NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 26-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2016 |
26-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
51.07 |
49.96 |
-1.11 |
-2.2% |
51.20 |
| High |
51.55 |
50.69 |
-0.86 |
-1.7% |
52.68 |
| Low |
49.93 |
49.51 |
-0.42 |
-0.8% |
50.46 |
| Close |
50.60 |
49.83 |
-0.77 |
-1.5% |
51.43 |
| Range |
1.62 |
1.18 |
-0.44 |
-27.2% |
2.22 |
| ATR |
1.38 |
1.36 |
-0.01 |
-1.0% |
0.00 |
| Volume |
123,983 |
134,877 |
10,894 |
8.8% |
587,905 |
|
| Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.55 |
52.87 |
50.48 |
|
| R3 |
52.37 |
51.69 |
50.15 |
|
| R2 |
51.19 |
51.19 |
50.05 |
|
| R1 |
50.51 |
50.51 |
49.94 |
50.26 |
| PP |
50.01 |
50.01 |
50.01 |
49.89 |
| S1 |
49.33 |
49.33 |
49.72 |
49.08 |
| S2 |
48.83 |
48.83 |
49.61 |
|
| S3 |
47.65 |
48.15 |
49.51 |
|
| S4 |
46.47 |
46.97 |
49.18 |
|
|
| 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 |
52.28 |
49.51 |
2.77 |
5.6% |
1.24 |
2.5% |
12% |
False |
True |
152,446 |
| 10 |
52.68 |
49.51 |
3.17 |
6.4% |
1.17 |
2.3% |
10% |
False |
True |
135,067 |
| 20 |
52.74 |
47.72 |
5.02 |
10.1% |
1.25 |
2.5% |
42% |
False |
False |
114,210 |
| 40 |
52.74 |
44.46 |
8.28 |
16.6% |
1.46 |
2.9% |
65% |
False |
False |
80,270 |
| 60 |
52.74 |
42.34 |
10.40 |
20.9% |
1.43 |
2.9% |
72% |
False |
False |
62,158 |
| 80 |
52.74 |
42.34 |
10.40 |
20.9% |
1.43 |
2.9% |
72% |
False |
False |
50,848 |
| 100 |
53.72 |
42.34 |
11.38 |
22.8% |
1.45 |
2.9% |
66% |
False |
False |
42,909 |
| 120 |
53.72 |
42.34 |
11.38 |
22.8% |
1.39 |
2.8% |
66% |
False |
False |
36,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.71 |
|
2.618 |
53.78 |
|
1.618 |
52.60 |
|
1.000 |
51.87 |
|
0.618 |
51.42 |
|
HIGH |
50.69 |
|
0.618 |
50.24 |
|
0.500 |
50.10 |
|
0.382 |
49.96 |
|
LOW |
49.51 |
|
0.618 |
48.78 |
|
1.000 |
48.33 |
|
1.618 |
47.60 |
|
2.618 |
46.42 |
|
4.250 |
44.50 |
|
|
| Fisher Pivots for day following 26-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.10 |
50.54 |
| PP |
50.01 |
50.30 |
| S1 |
49.92 |
50.07 |
|