NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 05-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2016 |
05-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
49.83 |
50.40 |
0.57 |
1.1% |
45.83 |
| High |
50.47 |
51.11 |
0.64 |
1.3% |
49.48 |
| Low |
49.46 |
50.29 |
0.83 |
1.7% |
45.35 |
| Close |
49.94 |
50.98 |
1.04 |
2.1% |
49.40 |
| Range |
1.01 |
0.82 |
-0.19 |
-18.8% |
4.13 |
| ATR |
1.58 |
1.55 |
-0.03 |
-1.9% |
0.00 |
| Volume |
68,425 |
65,363 |
-3,062 |
-4.5% |
312,546 |
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.25 |
52.94 |
51.43 |
|
| R3 |
52.43 |
52.12 |
51.21 |
|
| R2 |
51.61 |
51.61 |
51.13 |
|
| R1 |
51.30 |
51.30 |
51.06 |
51.46 |
| PP |
50.79 |
50.79 |
50.79 |
50.87 |
| S1 |
50.48 |
50.48 |
50.90 |
50.64 |
| S2 |
49.97 |
49.97 |
50.83 |
|
| S3 |
49.15 |
49.66 |
50.75 |
|
| S4 |
48.33 |
48.84 |
50.53 |
|
|
| 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 |
51.11 |
47.72 |
3.39 |
6.6% |
1.23 |
2.4% |
96% |
True |
False |
64,835 |
| 10 |
51.11 |
45.35 |
5.76 |
11.3% |
1.59 |
3.1% |
98% |
True |
False |
64,851 |
| 20 |
51.11 |
44.46 |
6.65 |
13.0% |
1.49 |
2.9% |
98% |
True |
False |
55,472 |
| 40 |
51.13 |
44.09 |
7.04 |
13.8% |
1.50 |
2.9% |
98% |
False |
False |
41,487 |
| 60 |
51.13 |
42.34 |
8.79 |
17.2% |
1.44 |
2.8% |
98% |
False |
False |
33,426 |
| 80 |
52.66 |
42.34 |
10.32 |
20.2% |
1.50 |
2.9% |
84% |
False |
False |
28,500 |
| 100 |
53.72 |
42.34 |
11.38 |
22.3% |
1.40 |
2.7% |
76% |
False |
False |
24,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.60 |
|
2.618 |
53.26 |
|
1.618 |
52.44 |
|
1.000 |
51.93 |
|
0.618 |
51.62 |
|
HIGH |
51.11 |
|
0.618 |
50.80 |
|
0.500 |
50.70 |
|
0.382 |
50.60 |
|
LOW |
50.29 |
|
0.618 |
49.78 |
|
1.000 |
49.47 |
|
1.618 |
48.96 |
|
2.618 |
48.14 |
|
4.250 |
46.81 |
|
|
| Fisher Pivots for day following 05-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.89 |
50.66 |
| PP |
50.79 |
50.34 |
| S1 |
50.70 |
50.02 |
|