NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 06-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
50.40 |
50.87 |
0.47 |
0.9% |
45.83 |
| High |
51.11 |
51.75 |
0.64 |
1.3% |
49.48 |
| Low |
50.29 |
50.47 |
0.18 |
0.4% |
45.35 |
| Close |
50.98 |
51.57 |
0.59 |
1.2% |
49.40 |
| Range |
0.82 |
1.28 |
0.46 |
56.1% |
4.13 |
| ATR |
1.55 |
1.53 |
-0.02 |
-1.3% |
0.00 |
| Volume |
65,363 |
82,789 |
17,426 |
26.7% |
312,546 |
|
| Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.10 |
54.62 |
52.27 |
|
| R3 |
53.82 |
53.34 |
51.92 |
|
| R2 |
52.54 |
52.54 |
51.80 |
|
| R1 |
52.06 |
52.06 |
51.69 |
52.30 |
| PP |
51.26 |
51.26 |
51.26 |
51.39 |
| S1 |
50.78 |
50.78 |
51.45 |
51.02 |
| S2 |
49.98 |
49.98 |
51.34 |
|
| S3 |
48.70 |
49.50 |
51.22 |
|
| S4 |
47.42 |
48.22 |
50.87 |
|
|
| 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 |
51.75 |
48.19 |
3.56 |
6.9% |
1.13 |
2.2% |
95% |
True |
False |
66,708 |
| 10 |
51.75 |
45.35 |
6.40 |
12.4% |
1.62 |
3.1% |
97% |
True |
False |
65,148 |
| 20 |
51.75 |
44.46 |
7.29 |
14.1% |
1.45 |
2.8% |
98% |
True |
False |
57,671 |
| 40 |
51.75 |
44.09 |
7.66 |
14.9% |
1.49 |
2.9% |
98% |
True |
False |
42,790 |
| 60 |
51.75 |
42.34 |
9.41 |
18.2% |
1.43 |
2.8% |
98% |
True |
False |
34,483 |
| 80 |
52.66 |
42.34 |
10.32 |
20.0% |
1.51 |
2.9% |
89% |
False |
False |
29,431 |
| 100 |
53.72 |
42.34 |
11.38 |
22.1% |
1.41 |
2.7% |
81% |
False |
False |
24,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.19 |
|
2.618 |
55.10 |
|
1.618 |
53.82 |
|
1.000 |
53.03 |
|
0.618 |
52.54 |
|
HIGH |
51.75 |
|
0.618 |
51.26 |
|
0.500 |
51.11 |
|
0.382 |
50.96 |
|
LOW |
50.47 |
|
0.618 |
49.68 |
|
1.000 |
49.19 |
|
1.618 |
48.40 |
|
2.618 |
47.12 |
|
4.250 |
45.03 |
|
|
| Fisher Pivots for day following 06-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.42 |
51.25 |
| PP |
51.26 |
50.93 |
| S1 |
51.11 |
50.61 |
|