NYMEX Light Sweet Crude Oil Future February 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 |
82.24 |
83.62 |
1.38 |
1.7% |
83.76 |
High |
84.02 |
83.98 |
-0.04 |
0.0% |
86.93 |
Low |
80.77 |
81.28 |
0.51 |
0.6% |
82.27 |
Close |
83.86 |
81.84 |
-2.02 |
-2.4% |
85.57 |
Range |
3.25 |
2.70 |
-0.55 |
-16.9% |
4.66 |
ATR |
2.37 |
2.39 |
0.02 |
1.0% |
0.00 |
Volume |
76,956 |
50,233 |
-26,723 |
-34.7% |
192,233 |
|
Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.47 |
88.85 |
83.33 |
|
R3 |
87.77 |
86.15 |
82.58 |
|
R2 |
85.07 |
85.07 |
82.34 |
|
R1 |
83.45 |
83.45 |
82.09 |
82.91 |
PP |
82.37 |
82.37 |
82.37 |
82.10 |
S1 |
80.75 |
80.75 |
81.59 |
80.21 |
S2 |
79.67 |
79.67 |
81.35 |
|
S3 |
76.97 |
78.05 |
81.10 |
|
S4 |
74.27 |
75.35 |
80.36 |
|
|
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 |
80.77 |
6.16 |
7.5% |
2.62 |
3.2% |
17% |
False |
False |
57,490 |
10 |
86.93 |
80.06 |
6.87 |
8.4% |
2.61 |
3.2% |
26% |
False |
False |
48,813 |
20 |
87.30 |
77.86 |
9.44 |
11.5% |
2.45 |
3.0% |
42% |
False |
False |
47,155 |
40 |
88.21 |
77.86 |
10.35 |
12.6% |
2.04 |
2.5% |
38% |
False |
False |
41,162 |
60 |
88.21 |
76.43 |
11.78 |
14.4% |
1.87 |
2.3% |
46% |
False |
False |
31,819 |
80 |
88.21 |
69.11 |
19.10 |
23.3% |
1.78 |
2.2% |
67% |
False |
False |
26,294 |
100 |
88.21 |
65.90 |
22.31 |
27.3% |
1.82 |
2.2% |
71% |
False |
False |
22,449 |
120 |
88.21 |
65.90 |
22.31 |
27.3% |
1.81 |
2.2% |
71% |
False |
False |
19,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.46 |
2.618 |
91.05 |
1.618 |
88.35 |
1.000 |
86.68 |
0.618 |
85.65 |
HIGH |
83.98 |
0.618 |
82.95 |
0.500 |
82.63 |
0.382 |
82.31 |
LOW |
81.28 |
0.618 |
79.61 |
1.000 |
78.58 |
1.618 |
76.91 |
2.618 |
74.21 |
4.250 |
69.81 |
|
|
Fisher Pivots for day following 26-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
82.63 |
82.48 |
PP |
82.37 |
82.26 |
S1 |
82.10 |
82.05 |
|