NYMEX Light Sweet Crude Oil Future January 2024
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 |
82.58 |
80.81 |
-1.77 |
-2.1% |
86.80 |
High |
83.17 |
82.46 |
-0.71 |
-0.9% |
88.05 |
Low |
80.39 |
80.34 |
-0.05 |
-0.1% |
78.93 |
Close |
80.92 |
80.73 |
-0.19 |
-0.2% |
79.83 |
Range |
2.78 |
2.12 |
-0.66 |
-23.7% |
9.12 |
ATR |
2.22 |
2.22 |
-0.01 |
-0.3% |
0.00 |
Volume |
133,568 |
131,462 |
-2,106 |
-1.6% |
506,440 |
|
Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.54 |
86.25 |
81.90 |
|
R3 |
85.42 |
84.13 |
81.31 |
|
R2 |
83.30 |
83.30 |
81.12 |
|
R1 |
82.01 |
82.01 |
80.92 |
81.60 |
PP |
81.18 |
81.18 |
81.18 |
80.97 |
S1 |
79.89 |
79.89 |
80.54 |
79.48 |
S2 |
79.06 |
79.06 |
80.34 |
|
S3 |
76.94 |
77.77 |
80.15 |
|
S4 |
74.82 |
75.65 |
79.56 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.63 |
103.85 |
84.85 |
|
R3 |
100.51 |
94.73 |
82.34 |
|
R2 |
91.39 |
91.39 |
81.50 |
|
R1 |
85.61 |
85.61 |
80.67 |
83.94 |
PP |
82.27 |
82.27 |
82.27 |
81.44 |
S1 |
76.49 |
76.49 |
78.99 |
74.82 |
S2 |
73.15 |
73.15 |
78.16 |
|
S3 |
64.03 |
67.37 |
77.32 |
|
S4 |
54.91 |
58.25 |
74.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.98 |
78.93 |
5.05 |
6.3% |
2.04 |
2.5% |
36% |
False |
False |
122,091 |
10 |
89.09 |
78.93 |
10.16 |
12.6% |
2.47 |
3.1% |
18% |
False |
False |
107,868 |
20 |
90.27 |
78.93 |
11.34 |
14.0% |
2.17 |
2.7% |
16% |
False |
False |
99,308 |
40 |
90.27 |
76.75 |
13.52 |
16.7% |
1.89 |
2.3% |
29% |
False |
False |
71,240 |
60 |
90.27 |
73.64 |
16.63 |
20.6% |
1.81 |
2.2% |
43% |
False |
False |
56,174 |
80 |
90.27 |
67.26 |
23.01 |
28.5% |
1.79 |
2.2% |
59% |
False |
False |
47,176 |
100 |
90.27 |
66.22 |
24.05 |
29.8% |
1.87 |
2.3% |
60% |
False |
False |
39,845 |
120 |
90.27 |
65.00 |
25.27 |
31.3% |
1.90 |
2.4% |
62% |
False |
False |
33,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.47 |
2.618 |
88.01 |
1.618 |
85.89 |
1.000 |
84.58 |
0.618 |
83.77 |
HIGH |
82.46 |
0.618 |
81.65 |
0.500 |
81.40 |
0.382 |
81.15 |
LOW |
80.34 |
0.618 |
79.03 |
1.000 |
78.22 |
1.618 |
76.91 |
2.618 |
74.79 |
4.250 |
71.33 |
|
|
Fisher Pivots for day following 12-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
81.40 |
81.82 |
PP |
81.18 |
81.46 |
S1 |
80.95 |
81.09 |
|