NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 20-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
88.24 |
90.28 |
2.04 |
2.3% |
87.72 |
High |
90.68 |
90.78 |
0.10 |
0.1% |
90.78 |
Low |
86.60 |
88.33 |
1.73 |
2.0% |
85.60 |
Close |
89.37 |
88.75 |
-0.62 |
-0.7% |
88.75 |
Range |
4.08 |
2.45 |
-1.63 |
-40.0% |
5.18 |
ATR |
2.85 |
2.82 |
-0.03 |
-1.0% |
0.00 |
Volume |
72,058 |
20,066 |
-51,992 |
-72.2% |
617,825 |
|
Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.64 |
95.14 |
90.10 |
|
R3 |
94.19 |
92.69 |
89.42 |
|
R2 |
91.74 |
91.74 |
89.20 |
|
R1 |
90.24 |
90.24 |
88.97 |
89.77 |
PP |
89.29 |
89.29 |
89.29 |
89.05 |
S1 |
87.79 |
87.79 |
88.53 |
87.32 |
S2 |
86.84 |
86.84 |
88.30 |
|
S3 |
84.39 |
85.34 |
88.08 |
|
S4 |
81.94 |
82.89 |
87.40 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.92 |
101.51 |
91.60 |
|
R3 |
98.74 |
96.33 |
90.17 |
|
R2 |
93.56 |
93.56 |
89.70 |
|
R1 |
91.15 |
91.15 |
89.22 |
92.36 |
PP |
88.38 |
88.38 |
88.38 |
88.98 |
S1 |
85.97 |
85.97 |
88.28 |
87.18 |
S2 |
83.20 |
83.20 |
87.80 |
|
S3 |
78.02 |
80.79 |
87.33 |
|
S4 |
72.84 |
75.61 |
85.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.78 |
85.60 |
5.18 |
5.8% |
2.67 |
3.0% |
61% |
True |
False |
123,565 |
10 |
90.78 |
82.31 |
8.47 |
9.5% |
2.83 |
3.2% |
76% |
True |
False |
254,626 |
20 |
95.03 |
81.50 |
13.53 |
15.2% |
2.94 |
3.3% |
54% |
False |
False |
326,602 |
40 |
95.03 |
77.82 |
17.21 |
19.4% |
2.42 |
2.7% |
64% |
False |
False |
279,322 |
60 |
95.03 |
77.32 |
17.71 |
20.0% |
2.23 |
2.5% |
65% |
False |
False |
217,549 |
80 |
95.03 |
69.10 |
25.93 |
29.2% |
2.11 |
2.4% |
76% |
False |
False |
176,060 |
100 |
95.03 |
66.67 |
28.36 |
32.0% |
2.15 |
2.4% |
78% |
False |
False |
147,398 |
120 |
95.03 |
63.50 |
31.53 |
35.5% |
2.19 |
2.5% |
80% |
False |
False |
125,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.19 |
2.618 |
97.19 |
1.618 |
94.74 |
1.000 |
93.23 |
0.618 |
92.29 |
HIGH |
90.78 |
0.618 |
89.84 |
0.500 |
89.56 |
0.382 |
89.27 |
LOW |
88.33 |
0.618 |
86.82 |
1.000 |
85.88 |
1.618 |
84.37 |
2.618 |
81.92 |
4.250 |
77.92 |
|
|
Fisher Pivots for day following 20-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
89.56 |
88.73 |
PP |
89.29 |
88.71 |
S1 |
89.02 |
88.69 |
|