NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 12-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
85.96 |
83.20 |
-2.76 |
-3.2% |
90.82 |
High |
86.51 |
85.20 |
-1.31 |
-1.5% |
91.88 |
Low |
83.11 |
82.31 |
-0.80 |
-1.0% |
81.50 |
Close |
83.49 |
82.91 |
-0.58 |
-0.7% |
82.79 |
Range |
3.40 |
2.89 |
-0.51 |
-15.0% |
10.38 |
ATR |
2.64 |
2.65 |
0.02 |
0.7% |
0.00 |
Volume |
425,395 |
373,492 |
-51,903 |
-12.2% |
2,072,283 |
|
Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.14 |
90.42 |
84.50 |
|
R3 |
89.25 |
87.53 |
83.70 |
|
R2 |
86.36 |
86.36 |
83.44 |
|
R1 |
84.64 |
84.64 |
83.17 |
84.06 |
PP |
83.47 |
83.47 |
83.47 |
83.18 |
S1 |
81.75 |
81.75 |
82.65 |
81.17 |
S2 |
80.58 |
80.58 |
82.38 |
|
S3 |
77.69 |
78.86 |
82.12 |
|
S4 |
74.80 |
75.97 |
81.32 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.53 |
110.04 |
88.50 |
|
R3 |
106.15 |
99.66 |
85.64 |
|
R2 |
95.77 |
95.77 |
84.69 |
|
R1 |
89.28 |
89.28 |
83.74 |
87.34 |
PP |
85.39 |
85.39 |
85.39 |
84.42 |
S1 |
78.90 |
78.90 |
81.84 |
76.96 |
S2 |
75.01 |
75.01 |
80.89 |
|
S3 |
64.63 |
68.52 |
79.94 |
|
S4 |
54.25 |
58.14 |
77.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.24 |
81.50 |
5.74 |
6.9% |
2.45 |
3.0% |
25% |
False |
False |
406,543 |
10 |
93.10 |
81.50 |
11.60 |
14.0% |
2.91 |
3.5% |
12% |
False |
False |
399,964 |
20 |
95.03 |
81.50 |
13.53 |
16.3% |
2.66 |
3.2% |
10% |
False |
False |
402,094 |
40 |
95.03 |
77.32 |
17.71 |
21.4% |
2.22 |
2.7% |
32% |
False |
False |
272,559 |
60 |
95.03 |
74.18 |
20.85 |
25.1% |
2.10 |
2.5% |
42% |
False |
False |
208,137 |
80 |
95.03 |
67.49 |
27.54 |
33.2% |
2.05 |
2.5% |
56% |
False |
False |
167,180 |
100 |
95.03 |
66.67 |
28.36 |
34.2% |
2.10 |
2.5% |
57% |
False |
False |
138,908 |
120 |
95.03 |
63.50 |
31.53 |
38.0% |
2.15 |
2.6% |
62% |
False |
False |
118,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.48 |
2.618 |
92.77 |
1.618 |
89.88 |
1.000 |
88.09 |
0.618 |
86.99 |
HIGH |
85.20 |
0.618 |
84.10 |
0.500 |
83.76 |
0.382 |
83.41 |
LOW |
82.31 |
0.618 |
80.52 |
1.000 |
79.42 |
1.618 |
77.63 |
2.618 |
74.74 |
4.250 |
70.03 |
|
|
Fisher Pivots for day following 12-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
83.76 |
84.53 |
PP |
83.47 |
83.99 |
S1 |
83.19 |
83.45 |
|