NYMEX Light Sweet Crude Oil Future February 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 |
86.21 |
85.25 |
-0.96 |
-1.1% |
83.76 |
High |
86.93 |
85.76 |
-1.17 |
-1.3% |
86.93 |
Low |
85.09 |
83.30 |
-1.79 |
-2.1% |
82.27 |
Close |
85.57 |
83.40 |
-2.17 |
-2.5% |
85.57 |
Range |
1.84 |
2.46 |
0.62 |
33.7% |
4.66 |
ATR |
2.24 |
2.26 |
0.02 |
0.7% |
0.00 |
Volume |
43,879 |
45,079 |
1,200 |
2.7% |
192,233 |
|
Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.53 |
89.93 |
84.75 |
|
R3 |
89.07 |
87.47 |
84.08 |
|
R2 |
86.61 |
86.61 |
83.85 |
|
R1 |
85.01 |
85.01 |
83.63 |
84.58 |
PP |
84.15 |
84.15 |
84.15 |
83.94 |
S1 |
82.55 |
82.55 |
83.17 |
82.12 |
S2 |
81.69 |
81.69 |
82.95 |
|
S3 |
79.23 |
80.09 |
82.72 |
|
S4 |
76.77 |
77.63 |
82.05 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.90 |
96.90 |
88.13 |
|
R3 |
94.24 |
92.24 |
86.85 |
|
R2 |
89.58 |
89.58 |
86.42 |
|
R1 |
87.58 |
87.58 |
86.00 |
88.58 |
PP |
84.92 |
84.92 |
84.92 |
85.43 |
S1 |
82.92 |
82.92 |
85.14 |
83.92 |
S2 |
80.26 |
80.26 |
84.72 |
|
S3 |
75.60 |
78.26 |
84.29 |
|
S4 |
70.94 |
73.60 |
83.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
86.93 |
82.27 |
4.66 |
5.6% |
2.32 |
2.8% |
24% |
False |
False |
41,743 |
10 |
86.93 |
79.37 |
7.56 |
9.1% |
2.29 |
2.7% |
53% |
False |
False |
42,351 |
20 |
88.21 |
77.86 |
10.35 |
12.4% |
2.33 |
2.8% |
54% |
False |
False |
44,019 |
40 |
88.21 |
77.70 |
10.51 |
12.6% |
1.91 |
2.3% |
54% |
False |
False |
37,019 |
60 |
88.21 |
76.43 |
11.78 |
14.1% |
1.82 |
2.2% |
59% |
False |
False |
29,042 |
80 |
88.21 |
68.86 |
19.35 |
23.2% |
1.74 |
2.1% |
75% |
False |
False |
24,162 |
100 |
88.21 |
65.90 |
22.31 |
26.8% |
1.80 |
2.2% |
78% |
False |
False |
20,564 |
120 |
88.21 |
65.24 |
22.97 |
27.5% |
1.79 |
2.2% |
79% |
False |
False |
17,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.22 |
2.618 |
92.20 |
1.618 |
89.74 |
1.000 |
88.22 |
0.618 |
87.28 |
HIGH |
85.76 |
0.618 |
84.82 |
0.500 |
84.53 |
0.382 |
84.24 |
LOW |
83.30 |
0.618 |
81.78 |
1.000 |
80.84 |
1.618 |
79.32 |
2.618 |
76.86 |
4.250 |
72.85 |
|
|
Fisher Pivots for day following 23-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
84.53 |
85.12 |
PP |
84.15 |
84.54 |
S1 |
83.78 |
83.97 |
|