NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 18-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
87.06 |
87.81 |
0.75 |
0.9% |
85.25 |
| High |
87.75 |
89.88 |
2.13 |
2.4% |
87.83 |
| Low |
85.60 |
87.20 |
1.60 |
1.9% |
82.31 |
| Close |
86.66 |
88.32 |
1.66 |
1.9% |
87.69 |
| Range |
2.15 |
2.68 |
0.53 |
24.7% |
5.52 |
| ATR |
2.72 |
2.75 |
0.04 |
1.3% |
0.00 |
| Volume |
197,124 |
92,797 |
-104,327 |
-52.9% |
1,928,441 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.51 |
95.09 |
89.79 |
|
| R3 |
93.83 |
92.41 |
89.06 |
|
| R2 |
91.15 |
91.15 |
88.81 |
|
| R1 |
89.73 |
89.73 |
88.57 |
90.44 |
| PP |
88.47 |
88.47 |
88.47 |
88.82 |
| S1 |
87.05 |
87.05 |
88.07 |
87.76 |
| S2 |
85.79 |
85.79 |
87.83 |
|
| S3 |
83.11 |
84.37 |
87.58 |
|
| S4 |
80.43 |
81.69 |
86.85 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.50 |
100.62 |
90.73 |
|
| R3 |
96.98 |
95.10 |
89.21 |
|
| R2 |
91.46 |
91.46 |
88.70 |
|
| R1 |
89.58 |
89.58 |
88.20 |
90.52 |
| PP |
85.94 |
85.94 |
85.94 |
86.42 |
| S1 |
84.06 |
84.06 |
87.18 |
85.00 |
| S2 |
80.42 |
80.42 |
86.68 |
|
| S3 |
74.90 |
78.54 |
86.17 |
|
| S4 |
69.38 |
73.02 |
84.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.88 |
82.31 |
7.57 |
8.6% |
2.84 |
3.2% |
79% |
True |
False |
251,211 |
| 10 |
89.88 |
81.50 |
8.38 |
9.5% |
2.64 |
3.0% |
81% |
True |
False |
338,127 |
| 20 |
95.03 |
81.50 |
13.53 |
15.3% |
2.84 |
3.2% |
50% |
False |
False |
359,652 |
| 40 |
95.03 |
77.32 |
17.71 |
20.1% |
2.35 |
2.7% |
62% |
False |
False |
283,947 |
| 60 |
95.03 |
77.32 |
17.71 |
20.1% |
2.17 |
2.5% |
62% |
False |
False |
218,444 |
| 80 |
95.03 |
67.49 |
27.54 |
31.2% |
2.08 |
2.4% |
76% |
False |
False |
176,464 |
| 100 |
95.03 |
66.67 |
28.36 |
32.1% |
2.14 |
2.4% |
76% |
False |
False |
146,845 |
| 120 |
95.03 |
63.50 |
31.53 |
35.7% |
2.17 |
2.5% |
79% |
False |
False |
125,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.27 |
|
2.618 |
96.90 |
|
1.618 |
94.22 |
|
1.000 |
92.56 |
|
0.618 |
91.54 |
|
HIGH |
89.88 |
|
0.618 |
88.86 |
|
0.500 |
88.54 |
|
0.382 |
88.22 |
|
LOW |
87.20 |
|
0.618 |
85.54 |
|
1.000 |
84.52 |
|
1.618 |
82.86 |
|
2.618 |
80.18 |
|
4.250 |
75.81 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
88.54 |
88.13 |
| PP |
88.47 |
87.93 |
| S1 |
88.39 |
87.74 |
|