NYMEX Light Sweet Crude Oil Future January 2024
Trading Metrics calculated at close of trading on 18-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
84.55 |
85.39 |
0.84 |
1.0% |
81.69 |
High |
85.25 |
87.26 |
2.01 |
2.4% |
85.24 |
Low |
83.27 |
85.07 |
1.80 |
2.2% |
80.34 |
Close |
84.30 |
86.09 |
1.79 |
2.1% |
85.08 |
Range |
1.98 |
2.19 |
0.21 |
10.6% |
4.90 |
ATR |
2.32 |
2.36 |
0.05 |
2.0% |
0.00 |
Volume |
74,580 |
104,675 |
30,095 |
40.4% |
614,934 |
|
Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.71 |
91.59 |
87.29 |
|
R3 |
90.52 |
89.40 |
86.69 |
|
R2 |
88.33 |
88.33 |
86.49 |
|
R1 |
87.21 |
87.21 |
86.29 |
87.77 |
PP |
86.14 |
86.14 |
86.14 |
86.42 |
S1 |
85.02 |
85.02 |
85.89 |
85.58 |
S2 |
83.95 |
83.95 |
85.69 |
|
S3 |
81.76 |
82.83 |
85.49 |
|
S4 |
79.57 |
80.64 |
84.89 |
|
|
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 |
87.26 |
80.34 |
6.92 |
8.0% |
2.47 |
2.9% |
83% |
True |
False |
101,297 |
10 |
87.26 |
78.93 |
8.33 |
9.7% |
2.30 |
2.7% |
86% |
True |
False |
109,387 |
20 |
90.27 |
78.93 |
11.34 |
13.2% |
2.38 |
2.8% |
63% |
False |
False |
100,150 |
40 |
90.27 |
76.75 |
13.52 |
15.7% |
2.00 |
2.3% |
69% |
False |
False |
77,466 |
60 |
90.27 |
76.75 |
13.52 |
15.7% |
1.88 |
2.2% |
69% |
False |
False |
60,928 |
80 |
90.27 |
67.45 |
22.82 |
26.5% |
1.83 |
2.1% |
82% |
False |
False |
51,070 |
100 |
90.27 |
66.22 |
24.05 |
27.9% |
1.90 |
2.2% |
83% |
False |
False |
43,240 |
120 |
90.27 |
65.00 |
25.27 |
29.4% |
1.92 |
2.2% |
83% |
False |
False |
36,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.57 |
2.618 |
92.99 |
1.618 |
90.80 |
1.000 |
89.45 |
0.618 |
88.61 |
HIGH |
87.26 |
0.618 |
86.42 |
0.500 |
86.17 |
0.382 |
85.91 |
LOW |
85.07 |
0.618 |
83.72 |
1.000 |
82.88 |
1.618 |
81.53 |
2.618 |
79.34 |
4.250 |
75.76 |
|
|
Fisher Pivots for day following 18-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
86.17 |
85.82 |
PP |
86.14 |
85.54 |
S1 |
86.12 |
85.27 |
|