NYMEX Light Sweet Crude Oil Future January 2024
Trading Metrics calculated at close of trading on 13-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
80.81 |
81.13 |
0.32 |
0.4% |
81.69 |
High |
82.46 |
85.24 |
2.78 |
3.4% |
85.24 |
Low |
80.34 |
81.03 |
0.69 |
0.9% |
80.34 |
Close |
80.73 |
85.08 |
4.35 |
5.4% |
85.08 |
Range |
2.12 |
4.21 |
2.09 |
98.6% |
4.90 |
ATR |
2.22 |
2.38 |
0.16 |
7.4% |
0.00 |
Volume |
131,462 |
130,577 |
-885 |
-0.7% |
614,934 |
|
Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.41 |
94.96 |
87.40 |
|
R3 |
92.20 |
90.75 |
86.24 |
|
R2 |
87.99 |
87.99 |
85.85 |
|
R1 |
86.54 |
86.54 |
85.47 |
87.27 |
PP |
83.78 |
83.78 |
83.78 |
84.15 |
S1 |
82.33 |
82.33 |
84.69 |
83.06 |
S2 |
79.57 |
79.57 |
84.31 |
|
S3 |
75.36 |
78.12 |
83.92 |
|
S4 |
71.15 |
73.91 |
82.76 |
|
|
Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.25 |
96.57 |
87.78 |
|
R3 |
93.35 |
91.67 |
86.43 |
|
R2 |
88.45 |
88.45 |
85.98 |
|
R1 |
86.77 |
86.77 |
85.53 |
87.61 |
PP |
83.55 |
83.55 |
83.55 |
83.98 |
S1 |
81.87 |
81.87 |
84.63 |
82.71 |
S2 |
78.65 |
78.65 |
84.18 |
|
S3 |
73.75 |
76.97 |
83.73 |
|
S4 |
68.85 |
72.07 |
82.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.24 |
80.34 |
4.90 |
5.8% |
2.62 |
3.1% |
97% |
True |
False |
122,986 |
10 |
88.05 |
78.93 |
9.12 |
10.7% |
2.66 |
3.1% |
67% |
False |
False |
112,137 |
20 |
90.27 |
78.93 |
11.34 |
13.3% |
2.30 |
2.7% |
54% |
False |
False |
102,531 |
40 |
90.27 |
76.75 |
13.52 |
15.9% |
1.95 |
2.3% |
62% |
False |
False |
73,658 |
60 |
90.27 |
74.65 |
15.62 |
18.4% |
1.86 |
2.2% |
67% |
False |
False |
57,936 |
80 |
90.27 |
67.26 |
23.01 |
27.0% |
1.83 |
2.1% |
77% |
False |
False |
48,665 |
100 |
90.27 |
66.22 |
24.05 |
28.3% |
1.90 |
2.2% |
78% |
False |
False |
41,107 |
120 |
90.27 |
65.00 |
25.27 |
29.7% |
1.92 |
2.3% |
79% |
False |
False |
35,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.13 |
2.618 |
96.26 |
1.618 |
92.05 |
1.000 |
89.45 |
0.618 |
87.84 |
HIGH |
85.24 |
0.618 |
83.63 |
0.500 |
83.14 |
0.382 |
82.64 |
LOW |
81.03 |
0.618 |
78.43 |
1.000 |
76.82 |
1.618 |
74.22 |
2.618 |
70.01 |
4.250 |
63.14 |
|
|
Fisher Pivots for day following 13-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
84.43 |
84.32 |
PP |
83.78 |
83.55 |
S1 |
83.14 |
82.79 |
|