NYMEX Light Sweet Crude Oil Future April 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 |
83.07 |
84.10 |
1.03 |
1.2% |
81.84 |
| High |
84.54 |
84.68 |
0.14 |
0.2% |
84.68 |
| Low |
81.80 |
83.12 |
1.32 |
1.6% |
80.81 |
| Close |
83.77 |
83.54 |
-0.23 |
-0.3% |
83.54 |
| Range |
2.74 |
1.56 |
-1.18 |
-43.1% |
3.87 |
| ATR |
1.97 |
1.94 |
-0.03 |
-1.5% |
0.00 |
| Volume |
17,392 |
12,175 |
-5,217 |
-30.0% |
58,778 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.46 |
87.56 |
84.40 |
|
| R3 |
86.90 |
86.00 |
83.97 |
|
| R2 |
85.34 |
85.34 |
83.83 |
|
| R1 |
84.44 |
84.44 |
83.68 |
84.11 |
| PP |
83.78 |
83.78 |
83.78 |
83.62 |
| S1 |
82.88 |
82.88 |
83.40 |
82.55 |
| S2 |
82.22 |
82.22 |
83.25 |
|
| S3 |
80.66 |
81.32 |
83.11 |
|
| S4 |
79.10 |
79.76 |
82.68 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.62 |
92.95 |
85.67 |
|
| R3 |
90.75 |
89.08 |
84.60 |
|
| R2 |
86.88 |
86.88 |
84.25 |
|
| R1 |
85.21 |
85.21 |
83.89 |
86.05 |
| PP |
83.01 |
83.01 |
83.01 |
83.43 |
| S1 |
81.34 |
81.34 |
83.19 |
82.18 |
| S2 |
79.14 |
79.14 |
82.83 |
|
| S3 |
75.27 |
77.47 |
82.48 |
|
| S4 |
71.40 |
73.60 |
81.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.68 |
80.81 |
3.87 |
4.6% |
1.82 |
2.2% |
71% |
True |
False |
11,755 |
| 10 |
84.68 |
77.99 |
6.69 |
8.0% |
1.97 |
2.4% |
83% |
True |
False |
13,700 |
| 20 |
85.08 |
76.20 |
8.88 |
10.6% |
1.93 |
2.3% |
83% |
False |
False |
15,348 |
| 40 |
85.75 |
76.02 |
9.73 |
11.6% |
1.62 |
1.9% |
77% |
False |
False |
12,915 |
| 60 |
85.75 |
75.83 |
9.92 |
11.9% |
1.54 |
1.8% |
78% |
False |
False |
10,010 |
| 80 |
85.75 |
68.44 |
17.31 |
20.7% |
1.45 |
1.7% |
87% |
False |
False |
8,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.31 |
|
2.618 |
88.76 |
|
1.618 |
87.20 |
|
1.000 |
86.24 |
|
0.618 |
85.64 |
|
HIGH |
84.68 |
|
0.618 |
84.08 |
|
0.500 |
83.90 |
|
0.382 |
83.72 |
|
LOW |
83.12 |
|
0.618 |
82.16 |
|
1.000 |
81.56 |
|
1.618 |
80.60 |
|
2.618 |
79.04 |
|
4.250 |
76.49 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
83.90 |
83.44 |
| PP |
83.78 |
83.34 |
| S1 |
83.66 |
83.24 |
|