NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 24-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
51.17 |
51.45 |
0.28 |
0.5% |
51.20 |
| High |
51.57 |
51.56 |
-0.01 |
0.0% |
52.68 |
| Low |
50.78 |
50.27 |
-0.51 |
-1.0% |
50.46 |
| Close |
51.43 |
51.16 |
-0.27 |
-0.5% |
51.43 |
| Range |
0.79 |
1.29 |
0.50 |
63.3% |
2.22 |
| ATR |
1.37 |
1.36 |
-0.01 |
-0.4% |
0.00 |
| Volume |
163,902 |
185,174 |
21,272 |
13.0% |
587,905 |
|
| Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.87 |
54.30 |
51.87 |
|
| R3 |
53.58 |
53.01 |
51.51 |
|
| R2 |
52.29 |
52.29 |
51.40 |
|
| R1 |
51.72 |
51.72 |
51.28 |
51.36 |
| PP |
51.00 |
51.00 |
51.00 |
50.82 |
| S1 |
50.43 |
50.43 |
51.04 |
50.07 |
| S2 |
49.71 |
49.71 |
50.92 |
|
| S3 |
48.42 |
49.14 |
50.81 |
|
| S4 |
47.13 |
47.85 |
50.45 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.18 |
57.03 |
52.65 |
|
| R3 |
55.96 |
54.81 |
52.04 |
|
| R2 |
53.74 |
53.74 |
51.84 |
|
| R1 |
52.59 |
52.59 |
51.63 |
53.17 |
| PP |
51.52 |
51.52 |
51.52 |
51.81 |
| S1 |
50.37 |
50.37 |
51.23 |
50.95 |
| S2 |
49.30 |
49.30 |
51.02 |
|
| S3 |
47.08 |
48.15 |
50.82 |
|
| S4 |
44.86 |
45.93 |
50.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.68 |
50.27 |
2.41 |
4.7% |
1.09 |
2.1% |
37% |
False |
True |
139,655 |
| 10 |
52.68 |
50.27 |
2.41 |
4.7% |
1.12 |
2.2% |
37% |
False |
True |
138,117 |
| 20 |
52.74 |
45.35 |
7.39 |
14.4% |
1.35 |
2.6% |
79% |
False |
False |
108,364 |
| 40 |
52.74 |
44.46 |
8.28 |
16.2% |
1.44 |
2.8% |
81% |
False |
False |
75,106 |
| 60 |
52.74 |
42.34 |
10.40 |
20.3% |
1.44 |
2.8% |
85% |
False |
False |
58,361 |
| 80 |
52.74 |
42.34 |
10.40 |
20.3% |
1.45 |
2.8% |
85% |
False |
False |
47,982 |
| 100 |
53.72 |
42.34 |
11.38 |
22.2% |
1.43 |
2.8% |
78% |
False |
False |
40,431 |
| 120 |
53.72 |
42.34 |
11.38 |
22.2% |
1.39 |
2.7% |
78% |
False |
False |
34,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.04 |
|
2.618 |
54.94 |
|
1.618 |
53.65 |
|
1.000 |
52.85 |
|
0.618 |
52.36 |
|
HIGH |
51.56 |
|
0.618 |
51.07 |
|
0.500 |
50.92 |
|
0.382 |
50.76 |
|
LOW |
50.27 |
|
0.618 |
49.47 |
|
1.000 |
48.98 |
|
1.618 |
48.18 |
|
2.618 |
46.89 |
|
4.250 |
44.79 |
|
|
| Fisher Pivots for day following 24-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.08 |
51.28 |
| PP |
51.00 |
51.24 |
| S1 |
50.92 |
51.20 |
|