NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 09-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
81.05 |
83.20 |
2.15 |
2.7% |
88.83 |
| High |
81.69 |
85.56 |
3.87 |
4.7% |
89.89 |
| Low |
80.20 |
82.95 |
2.75 |
3.4% |
80.20 |
| Close |
81.28 |
84.60 |
3.32 |
4.1% |
81.28 |
| Range |
1.49 |
2.61 |
1.12 |
75.2% |
9.69 |
| ATR |
2.28 |
2.42 |
0.14 |
6.3% |
0.00 |
| Volume |
277,713 |
246,680 |
-31,033 |
-11.2% |
1,094,749 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.20 |
91.01 |
86.04 |
|
| R3 |
89.59 |
88.40 |
85.32 |
|
| R2 |
86.98 |
86.98 |
85.08 |
|
| R1 |
85.79 |
85.79 |
84.84 |
86.39 |
| PP |
84.37 |
84.37 |
84.37 |
84.67 |
| S1 |
83.18 |
83.18 |
84.36 |
83.78 |
| S2 |
81.76 |
81.76 |
84.12 |
|
| S3 |
79.15 |
80.57 |
83.88 |
|
| S4 |
76.54 |
77.96 |
83.16 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.86 |
106.76 |
86.61 |
|
| R3 |
103.17 |
97.07 |
83.94 |
|
| R2 |
93.48 |
93.48 |
83.06 |
|
| R1 |
87.38 |
87.38 |
82.17 |
85.59 |
| PP |
83.79 |
83.79 |
83.79 |
82.89 |
| S1 |
77.69 |
77.69 |
80.39 |
75.90 |
| S2 |
74.10 |
74.10 |
79.50 |
|
| S3 |
64.41 |
68.00 |
78.62 |
|
| S4 |
54.72 |
58.31 |
75.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.25 |
80.20 |
8.05 |
9.5% |
2.81 |
3.3% |
55% |
False |
False |
235,971 |
| 10 |
92.48 |
80.20 |
12.28 |
14.5% |
2.81 |
3.3% |
36% |
False |
False |
215,570 |
| 20 |
92.48 |
80.20 |
12.28 |
14.5% |
2.28 |
2.7% |
36% |
False |
False |
207,534 |
| 40 |
92.48 |
77.03 |
15.45 |
18.3% |
2.00 |
2.4% |
49% |
False |
False |
162,519 |
| 60 |
92.48 |
73.12 |
19.36 |
22.9% |
1.92 |
2.3% |
59% |
False |
False |
143,333 |
| 80 |
92.48 |
67.40 |
25.08 |
29.6% |
1.92 |
2.3% |
69% |
False |
False |
129,014 |
| 100 |
92.48 |
66.36 |
26.12 |
30.9% |
2.01 |
2.4% |
70% |
False |
False |
117,774 |
| 120 |
92.48 |
63.00 |
29.48 |
34.8% |
2.07 |
2.5% |
73% |
False |
False |
108,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.65 |
|
2.618 |
92.39 |
|
1.618 |
89.78 |
|
1.000 |
88.17 |
|
0.618 |
87.17 |
|
HIGH |
85.56 |
|
0.618 |
84.56 |
|
0.500 |
84.26 |
|
0.382 |
83.95 |
|
LOW |
82.95 |
|
0.618 |
81.34 |
|
1.000 |
80.34 |
|
1.618 |
78.73 |
|
2.618 |
76.12 |
|
4.250 |
71.86 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
84.49 |
84.03 |
| PP |
84.37 |
83.45 |
| S1 |
84.26 |
82.88 |
|