NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 17-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
83.76 |
83.23 |
-0.53 |
-0.6% |
80.39 |
| High |
84.38 |
84.13 |
-0.25 |
-0.3% |
84.05 |
| Low |
82.68 |
82.27 |
-0.41 |
-0.5% |
79.37 |
| Close |
82.92 |
83.26 |
0.34 |
0.4% |
83.89 |
| Range |
1.70 |
1.86 |
0.16 |
9.4% |
4.68 |
| ATR |
2.17 |
2.15 |
-0.02 |
-1.0% |
0.00 |
| Volume |
28,593 |
29,466 |
873 |
3.1% |
233,498 |
|
| Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.80 |
87.89 |
84.28 |
|
| R3 |
86.94 |
86.03 |
83.77 |
|
| R2 |
85.08 |
85.08 |
83.60 |
|
| R1 |
84.17 |
84.17 |
83.43 |
84.63 |
| PP |
83.22 |
83.22 |
83.22 |
83.45 |
| S1 |
82.31 |
82.31 |
83.09 |
82.77 |
| S2 |
81.36 |
81.36 |
82.92 |
|
| S3 |
79.50 |
80.45 |
82.75 |
|
| S4 |
77.64 |
78.59 |
82.24 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.48 |
94.86 |
86.46 |
|
| R3 |
91.80 |
90.18 |
85.18 |
|
| R2 |
87.12 |
87.12 |
84.75 |
|
| R1 |
85.50 |
85.50 |
84.32 |
86.31 |
| PP |
82.44 |
82.44 |
82.44 |
82.84 |
| S1 |
80.82 |
80.82 |
83.46 |
81.63 |
| S2 |
77.76 |
77.76 |
83.03 |
|
| S3 |
73.08 |
76.14 |
82.60 |
|
| S4 |
68.40 |
71.46 |
81.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.38 |
79.37 |
5.01 |
6.0% |
2.41 |
2.9% |
78% |
False |
False |
41,153 |
| 10 |
84.56 |
77.86 |
6.70 |
8.0% |
2.44 |
2.9% |
81% |
False |
False |
43,359 |
| 20 |
88.21 |
77.86 |
10.35 |
12.4% |
2.16 |
2.6% |
52% |
False |
False |
42,089 |
| 40 |
88.21 |
76.43 |
11.78 |
14.1% |
1.83 |
2.2% |
58% |
False |
False |
34,390 |
| 60 |
88.21 |
76.26 |
11.95 |
14.4% |
1.74 |
2.1% |
59% |
False |
False |
26,695 |
| 80 |
88.21 |
67.38 |
20.83 |
25.0% |
1.70 |
2.0% |
76% |
False |
False |
22,269 |
| 100 |
88.21 |
65.90 |
22.31 |
26.8% |
1.79 |
2.2% |
78% |
False |
False |
18,957 |
| 120 |
88.21 |
65.24 |
22.97 |
27.6% |
1.77 |
2.1% |
78% |
False |
False |
16,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.04 |
|
2.618 |
89.00 |
|
1.618 |
87.14 |
|
1.000 |
85.99 |
|
0.618 |
85.28 |
|
HIGH |
84.13 |
|
0.618 |
83.42 |
|
0.500 |
83.20 |
|
0.382 |
82.98 |
|
LOW |
82.27 |
|
0.618 |
81.12 |
|
1.000 |
80.41 |
|
1.618 |
79.26 |
|
2.618 |
77.40 |
|
4.250 |
74.37 |
|
|
| Fisher Pivots for day following 17-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
83.24 |
82.91 |
| PP |
83.22 |
82.57 |
| S1 |
83.20 |
82.22 |
|