NYMEX Light Sweet Crude Oil Future December 2023
Trading Metrics calculated at close of trading on 26-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
83.69 |
85.37 |
1.68 |
2.0% |
86.37 |
High |
85.56 |
85.59 |
0.03 |
0.0% |
89.85 |
Low |
82.08 |
82.56 |
0.48 |
0.6% |
84.39 |
Close |
85.39 |
83.21 |
-2.18 |
-2.6% |
88.08 |
Range |
3.48 |
3.03 |
-0.45 |
-12.9% |
5.46 |
ATR |
2.76 |
2.78 |
0.02 |
0.7% |
0.00 |
Volume |
429,459 |
341,792 |
-87,667 |
-20.4% |
1,515,580 |
|
Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.88 |
91.07 |
84.88 |
|
R3 |
89.85 |
88.04 |
84.04 |
|
R2 |
86.82 |
86.82 |
83.77 |
|
R1 |
85.01 |
85.01 |
83.49 |
84.40 |
PP |
83.79 |
83.79 |
83.79 |
83.48 |
S1 |
81.98 |
81.98 |
82.93 |
81.37 |
S2 |
80.76 |
80.76 |
82.65 |
|
S3 |
77.73 |
78.95 |
82.38 |
|
S4 |
74.70 |
75.92 |
81.54 |
|
|
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 |
82.08 |
7.77 |
9.3% |
3.03 |
3.6% |
15% |
False |
False |
353,855 |
10 |
89.85 |
82.08 |
7.77 |
9.3% |
2.99 |
3.6% |
15% |
False |
False |
326,331 |
20 |
90.96 |
80.20 |
10.76 |
12.9% |
2.83 |
3.4% |
28% |
False |
False |
279,573 |
40 |
92.48 |
80.20 |
12.28 |
14.8% |
2.39 |
2.9% |
25% |
False |
False |
230,461 |
60 |
92.48 |
77.03 |
15.45 |
18.6% |
2.17 |
2.6% |
40% |
False |
False |
190,288 |
80 |
92.48 |
69.64 |
22.84 |
27.4% |
2.05 |
2.5% |
59% |
False |
False |
166,617 |
100 |
92.48 |
66.36 |
26.12 |
31.4% |
2.07 |
2.5% |
65% |
False |
False |
150,195 |
120 |
92.48 |
66.36 |
26.12 |
31.4% |
2.10 |
2.5% |
65% |
False |
False |
135,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.47 |
2.618 |
93.52 |
1.618 |
90.49 |
1.000 |
88.62 |
0.618 |
87.46 |
HIGH |
85.59 |
0.618 |
84.43 |
0.500 |
84.08 |
0.382 |
83.72 |
LOW |
82.56 |
0.618 |
80.69 |
1.000 |
79.53 |
1.618 |
77.66 |
2.618 |
74.63 |
4.250 |
69.68 |
|
|
Fisher Pivots for day following 26-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
84.08 |
84.19 |
PP |
83.79 |
83.86 |
S1 |
83.50 |
83.54 |
|