NYMEX Light Sweet Crude Oil Future February 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 |
85.25 |
84.01 |
-1.24 |
-1.5% |
83.76 |
High |
85.76 |
84.18 |
-1.58 |
-1.8% |
86.93 |
Low |
83.30 |
81.35 |
-1.95 |
-2.3% |
82.27 |
Close |
83.40 |
82.14 |
-1.26 |
-1.5% |
85.57 |
Range |
2.46 |
2.83 |
0.37 |
15.0% |
4.66 |
ATR |
2.26 |
2.30 |
0.04 |
1.8% |
0.00 |
Volume |
45,079 |
71,306 |
26,227 |
58.2% |
192,233 |
|
Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.05 |
89.42 |
83.70 |
|
R3 |
88.22 |
86.59 |
82.92 |
|
R2 |
85.39 |
85.39 |
82.66 |
|
R1 |
83.76 |
83.76 |
82.40 |
83.16 |
PP |
82.56 |
82.56 |
82.56 |
82.26 |
S1 |
80.93 |
80.93 |
81.88 |
80.33 |
S2 |
79.73 |
79.73 |
81.62 |
|
S3 |
76.90 |
78.10 |
81.36 |
|
S4 |
74.07 |
75.27 |
80.58 |
|
|
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 |
81.35 |
5.58 |
6.8% |
2.51 |
3.1% |
14% |
False |
True |
50,111 |
10 |
86.93 |
79.37 |
7.56 |
9.2% |
2.46 |
3.0% |
37% |
False |
False |
45,632 |
20 |
88.21 |
77.86 |
10.35 |
12.6% |
2.38 |
2.9% |
41% |
False |
False |
46,279 |
40 |
88.21 |
77.70 |
10.51 |
12.8% |
1.96 |
2.4% |
42% |
False |
False |
38,603 |
60 |
88.21 |
76.43 |
11.78 |
14.3% |
1.84 |
2.2% |
48% |
False |
False |
30,110 |
80 |
88.21 |
68.86 |
19.35 |
23.6% |
1.76 |
2.1% |
69% |
False |
False |
24,926 |
100 |
88.21 |
65.90 |
22.31 |
27.2% |
1.80 |
2.2% |
73% |
False |
False |
21,255 |
120 |
88.21 |
65.24 |
22.97 |
28.0% |
1.80 |
2.2% |
74% |
False |
False |
18,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.21 |
2.618 |
91.59 |
1.618 |
88.76 |
1.000 |
87.01 |
0.618 |
85.93 |
HIGH |
84.18 |
0.618 |
83.10 |
0.500 |
82.77 |
0.382 |
82.43 |
LOW |
81.35 |
0.618 |
79.60 |
1.000 |
78.52 |
1.618 |
76.77 |
2.618 |
73.94 |
4.250 |
69.32 |
|
|
Fisher Pivots for day following 24-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
82.77 |
84.14 |
PP |
82.56 |
83.47 |
S1 |
82.35 |
82.81 |
|