NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 19-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
87.81 |
88.24 |
0.43 |
0.5% |
85.25 |
High |
89.88 |
90.68 |
0.80 |
0.9% |
87.83 |
Low |
87.20 |
86.60 |
-0.60 |
-0.7% |
82.31 |
Close |
88.32 |
89.37 |
1.05 |
1.2% |
87.69 |
Range |
2.68 |
4.08 |
1.40 |
52.2% |
5.52 |
ATR |
2.75 |
2.85 |
0.09 |
3.4% |
0.00 |
Volume |
92,797 |
72,058 |
-20,739 |
-22.3% |
1,928,441 |
|
Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.12 |
99.33 |
91.61 |
|
R3 |
97.04 |
95.25 |
90.49 |
|
R2 |
92.96 |
92.96 |
90.12 |
|
R1 |
91.17 |
91.17 |
89.74 |
92.07 |
PP |
88.88 |
88.88 |
88.88 |
89.33 |
S1 |
87.09 |
87.09 |
89.00 |
87.99 |
S2 |
84.80 |
84.80 |
88.62 |
|
S3 |
80.72 |
83.01 |
88.25 |
|
S4 |
76.64 |
78.93 |
87.13 |
|
|
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 |
90.68 |
83.35 |
7.33 |
8.2% |
3.08 |
3.4% |
82% |
True |
False |
190,924 |
10 |
90.68 |
81.50 |
9.18 |
10.3% |
2.77 |
3.1% |
86% |
True |
False |
298,733 |
20 |
95.03 |
81.50 |
13.53 |
15.1% |
2.92 |
3.3% |
58% |
False |
False |
345,703 |
40 |
95.03 |
77.32 |
17.71 |
19.8% |
2.39 |
2.7% |
68% |
False |
False |
282,568 |
60 |
95.03 |
77.32 |
17.71 |
19.8% |
2.22 |
2.5% |
68% |
False |
False |
218,480 |
80 |
95.03 |
67.49 |
27.54 |
30.8% |
2.11 |
2.4% |
79% |
False |
False |
176,555 |
100 |
95.03 |
66.67 |
28.36 |
31.7% |
2.17 |
2.4% |
80% |
False |
False |
147,428 |
120 |
95.03 |
63.50 |
31.53 |
35.3% |
2.18 |
2.4% |
82% |
False |
False |
125,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.02 |
2.618 |
101.36 |
1.618 |
97.28 |
1.000 |
94.76 |
0.618 |
93.20 |
HIGH |
90.68 |
0.618 |
89.12 |
0.500 |
88.64 |
0.382 |
88.16 |
LOW |
86.60 |
0.618 |
84.08 |
1.000 |
82.52 |
1.618 |
80.00 |
2.618 |
75.92 |
4.250 |
69.26 |
|
|
Fisher Pivots for day following 19-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
89.13 |
88.96 |
PP |
88.88 |
88.55 |
S1 |
88.64 |
88.14 |
|