NYMEX Light Sweet Crude Oil Future January 2024
Trading Metrics calculated at close of trading on 26-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
82.99 |
84.58 |
1.59 |
1.9% |
85.07 |
High |
84.85 |
84.85 |
0.00 |
0.0% |
88.37 |
Low |
81.44 |
81.97 |
0.53 |
0.7% |
83.27 |
Close |
84.69 |
82.54 |
-2.15 |
-2.5% |
86.82 |
Range |
3.41 |
2.88 |
-0.53 |
-15.5% |
5.10 |
ATR |
2.56 |
2.58 |
0.02 |
0.9% |
0.00 |
Volume |
141,316 |
107,550 |
-33,766 |
-23.9% |
451,100 |
|
Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.76 |
90.03 |
84.12 |
|
R3 |
88.88 |
87.15 |
83.33 |
|
R2 |
86.00 |
86.00 |
83.07 |
|
R1 |
84.27 |
84.27 |
82.80 |
83.70 |
PP |
83.12 |
83.12 |
83.12 |
82.83 |
S1 |
81.39 |
81.39 |
82.28 |
80.82 |
S2 |
80.24 |
80.24 |
82.01 |
|
S3 |
77.36 |
78.51 |
81.75 |
|
S4 |
74.48 |
75.63 |
80.96 |
|
|
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 |
81.44 |
6.93 |
8.4% |
2.82 |
3.4% |
16% |
False |
False |
115,792 |
10 |
88.37 |
81.03 |
7.34 |
8.9% |
2.81 |
3.4% |
21% |
False |
False |
106,787 |
20 |
89.09 |
78.93 |
10.16 |
12.3% |
2.64 |
3.2% |
36% |
False |
False |
107,328 |
40 |
90.27 |
78.93 |
11.34 |
13.7% |
2.21 |
2.7% |
32% |
False |
False |
90,601 |
60 |
90.27 |
76.75 |
13.52 |
16.4% |
2.02 |
2.4% |
43% |
False |
False |
70,034 |
80 |
90.27 |
69.39 |
20.88 |
25.3% |
1.92 |
2.3% |
63% |
False |
False |
58,146 |
100 |
90.27 |
66.22 |
24.05 |
29.1% |
1.93 |
2.3% |
68% |
False |
False |
49,675 |
120 |
90.27 |
66.22 |
24.05 |
29.1% |
1.94 |
2.4% |
68% |
False |
False |
42,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.09 |
2.618 |
92.39 |
1.618 |
89.51 |
1.000 |
87.73 |
0.618 |
86.63 |
HIGH |
84.85 |
0.618 |
83.75 |
0.500 |
83.41 |
0.382 |
83.07 |
LOW |
81.97 |
0.618 |
80.19 |
1.000 |
79.09 |
1.618 |
77.31 |
2.618 |
74.43 |
4.250 |
69.73 |
|
|
Fisher Pivots for day following 26-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
83.41 |
83.33 |
PP |
83.12 |
83.07 |
S1 |
82.83 |
82.80 |
|