NYMEX Light Sweet Crude Oil Future January 2024
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 |
87.60 |
86.69 |
-0.91 |
-1.0% |
85.07 |
High |
88.37 |
87.00 |
-1.37 |
-1.6% |
88.37 |
Low |
86.30 |
84.30 |
-2.00 |
-2.3% |
83.27 |
Close |
86.82 |
84.42 |
-2.40 |
-2.8% |
86.82 |
Range |
2.07 |
2.70 |
0.63 |
30.4% |
5.10 |
ATR |
2.43 |
2.45 |
0.02 |
0.8% |
0.00 |
Volume |
92,768 |
101,184 |
8,416 |
9.1% |
451,100 |
|
Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.34 |
91.58 |
85.91 |
|
R3 |
90.64 |
88.88 |
85.16 |
|
R2 |
87.94 |
87.94 |
84.92 |
|
R1 |
86.18 |
86.18 |
84.67 |
85.71 |
PP |
85.24 |
85.24 |
85.24 |
85.01 |
S1 |
83.48 |
83.48 |
84.17 |
83.01 |
S2 |
82.54 |
82.54 |
83.93 |
|
S3 |
79.84 |
80.78 |
83.68 |
|
S4 |
77.14 |
78.08 |
82.94 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.45 |
99.24 |
89.63 |
|
R3 |
96.35 |
94.14 |
88.22 |
|
R2 |
91.25 |
91.25 |
87.76 |
|
R1 |
89.04 |
89.04 |
87.29 |
90.15 |
PP |
86.15 |
86.15 |
86.15 |
86.71 |
S1 |
83.94 |
83.94 |
86.35 |
85.05 |
S2 |
81.05 |
81.05 |
85.89 |
|
S3 |
75.95 |
78.84 |
85.42 |
|
S4 |
70.85 |
73.74 |
84.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.37 |
83.27 |
5.10 |
6.0% |
2.53 |
3.0% |
23% |
False |
False |
97,417 |
10 |
88.37 |
80.34 |
8.03 |
9.5% |
2.50 |
3.0% |
51% |
False |
False |
106,248 |
20 |
90.27 |
78.93 |
11.34 |
13.4% |
2.54 |
3.0% |
48% |
False |
False |
103,418 |
40 |
90.27 |
78.08 |
12.19 |
14.4% |
2.08 |
2.5% |
52% |
False |
False |
82,663 |
60 |
90.27 |
76.75 |
13.52 |
16.0% |
1.96 |
2.3% |
57% |
False |
False |
64,732 |
80 |
90.27 |
69.09 |
21.18 |
25.1% |
1.86 |
2.2% |
72% |
False |
False |
54,094 |
100 |
90.27 |
66.22 |
24.05 |
28.5% |
1.91 |
2.3% |
76% |
False |
False |
46,100 |
120 |
90.27 |
65.00 |
25.27 |
29.9% |
1.93 |
2.3% |
77% |
False |
False |
39,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.48 |
2.618 |
94.07 |
1.618 |
91.37 |
1.000 |
89.70 |
0.618 |
88.67 |
HIGH |
87.00 |
0.618 |
85.97 |
0.500 |
85.65 |
0.382 |
85.33 |
LOW |
84.30 |
0.618 |
82.63 |
1.000 |
81.60 |
1.618 |
79.93 |
2.618 |
77.23 |
4.250 |
72.83 |
|
|
Fisher Pivots for day following 23-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
85.65 |
86.34 |
PP |
85.24 |
85.70 |
S1 |
84.83 |
85.06 |
|