NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 02-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
47.36 |
46.96 |
-0.40 |
-0.8% |
51.45 |
| High |
47.97 |
47.05 |
-0.92 |
-1.9% |
51.56 |
| Low |
46.77 |
45.56 |
-1.21 |
-2.6% |
49.06 |
| Close |
47.24 |
45.93 |
-1.31 |
-2.8% |
49.33 |
| Range |
1.20 |
1.49 |
0.29 |
24.2% |
2.50 |
| ATR |
1.38 |
1.40 |
0.02 |
1.5% |
0.00 |
| Volume |
278,185 |
170,595 |
-107,590 |
-38.7% |
664,482 |
|
| Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.65 |
49.78 |
46.75 |
|
| R3 |
49.16 |
48.29 |
46.34 |
|
| R2 |
47.67 |
47.67 |
46.20 |
|
| R1 |
46.80 |
46.80 |
46.07 |
46.49 |
| PP |
46.18 |
46.18 |
46.18 |
46.03 |
| S1 |
45.31 |
45.31 |
45.79 |
45.00 |
| S2 |
44.69 |
44.69 |
45.66 |
|
| S3 |
43.20 |
43.82 |
45.52 |
|
| S4 |
41.71 |
42.33 |
45.11 |
|
|
| 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 |
50.67 |
45.56 |
5.11 |
11.1% |
1.44 |
3.1% |
7% |
False |
True |
166,751 |
| 10 |
52.28 |
45.56 |
6.72 |
14.6% |
1.34 |
2.9% |
6% |
False |
True |
159,598 |
| 20 |
52.74 |
45.56 |
7.18 |
15.6% |
1.31 |
2.8% |
5% |
False |
True |
139,689 |
| 40 |
52.74 |
44.46 |
8.28 |
18.0% |
1.40 |
3.0% |
18% |
False |
False |
97,581 |
| 60 |
52.74 |
44.09 |
8.65 |
18.8% |
1.44 |
3.1% |
21% |
False |
False |
74,221 |
| 80 |
52.74 |
42.34 |
10.40 |
22.6% |
1.41 |
3.1% |
35% |
False |
False |
59,992 |
| 100 |
52.74 |
42.34 |
10.40 |
22.6% |
1.46 |
3.2% |
35% |
False |
False |
50,738 |
| 120 |
53.72 |
42.34 |
11.38 |
24.8% |
1.38 |
3.0% |
32% |
False |
False |
43,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.38 |
|
2.618 |
50.95 |
|
1.618 |
49.46 |
|
1.000 |
48.54 |
|
0.618 |
47.97 |
|
HIGH |
47.05 |
|
0.618 |
46.48 |
|
0.500 |
46.31 |
|
0.382 |
46.13 |
|
LOW |
45.56 |
|
0.618 |
44.64 |
|
1.000 |
44.07 |
|
1.618 |
43.15 |
|
2.618 |
41.66 |
|
4.250 |
39.23 |
|
|
| Fisher Pivots for day following 02-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
46.31 |
47.46 |
| PP |
46.18 |
46.95 |
| S1 |
46.06 |
46.44 |
|