NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 16-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
83.51 |
87.72 |
4.21 |
5.0% |
85.25 |
High |
87.83 |
88.33 |
0.50 |
0.6% |
87.83 |
Low |
83.35 |
86.32 |
2.97 |
3.6% |
82.31 |
Close |
87.69 |
86.66 |
-1.03 |
-1.2% |
87.69 |
Range |
4.48 |
2.01 |
-2.47 |
-55.1% |
5.52 |
ATR |
2.82 |
2.76 |
-0.06 |
-2.0% |
0.00 |
Volume |
356,863 |
235,780 |
-121,083 |
-33.9% |
1,928,441 |
|
Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.13 |
91.91 |
87.77 |
|
R3 |
91.12 |
89.90 |
87.21 |
|
R2 |
89.11 |
89.11 |
87.03 |
|
R1 |
87.89 |
87.89 |
86.84 |
87.50 |
PP |
87.10 |
87.10 |
87.10 |
86.91 |
S1 |
85.88 |
85.88 |
86.48 |
85.49 |
S2 |
85.09 |
85.09 |
86.29 |
|
S3 |
83.08 |
83.87 |
86.11 |
|
S4 |
81.07 |
81.86 |
85.55 |
|
|
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 |
88.33 |
82.31 |
6.02 |
6.9% |
2.88 |
3.3% |
72% |
True |
False |
345,836 |
10 |
90.27 |
81.50 |
8.77 |
10.1% |
2.95 |
3.4% |
59% |
False |
False |
390,201 |
20 |
95.03 |
81.50 |
13.53 |
15.6% |
2.81 |
3.2% |
38% |
False |
False |
394,925 |
40 |
95.03 |
77.32 |
17.71 |
20.4% |
2.29 |
2.6% |
53% |
False |
False |
281,637 |
60 |
95.03 |
75.84 |
19.19 |
22.1% |
2.16 |
2.5% |
56% |
False |
False |
215,958 |
80 |
95.03 |
67.49 |
27.54 |
31.8% |
2.07 |
2.4% |
70% |
False |
False |
173,646 |
100 |
95.03 |
66.67 |
28.36 |
32.7% |
2.13 |
2.5% |
70% |
False |
False |
144,480 |
120 |
95.03 |
63.50 |
31.53 |
36.4% |
2.17 |
2.5% |
73% |
False |
False |
122,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.87 |
2.618 |
93.59 |
1.618 |
91.58 |
1.000 |
90.34 |
0.618 |
89.57 |
HIGH |
88.33 |
0.618 |
87.56 |
0.500 |
87.33 |
0.382 |
87.09 |
LOW |
86.32 |
0.618 |
85.08 |
1.000 |
84.31 |
1.618 |
83.07 |
2.618 |
81.06 |
4.250 |
77.78 |
|
|
Fisher Pivots for day following 16-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
87.33 |
86.21 |
PP |
87.10 |
85.77 |
S1 |
86.88 |
85.32 |
|