NYMEX Light Sweet Crude Oil Future December 2023
Trading Metrics calculated at close of trading on 11-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
84.70 |
84.16 |
-0.54 |
-0.6% |
88.83 |
High |
84.94 |
84.72 |
-0.22 |
-0.3% |
89.89 |
Low |
83.39 |
81.63 |
-1.76 |
-2.1% |
80.20 |
Close |
84.13 |
82.07 |
-2.06 |
-2.4% |
81.28 |
Range |
1.55 |
3.09 |
1.54 |
99.4% |
9.69 |
ATR |
2.36 |
2.41 |
0.05 |
2.2% |
0.00 |
Volume |
246,749 |
286,839 |
40,090 |
16.2% |
1,094,749 |
|
Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.08 |
90.16 |
83.77 |
|
R3 |
88.99 |
87.07 |
82.92 |
|
R2 |
85.90 |
85.90 |
82.64 |
|
R1 |
83.98 |
83.98 |
82.35 |
83.40 |
PP |
82.81 |
82.81 |
82.81 |
82.51 |
S1 |
80.89 |
80.89 |
81.79 |
80.31 |
S2 |
79.72 |
79.72 |
81.50 |
|
S3 |
76.63 |
77.80 |
81.22 |
|
S4 |
73.54 |
74.71 |
80.37 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.86 |
106.76 |
86.61 |
|
R3 |
103.17 |
97.07 |
83.94 |
|
R2 |
93.48 |
93.48 |
83.06 |
|
R1 |
87.38 |
87.38 |
82.17 |
85.59 |
PP |
83.79 |
83.79 |
83.79 |
82.89 |
S1 |
77.69 |
77.69 |
80.39 |
75.90 |
S2 |
74.10 |
74.10 |
79.50 |
|
S3 |
64.41 |
68.00 |
78.62 |
|
S4 |
54.72 |
58.31 |
75.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.56 |
80.20 |
5.36 |
6.5% |
2.27 |
2.8% |
35% |
False |
False |
258,431 |
10 |
92.48 |
80.20 |
12.28 |
15.0% |
2.74 |
3.3% |
15% |
False |
False |
225,877 |
20 |
92.48 |
80.20 |
12.28 |
15.0% |
2.36 |
2.9% |
15% |
False |
False |
218,166 |
40 |
92.48 |
77.03 |
15.45 |
18.8% |
2.03 |
2.5% |
33% |
False |
False |
171,436 |
60 |
92.48 |
73.92 |
18.56 |
22.6% |
1.94 |
2.4% |
44% |
False |
False |
148,964 |
80 |
92.48 |
67.40 |
25.08 |
30.6% |
1.92 |
2.3% |
58% |
False |
False |
133,976 |
100 |
92.48 |
66.36 |
26.12 |
31.8% |
2.01 |
2.5% |
60% |
False |
False |
122,051 |
120 |
92.48 |
63.00 |
29.48 |
35.9% |
2.08 |
2.5% |
65% |
False |
False |
112,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.85 |
2.618 |
92.81 |
1.618 |
89.72 |
1.000 |
87.81 |
0.618 |
86.63 |
HIGH |
84.72 |
0.618 |
83.54 |
0.500 |
83.18 |
0.382 |
82.81 |
LOW |
81.63 |
0.618 |
79.72 |
1.000 |
78.54 |
1.618 |
76.63 |
2.618 |
73.54 |
4.250 |
68.50 |
|
|
Fisher Pivots for day following 11-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
83.18 |
83.60 |
PP |
82.81 |
83.09 |
S1 |
82.44 |
82.58 |
|