NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 27-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
49.96 |
49.86 |
-0.10 |
-0.2% |
51.20 |
| High |
50.69 |
50.67 |
-0.02 |
0.0% |
52.68 |
| Low |
49.51 |
49.68 |
0.17 |
0.3% |
50.46 |
| Close |
49.83 |
50.34 |
0.51 |
1.0% |
51.43 |
| Range |
1.18 |
0.99 |
-0.19 |
-16.1% |
2.22 |
| ATR |
1.36 |
1.34 |
-0.03 |
-2.0% |
0.00 |
| Volume |
134,877 |
115,070 |
-19,807 |
-14.7% |
587,905 |
|
| Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.20 |
52.76 |
50.88 |
|
| R3 |
52.21 |
51.77 |
50.61 |
|
| R2 |
51.22 |
51.22 |
50.52 |
|
| R1 |
50.78 |
50.78 |
50.43 |
51.00 |
| PP |
50.23 |
50.23 |
50.23 |
50.34 |
| S1 |
49.79 |
49.79 |
50.25 |
50.01 |
| S2 |
49.24 |
49.24 |
50.16 |
|
| S3 |
48.25 |
48.80 |
50.07 |
|
| S4 |
47.26 |
47.81 |
49.80 |
|
|
| 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 |
51.57 |
49.51 |
2.06 |
4.1% |
1.17 |
2.3% |
40% |
False |
False |
144,601 |
| 10 |
52.68 |
49.51 |
3.17 |
6.3% |
1.15 |
2.3% |
26% |
False |
False |
128,686 |
| 20 |
52.74 |
48.19 |
4.55 |
9.0% |
1.22 |
2.4% |
47% |
False |
False |
116,293 |
| 40 |
52.74 |
44.46 |
8.28 |
16.4% |
1.44 |
2.9% |
71% |
False |
False |
82,355 |
| 60 |
52.74 |
43.27 |
9.47 |
18.8% |
1.42 |
2.8% |
75% |
False |
False |
63,832 |
| 80 |
52.74 |
42.34 |
10.40 |
20.7% |
1.43 |
2.8% |
77% |
False |
False |
52,116 |
| 100 |
53.72 |
42.34 |
11.38 |
22.6% |
1.44 |
2.9% |
70% |
False |
False |
43,984 |
| 120 |
53.72 |
42.34 |
11.38 |
22.6% |
1.38 |
2.7% |
70% |
False |
False |
37,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.88 |
|
2.618 |
53.26 |
|
1.618 |
52.27 |
|
1.000 |
51.66 |
|
0.618 |
51.28 |
|
HIGH |
50.67 |
|
0.618 |
50.29 |
|
0.500 |
50.18 |
|
0.382 |
50.06 |
|
LOW |
49.68 |
|
0.618 |
49.07 |
|
1.000 |
48.69 |
|
1.618 |
48.08 |
|
2.618 |
47.09 |
|
4.250 |
45.47 |
|
|
| Fisher Pivots for day following 27-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.29 |
50.53 |
| PP |
50.23 |
50.47 |
| S1 |
50.18 |
50.40 |
|