NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 31-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
50.20 |
48.95 |
-1.25 |
-2.5% |
51.45 |
| High |
50.42 |
49.36 |
-1.06 |
-2.1% |
51.56 |
| Low |
49.06 |
47.22 |
-1.84 |
-3.8% |
49.06 |
| Close |
49.33 |
47.46 |
-1.87 |
-3.8% |
49.33 |
| Range |
1.36 |
2.14 |
0.78 |
57.4% |
2.50 |
| ATR |
1.34 |
1.40 |
0.06 |
4.3% |
0.00 |
| Volume |
105,378 |
164,529 |
59,151 |
56.1% |
664,482 |
|
| Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.43 |
53.09 |
48.64 |
|
| R3 |
52.29 |
50.95 |
48.05 |
|
| R2 |
50.15 |
50.15 |
47.85 |
|
| R1 |
48.81 |
48.81 |
47.66 |
48.41 |
| PP |
48.01 |
48.01 |
48.01 |
47.82 |
| S1 |
46.67 |
46.67 |
47.26 |
46.27 |
| S2 |
45.87 |
45.87 |
47.07 |
|
| S3 |
43.73 |
44.53 |
46.87 |
|
| S4 |
41.59 |
42.39 |
46.28 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.48 |
55.91 |
50.71 |
|
| R3 |
54.98 |
53.41 |
50.02 |
|
| R2 |
52.48 |
52.48 |
49.79 |
|
| R1 |
50.91 |
50.91 |
49.56 |
50.45 |
| PP |
49.98 |
49.98 |
49.98 |
49.75 |
| S1 |
48.41 |
48.41 |
49.10 |
47.95 |
| S2 |
47.48 |
47.48 |
48.87 |
|
| S3 |
44.98 |
45.91 |
48.64 |
|
| S4 |
42.48 |
43.41 |
47.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.55 |
47.22 |
4.33 |
9.1% |
1.46 |
3.1% |
6% |
False |
True |
128,767 |
| 10 |
52.68 |
47.22 |
5.46 |
11.5% |
1.28 |
2.7% |
4% |
False |
True |
134,211 |
| 20 |
52.74 |
47.22 |
5.52 |
11.6% |
1.26 |
2.7% |
4% |
False |
True |
123,940 |
| 40 |
52.74 |
44.46 |
8.28 |
17.4% |
1.44 |
3.0% |
36% |
False |
False |
87,505 |
| 60 |
52.74 |
44.09 |
8.65 |
18.2% |
1.43 |
3.0% |
39% |
False |
False |
67,596 |
| 80 |
52.74 |
42.34 |
10.40 |
21.9% |
1.42 |
3.0% |
49% |
False |
False |
55,063 |
| 100 |
52.74 |
42.34 |
10.40 |
21.9% |
1.46 |
3.1% |
49% |
False |
False |
46,446 |
| 120 |
53.72 |
42.34 |
11.38 |
24.0% |
1.38 |
2.9% |
45% |
False |
False |
39,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.46 |
|
2.618 |
54.96 |
|
1.618 |
52.82 |
|
1.000 |
51.50 |
|
0.618 |
50.68 |
|
HIGH |
49.36 |
|
0.618 |
48.54 |
|
0.500 |
48.29 |
|
0.382 |
48.04 |
|
LOW |
47.22 |
|
0.618 |
45.90 |
|
1.000 |
45.08 |
|
1.618 |
43.76 |
|
2.618 |
41.62 |
|
4.250 |
38.13 |
|
|
| Fisher Pivots for day following 31-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.29 |
48.95 |
| PP |
48.01 |
48.45 |
| S1 |
47.74 |
47.96 |
|