NYMEX Light Sweet Crude Oil Future December 2023
Trading Metrics calculated at close of trading on 12-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
84.16 |
81.84 |
-2.32 |
-2.8% |
88.83 |
High |
84.72 |
83.75 |
-0.97 |
-1.1% |
89.89 |
Low |
81.63 |
81.31 |
-0.32 |
-0.4% |
80.20 |
Close |
82.07 |
81.80 |
-0.27 |
-0.3% |
81.28 |
Range |
3.09 |
2.44 |
-0.65 |
-21.0% |
9.69 |
ATR |
2.41 |
2.41 |
0.00 |
0.1% |
0.00 |
Volume |
286,839 |
296,213 |
9,374 |
3.3% |
1,094,749 |
|
Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.61 |
88.14 |
83.14 |
|
R3 |
87.17 |
85.70 |
82.47 |
|
R2 |
84.73 |
84.73 |
82.25 |
|
R1 |
83.26 |
83.26 |
82.02 |
82.78 |
PP |
82.29 |
82.29 |
82.29 |
82.04 |
S1 |
80.82 |
80.82 |
81.58 |
80.34 |
S2 |
79.85 |
79.85 |
81.35 |
|
S3 |
77.41 |
78.38 |
81.13 |
|
S4 |
74.97 |
75.94 |
80.46 |
|
|
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 |
6.6% |
2.24 |
2.7% |
30% |
False |
False |
270,838 |
10 |
90.96 |
80.20 |
10.76 |
13.2% |
2.67 |
3.3% |
15% |
False |
False |
232,815 |
20 |
92.48 |
80.20 |
12.28 |
15.0% |
2.38 |
2.9% |
13% |
False |
False |
225,730 |
40 |
92.48 |
77.03 |
15.45 |
18.9% |
2.04 |
2.5% |
31% |
False |
False |
175,149 |
60 |
92.48 |
73.92 |
18.56 |
22.7% |
1.95 |
2.4% |
42% |
False |
False |
152,343 |
80 |
92.48 |
67.40 |
25.08 |
30.7% |
1.92 |
2.4% |
57% |
False |
False |
136,828 |
100 |
92.48 |
66.36 |
26.12 |
31.9% |
2.01 |
2.5% |
59% |
False |
False |
124,531 |
120 |
92.48 |
63.00 |
29.48 |
36.0% |
2.09 |
2.6% |
64% |
False |
False |
114,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.12 |
2.618 |
90.14 |
1.618 |
87.70 |
1.000 |
86.19 |
0.618 |
85.26 |
HIGH |
83.75 |
0.618 |
82.82 |
0.500 |
82.53 |
0.382 |
82.24 |
LOW |
81.31 |
0.618 |
79.80 |
1.000 |
78.87 |
1.618 |
77.36 |
2.618 |
74.92 |
4.250 |
70.94 |
|
|
Fisher Pivots for day following 12-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
82.53 |
83.13 |
PP |
82.29 |
82.68 |
S1 |
82.04 |
82.24 |
|