NYMEX Light Sweet Crude Oil Future January 2024
Trading Metrics calculated at close of trading on 24-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
86.69 |
85.05 |
-1.64 |
-1.9% |
85.07 |
High |
87.00 |
85.22 |
-1.78 |
-2.0% |
88.37 |
Low |
84.30 |
82.16 |
-2.14 |
-2.5% |
83.27 |
Close |
84.42 |
82.97 |
-1.45 |
-1.7% |
86.82 |
Range |
2.70 |
3.06 |
0.36 |
13.3% |
5.10 |
ATR |
2.45 |
2.49 |
0.04 |
1.8% |
0.00 |
Volume |
101,184 |
136,145 |
34,961 |
34.6% |
451,100 |
|
Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.63 |
90.86 |
84.65 |
|
R3 |
89.57 |
87.80 |
83.81 |
|
R2 |
86.51 |
86.51 |
83.53 |
|
R1 |
84.74 |
84.74 |
83.25 |
84.10 |
PP |
83.45 |
83.45 |
83.45 |
83.13 |
S1 |
81.68 |
81.68 |
82.69 |
81.04 |
S2 |
80.39 |
80.39 |
82.41 |
|
S3 |
77.33 |
78.62 |
82.13 |
|
S4 |
74.27 |
75.56 |
81.29 |
|
|
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 |
82.16 |
6.21 |
7.5% |
2.75 |
3.3% |
13% |
False |
True |
109,730 |
10 |
88.37 |
80.34 |
8.03 |
9.7% |
2.67 |
3.2% |
33% |
False |
False |
108,403 |
20 |
90.27 |
78.93 |
11.34 |
13.7% |
2.59 |
3.1% |
36% |
False |
False |
106,865 |
40 |
90.27 |
78.08 |
12.19 |
14.7% |
2.12 |
2.6% |
40% |
False |
False |
85,641 |
60 |
90.27 |
76.75 |
13.52 |
16.3% |
1.98 |
2.4% |
46% |
False |
False |
66,726 |
80 |
90.27 |
69.09 |
21.18 |
25.5% |
1.89 |
2.3% |
66% |
False |
False |
55,507 |
100 |
90.27 |
66.22 |
24.05 |
29.0% |
1.92 |
2.3% |
70% |
False |
False |
47,376 |
120 |
90.27 |
65.00 |
25.27 |
30.5% |
1.93 |
2.3% |
71% |
False |
False |
40,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.23 |
2.618 |
93.23 |
1.618 |
90.17 |
1.000 |
88.28 |
0.618 |
87.11 |
HIGH |
85.22 |
0.618 |
84.05 |
0.500 |
83.69 |
0.382 |
83.33 |
LOW |
82.16 |
0.618 |
80.27 |
1.000 |
79.10 |
1.618 |
77.21 |
2.618 |
74.15 |
4.250 |
69.16 |
|
|
Fisher Pivots for day following 24-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
83.69 |
85.27 |
PP |
83.45 |
84.50 |
S1 |
83.21 |
83.74 |
|