NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 19-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
51.01 |
51.63 |
0.62 |
1.2% |
50.75 |
| High |
51.58 |
52.68 |
1.10 |
2.1% |
52.74 |
| Low |
50.68 |
51.53 |
0.85 |
1.7% |
50.31 |
| Close |
51.14 |
52.28 |
1.14 |
2.2% |
51.26 |
| Range |
0.90 |
1.15 |
0.25 |
27.8% |
2.43 |
| ATR |
1.41 |
1.41 |
0.01 |
0.7% |
0.00 |
| Volume |
68,409 |
126,495 |
58,086 |
84.9% |
741,709 |
|
| Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.61 |
55.10 |
52.91 |
|
| R3 |
54.46 |
53.95 |
52.60 |
|
| R2 |
53.31 |
53.31 |
52.49 |
|
| R1 |
52.80 |
52.80 |
52.39 |
53.06 |
| PP |
52.16 |
52.16 |
52.16 |
52.29 |
| S1 |
51.65 |
51.65 |
52.17 |
51.91 |
| S2 |
51.01 |
51.01 |
52.07 |
|
| S3 |
49.86 |
50.50 |
51.96 |
|
| S4 |
48.71 |
49.35 |
51.65 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.73 |
57.42 |
52.60 |
|
| R3 |
56.30 |
54.99 |
51.93 |
|
| R2 |
53.87 |
53.87 |
51.71 |
|
| R1 |
52.56 |
52.56 |
51.48 |
53.22 |
| PP |
51.44 |
51.44 |
51.44 |
51.76 |
| S1 |
50.13 |
50.13 |
51.04 |
50.79 |
| S2 |
49.01 |
49.01 |
50.81 |
|
| S3 |
46.58 |
47.70 |
50.59 |
|
| S4 |
44.15 |
45.27 |
49.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.68 |
50.31 |
2.37 |
4.5% |
1.09 |
2.1% |
83% |
True |
False |
117,689 |
| 10 |
52.74 |
50.31 |
2.43 |
4.6% |
1.27 |
2.4% |
81% |
False |
False |
119,780 |
| 20 |
52.74 |
45.35 |
7.39 |
14.1% |
1.43 |
2.7% |
94% |
False |
False |
92,316 |
| 40 |
52.74 |
44.46 |
8.28 |
15.8% |
1.44 |
2.8% |
94% |
False |
False |
64,498 |
| 60 |
52.74 |
42.34 |
10.40 |
19.9% |
1.45 |
2.8% |
96% |
False |
False |
50,693 |
| 80 |
52.74 |
42.34 |
10.40 |
19.9% |
1.47 |
2.8% |
96% |
False |
False |
42,298 |
| 100 |
53.72 |
42.34 |
11.38 |
21.8% |
1.44 |
2.7% |
87% |
False |
False |
35,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.57 |
|
2.618 |
55.69 |
|
1.618 |
54.54 |
|
1.000 |
53.83 |
|
0.618 |
53.39 |
|
HIGH |
52.68 |
|
0.618 |
52.24 |
|
0.500 |
52.11 |
|
0.382 |
51.97 |
|
LOW |
51.53 |
|
0.618 |
50.82 |
|
1.000 |
50.38 |
|
1.618 |
49.67 |
|
2.618 |
48.52 |
|
4.250 |
46.64 |
|
|
| Fisher Pivots for day following 19-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
52.22 |
52.04 |
| PP |
52.16 |
51.81 |
| S1 |
52.11 |
51.57 |
|