NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 04-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
46.08 |
45.25 |
-0.83 |
-1.8% |
48.95 |
| High |
46.50 |
45.46 |
-1.04 |
-2.2% |
49.36 |
| Low |
44.96 |
44.16 |
-0.80 |
-1.8% |
44.16 |
| Close |
45.25 |
44.65 |
-0.60 |
-1.3% |
44.65 |
| Range |
1.54 |
1.30 |
-0.24 |
-15.6% |
5.20 |
| ATR |
1.41 |
1.41 |
-0.01 |
-0.6% |
0.00 |
| Volume |
122,568 |
210,399 |
87,831 |
71.7% |
946,276 |
|
| Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.66 |
47.95 |
45.37 |
|
| R3 |
47.36 |
46.65 |
45.01 |
|
| R2 |
46.06 |
46.06 |
44.89 |
|
| R1 |
45.35 |
45.35 |
44.77 |
45.06 |
| PP |
44.76 |
44.76 |
44.76 |
44.61 |
| S1 |
44.05 |
44.05 |
44.53 |
43.76 |
| S2 |
43.46 |
43.46 |
44.41 |
|
| S3 |
42.16 |
42.75 |
44.29 |
|
| S4 |
40.86 |
41.45 |
43.94 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.66 |
58.35 |
47.51 |
|
| R3 |
56.46 |
53.15 |
46.08 |
|
| R2 |
51.26 |
51.26 |
45.60 |
|
| R1 |
47.95 |
47.95 |
45.13 |
47.01 |
| PP |
46.06 |
46.06 |
46.06 |
45.58 |
| S1 |
42.75 |
42.75 |
44.17 |
41.81 |
| S2 |
40.86 |
40.86 |
43.70 |
|
| S3 |
35.66 |
37.55 |
43.22 |
|
| S4 |
30.46 |
32.35 |
41.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.36 |
44.16 |
5.20 |
11.6% |
1.53 |
3.4% |
9% |
False |
True |
189,255 |
| 10 |
51.56 |
44.16 |
7.40 |
16.6% |
1.41 |
3.2% |
7% |
False |
True |
161,075 |
| 20 |
52.74 |
44.16 |
8.58 |
19.2% |
1.32 |
3.0% |
6% |
False |
True |
147,018 |
| 40 |
52.74 |
44.16 |
8.58 |
19.2% |
1.37 |
3.1% |
6% |
False |
True |
103,992 |
| 60 |
52.74 |
44.16 |
8.58 |
19.2% |
1.41 |
3.2% |
6% |
False |
True |
78,865 |
| 80 |
52.74 |
42.34 |
10.40 |
23.3% |
1.41 |
3.2% |
22% |
False |
False |
63,627 |
| 100 |
52.74 |
42.34 |
10.40 |
23.3% |
1.47 |
3.3% |
22% |
False |
False |
53,924 |
| 120 |
53.72 |
42.34 |
11.38 |
25.5% |
1.39 |
3.1% |
20% |
False |
False |
46,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.99 |
|
2.618 |
48.86 |
|
1.618 |
47.56 |
|
1.000 |
46.76 |
|
0.618 |
46.26 |
|
HIGH |
45.46 |
|
0.618 |
44.96 |
|
0.500 |
44.81 |
|
0.382 |
44.66 |
|
LOW |
44.16 |
|
0.618 |
43.36 |
|
1.000 |
42.86 |
|
1.618 |
42.06 |
|
2.618 |
40.76 |
|
4.250 |
38.64 |
|
|
| Fisher Pivots for day following 04-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
44.81 |
45.61 |
| PP |
44.76 |
45.29 |
| S1 |
44.70 |
44.97 |
|