NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 01-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
48.95 |
47.36 |
-1.59 |
-3.2% |
51.45 |
| High |
49.36 |
47.97 |
-1.39 |
-2.8% |
51.56 |
| Low |
47.22 |
46.77 |
-0.45 |
-1.0% |
49.06 |
| Close |
47.46 |
47.24 |
-0.22 |
-0.5% |
49.33 |
| Range |
2.14 |
1.20 |
-0.94 |
-43.9% |
2.50 |
| ATR |
1.40 |
1.38 |
-0.01 |
-1.0% |
0.00 |
| Volume |
164,529 |
278,185 |
113,656 |
69.1% |
664,482 |
|
| Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.93 |
50.28 |
47.90 |
|
| R3 |
49.73 |
49.08 |
47.57 |
|
| R2 |
48.53 |
48.53 |
47.46 |
|
| R1 |
47.88 |
47.88 |
47.35 |
47.61 |
| PP |
47.33 |
47.33 |
47.33 |
47.19 |
| S1 |
46.68 |
46.68 |
47.13 |
46.41 |
| S2 |
46.13 |
46.13 |
47.02 |
|
| S3 |
44.93 |
45.48 |
46.91 |
|
| S4 |
43.73 |
44.28 |
46.58 |
|
|
| 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 |
50.69 |
46.77 |
3.92 |
8.3% |
1.37 |
2.9% |
12% |
False |
True |
159,607 |
| 10 |
52.68 |
46.77 |
5.91 |
12.5% |
1.31 |
2.8% |
8% |
False |
True |
155,188 |
| 20 |
52.74 |
46.77 |
5.97 |
12.6% |
1.27 |
2.7% |
8% |
False |
True |
134,428 |
| 40 |
52.74 |
44.46 |
8.28 |
17.5% |
1.40 |
3.0% |
34% |
False |
False |
93,777 |
| 60 |
52.74 |
44.09 |
8.65 |
18.3% |
1.43 |
3.0% |
36% |
False |
False |
71,723 |
| 80 |
52.74 |
42.34 |
10.40 |
22.0% |
1.42 |
3.0% |
47% |
False |
False |
58,233 |
| 100 |
52.74 |
42.34 |
10.40 |
22.0% |
1.46 |
3.1% |
47% |
False |
False |
49,116 |
| 120 |
53.72 |
42.34 |
11.38 |
24.1% |
1.38 |
2.9% |
43% |
False |
False |
42,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.07 |
|
2.618 |
51.11 |
|
1.618 |
49.91 |
|
1.000 |
49.17 |
|
0.618 |
48.71 |
|
HIGH |
47.97 |
|
0.618 |
47.51 |
|
0.500 |
47.37 |
|
0.382 |
47.23 |
|
LOW |
46.77 |
|
0.618 |
46.03 |
|
1.000 |
45.57 |
|
1.618 |
44.83 |
|
2.618 |
43.63 |
|
4.250 |
41.67 |
|
|
| Fisher Pivots for day following 01-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
47.37 |
48.60 |
| PP |
47.33 |
48.14 |
| S1 |
47.28 |
47.69 |
|