
48.44 |
48.44 |
49.78 |
|
| S3 |
47.16 |
47.94 |
49.66 |
|
| S4 |
45.88 |
46.66 |
49.31 |
|
|
| 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 |
50.21 |
45.35 |
4.86 |
9.7% |
1.81 |
3.6% |
96% |
True |
False |
66,463 |
| 10 |
50.21 |
44.46 |
5.75 |
11.5% |
1.65 |
3.3% |
97% |
True |
False |
67,206 |
| 20 |
50.21 |
44.46 |
5.75 |
11.5% |
1.61 |
3.2% |
97% |
True |
False |
51,070 |
| 40 |
51.13 |
44.09 |
7.04 |
14.1% |
1.52 |
3.0% |
84% |
False |
False |
39,425 |
| 60 |
51.13 |
42.34 |
8.79 |
17.6% |
1.47 |
2.9% |
87% |
False |
False |
32,105 |
| 80 |
52.66 |
42.34 |
10.32 |
20.6% |
1.51 |
3.0% |
74% |
False |
False |
27,073 |
| 100 |
53.72 |
42.34 |
11.38 |
22.8% |
1.40 |
2.8% |
67% |
False |
False |
22,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.65 |
|
2.618 |
53.56 |
|
1.618 |
52.28 |
|
1.000 |
51.49 |
|
0.618 |
51.00 |
|
HIGH |
50.21 |
|
0.618 |
49.72 |
|
0.500 |
49.57 |
|
0.382 |
49.42 |
|
LOW |
48.93 |
|
0.618 |
48.14 |
|
1.000 |
47.65 |
|
1.618 |
46.86 |
|
2.618 |
45.58 |
|
4.250 |
43.49 |
|
|
| Fisher Pivots for day following 03-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.86 |
49.66 |
| PP |
49.72 |
49.31 |
| S1 |
49.57 |
48.97 |
|