NYMEX Light Sweet Crude Oil Future December 2023
Trading Metrics calculated at close of trading on 23-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
89.09 |
88.00 |
-1.09 |
-1.2% |
86.37 |
High |
89.85 |
88.29 |
-1.56 |
-1.7% |
89.85 |
Low |
87.53 |
85.35 |
-2.18 |
-2.5% |
84.39 |
Close |
88.08 |
85.49 |
-2.59 |
-2.9% |
88.08 |
Range |
2.32 |
2.94 |
0.62 |
26.7% |
5.46 |
ATR |
2.63 |
2.65 |
0.02 |
0.8% |
0.00 |
Volume |
311,917 |
315,517 |
3,600 |
1.2% |
1,515,580 |
|
Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.20 |
93.28 |
87.11 |
|
R3 |
92.26 |
90.34 |
86.30 |
|
R2 |
89.32 |
89.32 |
86.03 |
|
R1 |
87.40 |
87.40 |
85.76 |
86.89 |
PP |
86.38 |
86.38 |
86.38 |
86.12 |
S1 |
84.46 |
84.46 |
85.22 |
83.95 |
S2 |
83.44 |
83.44 |
84.95 |
|
S3 |
80.50 |
81.52 |
84.68 |
|
S4 |
77.56 |
78.58 |
83.87 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.82 |
101.41 |
91.08 |
|
R3 |
98.36 |
95.95 |
89.58 |
|
R2 |
92.90 |
92.90 |
89.08 |
|
R1 |
90.49 |
90.49 |
88.58 |
91.70 |
PP |
87.44 |
87.44 |
87.44 |
88.04 |
S1 |
85.03 |
85.03 |
87.58 |
86.24 |
S2 |
81.98 |
81.98 |
87.08 |
|
S3 |
76.52 |
79.57 |
86.58 |
|
S4 |
71.06 |
74.11 |
85.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.85 |
84.39 |
5.46 |
6.4% |
2.75 |
3.2% |
20% |
False |
False |
325,103 |
10 |
89.85 |
81.31 |
8.54 |
10.0% |
2.71 |
3.2% |
49% |
False |
False |
295,127 |
20 |
92.48 |
80.20 |
12.28 |
14.4% |
2.76 |
3.2% |
43% |
False |
False |
255,348 |
40 |
92.48 |
78.51 |
13.97 |
16.3% |
2.25 |
2.6% |
50% |
False |
False |
207,913 |
60 |
92.48 |
77.03 |
15.45 |
18.1% |
2.10 |
2.5% |
55% |
False |
False |
176,085 |
80 |
92.48 |
69.32 |
23.16 |
27.1% |
2.00 |
2.3% |
70% |
False |
False |
155,621 |
100 |
92.48 |
66.36 |
26.12 |
30.6% |
2.06 |
2.4% |
73% |
False |
False |
140,855 |
120 |
92.48 |
63.00 |
29.48 |
34.5% |
2.11 |
2.5% |
76% |
False |
False |
128,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.79 |
2.618 |
95.99 |
1.618 |
93.05 |
1.000 |
91.23 |
0.618 |
90.11 |
HIGH |
88.29 |
0.618 |
87.17 |
0.500 |
86.82 |
0.382 |
86.47 |
LOW |
85.35 |
0.618 |
83.53 |
1.000 |
82.41 |
1.618 |
80.59 |
2.618 |
77.65 |
4.250 |
72.86 |
|
|
Fisher Pivots for day following 23-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
86.82 |
87.60 |
PP |
86.38 |
86.90 |
S1 |
85.93 |
86.19 |
|