NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 03-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
46.96 |
46.08 |
-0.88 |
-1.9% |
51.45 |
| High |
47.05 |
46.50 |
-0.55 |
-1.2% |
51.56 |
| Low |
45.56 |
44.96 |
-0.60 |
-1.3% |
49.06 |
| Close |
45.93 |
45.25 |
-0.68 |
-1.5% |
49.33 |
| Range |
1.49 |
1.54 |
0.05 |
3.4% |
2.50 |
| ATR |
1.40 |
1.41 |
0.01 |
0.7% |
0.00 |
| Volume |
170,595 |
122,568 |
-48,027 |
-28.2% |
664,482 |
|
| Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.19 |
49.26 |
46.10 |
|
| R3 |
48.65 |
47.72 |
45.67 |
|
| R2 |
47.11 |
47.11 |
45.53 |
|
| R1 |
46.18 |
46.18 |
45.39 |
45.88 |
| PP |
45.57 |
45.57 |
45.57 |
45.42 |
| S1 |
44.64 |
44.64 |
45.11 |
44.34 |
| S2 |
44.03 |
44.03 |
44.97 |
|
| S3 |
42.49 |
43.10 |
44.83 |
|
| S4 |
40.95 |
41.56 |
44.40 |
|
|
| 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 |
50.42 |
44.96 |
5.46 |
12.1% |
1.55 |
3.4% |
5% |
False |
True |
168,251 |
| 10 |
51.57 |
44.96 |
6.61 |
14.6% |
1.36 |
3.0% |
4% |
False |
True |
156,426 |
| 20 |
52.74 |
44.96 |
7.78 |
17.2% |
1.32 |
2.9% |
4% |
False |
True |
141,678 |
| 40 |
52.74 |
44.46 |
8.28 |
18.3% |
1.39 |
3.1% |
10% |
False |
False |
99,675 |
| 60 |
52.74 |
44.09 |
8.65 |
19.1% |
1.43 |
3.2% |
13% |
False |
False |
75,753 |
| 80 |
52.74 |
42.34 |
10.40 |
23.0% |
1.40 |
3.1% |
28% |
False |
False |
61,282 |
| 100 |
52.74 |
42.34 |
10.40 |
23.0% |
1.47 |
3.3% |
28% |
False |
False |
51,881 |
| 120 |
53.72 |
42.34 |
11.38 |
25.1% |
1.39 |
3.1% |
26% |
False |
False |
44,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.05 |
|
2.618 |
50.53 |
|
1.618 |
48.99 |
|
1.000 |
48.04 |
|
0.618 |
47.45 |
|
HIGH |
46.50 |
|
0.618 |
45.91 |
|
0.500 |
45.73 |
|
0.382 |
45.55 |
|
LOW |
44.96 |
|
0.618 |
44.01 |
|
1.000 |
43.42 |
|
1.618 |
42.47 |
|
2.618 |
40.93 |
|
4.250 |
38.42 |
|
|
| Fisher Pivots for day following 03-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.73 |
46.47 |
| PP |
45.57 |
46.06 |
| S1 |
45.41 |
45.66 |
|