NYMEX Light Sweet Crude Oil Future February 2024
Trading Metrics calculated at close of trading on 12-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
81.34 |
80.04 |
-1.30 |
-1.6% |
85.52 |
High |
81.89 |
81.42 |
-0.47 |
-0.6% |
86.33 |
Low |
79.37 |
79.45 |
0.08 |
0.1% |
77.86 |
Close |
79.96 |
79.79 |
-0.17 |
-0.2% |
78.64 |
Range |
2.52 |
1.97 |
-0.55 |
-21.8% |
8.47 |
ATR |
2.05 |
2.05 |
-0.01 |
-0.3% |
0.00 |
Volume |
53,096 |
42,283 |
-10,813 |
-20.4% |
232,211 |
|
Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.13 |
84.93 |
80.87 |
|
R3 |
84.16 |
82.96 |
80.33 |
|
R2 |
82.19 |
82.19 |
80.15 |
|
R1 |
80.99 |
80.99 |
79.97 |
80.61 |
PP |
80.22 |
80.22 |
80.22 |
80.03 |
S1 |
79.02 |
79.02 |
79.61 |
78.64 |
S2 |
78.25 |
78.25 |
79.43 |
|
S3 |
76.28 |
77.05 |
79.25 |
|
S4 |
74.31 |
75.08 |
78.71 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.35 |
100.97 |
83.30 |
|
R3 |
97.88 |
92.50 |
80.97 |
|
R2 |
89.41 |
89.41 |
80.19 |
|
R1 |
84.03 |
84.03 |
79.42 |
82.49 |
PP |
80.94 |
80.94 |
80.94 |
80.17 |
S1 |
75.56 |
75.56 |
77.86 |
74.02 |
S2 |
72.47 |
72.47 |
77.09 |
|
S3 |
64.00 |
67.09 |
76.31 |
|
S4 |
55.53 |
58.62 |
73.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.63 |
77.86 |
4.77 |
6.0% |
1.88 |
2.4% |
40% |
False |
False |
46,490 |
10 |
87.30 |
77.86 |
9.44 |
11.8% |
2.30 |
2.9% |
20% |
False |
False |
45,496 |
20 |
88.21 |
77.86 |
10.35 |
13.0% |
1.99 |
2.5% |
19% |
False |
False |
43,431 |
40 |
88.21 |
76.43 |
11.78 |
14.8% |
1.75 |
2.2% |
29% |
False |
False |
32,570 |
60 |
88.21 |
73.38 |
14.83 |
18.6% |
1.69 |
2.1% |
43% |
False |
False |
25,423 |
80 |
88.21 |
67.07 |
21.14 |
26.5% |
1.68 |
2.1% |
60% |
False |
False |
21,236 |
100 |
88.21 |
65.90 |
22.31 |
28.0% |
1.75 |
2.2% |
62% |
False |
False |
17,959 |
120 |
88.21 |
65.24 |
22.97 |
28.8% |
1.77 |
2.2% |
63% |
False |
False |
15,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.79 |
2.618 |
86.58 |
1.618 |
84.61 |
1.000 |
83.39 |
0.618 |
82.64 |
HIGH |
81.42 |
0.618 |
80.67 |
0.500 |
80.44 |
0.382 |
80.20 |
LOW |
79.45 |
0.618 |
78.23 |
1.000 |
77.48 |
1.618 |
76.26 |
2.618 |
74.29 |
4.250 |
71.08 |
|
|
Fisher Pivots for day following 12-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
80.44 |
80.63 |
PP |
80.22 |
80.35 |
S1 |
80.01 |
80.07 |
|