NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 13-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
83.20 |
83.51 |
0.31 |
0.4% |
85.25 |
High |
85.20 |
87.83 |
2.63 |
3.1% |
87.83 |
Low |
82.31 |
83.35 |
1.04 |
1.3% |
82.31 |
Close |
82.91 |
87.69 |
4.78 |
5.8% |
87.69 |
Range |
2.89 |
4.48 |
1.59 |
55.0% |
5.52 |
ATR |
2.65 |
2.82 |
0.16 |
6.1% |
0.00 |
Volume |
373,492 |
356,863 |
-16,629 |
-4.5% |
1,928,441 |
|
Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.73 |
98.19 |
90.15 |
|
R3 |
95.25 |
93.71 |
88.92 |
|
R2 |
90.77 |
90.77 |
88.51 |
|
R1 |
89.23 |
89.23 |
88.10 |
90.00 |
PP |
86.29 |
86.29 |
86.29 |
86.68 |
S1 |
84.75 |
84.75 |
87.28 |
85.52 |
S2 |
81.81 |
81.81 |
86.87 |
|
S3 |
77.33 |
80.27 |
86.46 |
|
S4 |
72.85 |
75.79 |
85.23 |
|
|
Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.50 |
100.62 |
90.73 |
|
R3 |
96.98 |
95.10 |
89.21 |
|
R2 |
91.46 |
91.46 |
88.70 |
|
R1 |
89.58 |
89.58 |
88.20 |
90.52 |
PP |
85.94 |
85.94 |
85.94 |
86.42 |
S1 |
84.06 |
84.06 |
87.18 |
85.00 |
S2 |
80.42 |
80.42 |
86.68 |
|
S3 |
74.90 |
78.54 |
86.17 |
|
S4 |
69.38 |
73.02 |
84.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.83 |
82.31 |
5.52 |
6.3% |
2.99 |
3.4% |
97% |
True |
False |
385,688 |
10 |
91.88 |
81.50 |
10.38 |
11.8% |
3.09 |
3.5% |
60% |
False |
False |
400,072 |
20 |
95.03 |
81.50 |
13.53 |
15.4% |
2.78 |
3.2% |
46% |
False |
False |
403,845 |
40 |
95.03 |
77.32 |
17.71 |
20.2% |
2.29 |
2.6% |
59% |
False |
False |
278,630 |
60 |
95.03 |
75.19 |
19.84 |
22.6% |
2.15 |
2.4% |
63% |
False |
False |
213,015 |
80 |
95.03 |
67.49 |
27.54 |
31.4% |
2.08 |
2.4% |
73% |
False |
False |
171,325 |
100 |
95.03 |
66.67 |
28.36 |
32.3% |
2.13 |
2.4% |
74% |
False |
False |
142,360 |
120 |
95.03 |
63.50 |
31.53 |
36.0% |
2.17 |
2.5% |
77% |
False |
False |
121,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.87 |
2.618 |
99.56 |
1.618 |
95.08 |
1.000 |
92.31 |
0.618 |
90.60 |
HIGH |
87.83 |
0.618 |
86.12 |
0.500 |
85.59 |
0.382 |
85.06 |
LOW |
83.35 |
0.618 |
80.58 |
1.000 |
78.87 |
1.618 |
76.10 |
2.618 |
71.62 |
4.250 |
64.31 |
|
|
Fisher Pivots for day following 13-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
86.99 |
86.82 |
PP |
86.29 |
85.94 |
S1 |
85.59 |
85.07 |
|