NYMEX Light Sweet Crude Oil Future March 2024
Trading Metrics calculated at close of trading on 20-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
83.84 |
85.05 |
1.21 |
1.4% |
82.84 |
High |
85.53 |
85.71 |
0.18 |
0.2% |
85.71 |
Low |
82.50 |
84.03 |
1.53 |
1.9% |
81.48 |
Close |
84.69 |
84.47 |
-0.22 |
-0.3% |
84.47 |
Range |
3.03 |
1.68 |
-1.35 |
-44.6% |
4.23 |
ATR |
2.13 |
2.10 |
-0.03 |
-1.5% |
0.00 |
Volume |
69,308 |
37,279 |
-32,029 |
-46.2% |
206,476 |
|
Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.78 |
88.80 |
85.39 |
|
R3 |
88.10 |
87.12 |
84.93 |
|
R2 |
86.42 |
86.42 |
84.78 |
|
R1 |
85.44 |
85.44 |
84.62 |
85.09 |
PP |
84.74 |
84.74 |
84.74 |
84.56 |
S1 |
83.76 |
83.76 |
84.32 |
83.41 |
S2 |
83.06 |
83.06 |
84.16 |
|
S3 |
81.38 |
82.08 |
84.01 |
|
S4 |
79.70 |
80.40 |
83.55 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.58 |
94.75 |
86.80 |
|
R3 |
92.35 |
90.52 |
85.63 |
|
R2 |
88.12 |
88.12 |
85.25 |
|
R1 |
86.29 |
86.29 |
84.86 |
87.21 |
PP |
83.89 |
83.89 |
83.89 |
84.34 |
S1 |
82.06 |
82.06 |
84.08 |
82.98 |
S2 |
79.66 |
79.66 |
83.69 |
|
S3 |
75.43 |
77.83 |
83.31 |
|
S4 |
71.20 |
73.60 |
82.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.71 |
81.48 |
4.23 |
5.0% |
1.99 |
2.4% |
71% |
True |
False |
41,295 |
10 |
85.71 |
78.59 |
7.12 |
8.4% |
2.16 |
2.6% |
83% |
True |
False |
45,842 |
20 |
86.47 |
76.93 |
9.54 |
11.3% |
2.11 |
2.5% |
79% |
False |
False |
46,984 |
40 |
86.68 |
76.37 |
10.31 |
12.2% |
1.78 |
2.1% |
79% |
False |
False |
41,976 |
60 |
86.68 |
76.10 |
10.58 |
12.5% |
1.71 |
2.0% |
79% |
False |
False |
34,356 |
80 |
86.68 |
68.53 |
18.15 |
21.5% |
1.64 |
1.9% |
88% |
False |
False |
29,867 |
100 |
86.68 |
65.63 |
21.05 |
24.9% |
1.71 |
2.0% |
90% |
False |
False |
27,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.85 |
2.618 |
90.11 |
1.618 |
88.43 |
1.000 |
87.39 |
0.618 |
86.75 |
HIGH |
85.71 |
0.618 |
85.07 |
0.500 |
84.87 |
0.382 |
84.67 |
LOW |
84.03 |
0.618 |
82.99 |
1.000 |
82.35 |
1.618 |
81.31 |
2.618 |
79.63 |
4.250 |
76.89 |
|
|
Fisher Pivots for day following 20-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
84.87 |
84.35 |
PP |
84.74 |
84.23 |
S1 |
84.60 |
84.11 |
|