NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 13-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
81.84 |
82.27 |
0.43 |
0.5% |
83.20 |
| High |
83.75 |
86.51 |
2.76 |
3.3% |
86.51 |
| Low |
81.31 |
82.17 |
0.86 |
1.1% |
81.31 |
| Close |
81.80 |
86.35 |
4.55 |
5.6% |
86.35 |
| Range |
2.44 |
4.34 |
1.90 |
77.9% |
5.20 |
| ATR |
2.41 |
2.58 |
0.16 |
6.8% |
0.00 |
| Volume |
296,213 |
290,375 |
-5,838 |
-2.0% |
1,366,856 |
|
| Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.03 |
96.53 |
88.74 |
|
| R3 |
93.69 |
92.19 |
87.54 |
|
| R2 |
89.35 |
89.35 |
87.15 |
|
| R1 |
87.85 |
87.85 |
86.75 |
88.60 |
| PP |
85.01 |
85.01 |
85.01 |
85.39 |
| S1 |
83.51 |
83.51 |
85.95 |
84.26 |
| S2 |
80.67 |
80.67 |
85.55 |
|
| S3 |
76.33 |
79.17 |
85.16 |
|
| S4 |
71.99 |
74.83 |
83.96 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.32 |
98.54 |
89.21 |
|
| R3 |
95.12 |
93.34 |
87.78 |
|
| R2 |
89.92 |
89.92 |
87.30 |
|
| R1 |
88.14 |
88.14 |
86.83 |
89.03 |
| PP |
84.72 |
84.72 |
84.72 |
85.17 |
| S1 |
82.94 |
82.94 |
85.87 |
83.83 |
| S2 |
79.52 |
79.52 |
85.40 |
|
| S3 |
74.32 |
77.74 |
84.92 |
|
| S4 |
69.12 |
72.54 |
83.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.51 |
81.31 |
5.20 |
6.0% |
2.81 |
3.2% |
97% |
True |
False |
273,371 |
| 10 |
89.89 |
80.20 |
9.69 |
11.2% |
2.85 |
3.3% |
63% |
False |
False |
246,160 |
| 20 |
92.48 |
80.20 |
12.28 |
14.2% |
2.50 |
2.9% |
50% |
False |
False |
230,212 |
| 40 |
92.48 |
77.03 |
15.45 |
17.9% |
2.10 |
2.4% |
60% |
False |
False |
179,360 |
| 60 |
92.48 |
74.87 |
17.61 |
20.4% |
2.00 |
2.3% |
65% |
False |
False |
155,595 |
| 80 |
92.48 |
67.40 |
25.08 |
29.0% |
1.96 |
2.3% |
76% |
False |
False |
139,717 |
| 100 |
92.48 |
66.36 |
26.12 |
30.2% |
2.04 |
2.4% |
77% |
False |
False |
127,064 |
| 120 |
92.48 |
63.00 |
29.48 |
34.1% |
2.10 |
2.4% |
79% |
False |
False |
116,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.96 |
|
2.618 |
97.87 |
|
1.618 |
93.53 |
|
1.000 |
90.85 |
|
0.618 |
89.19 |
|
HIGH |
86.51 |
|
0.618 |
84.85 |
|
0.500 |
84.34 |
|
0.382 |
83.83 |
|
LOW |
82.17 |
|
0.618 |
79.49 |
|
1.000 |
77.83 |
|
1.618 |
75.15 |
|
2.618 |
70.81 |
|
4.250 |
63.73 |
|
|
| Fisher Pivots for day following 13-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
85.68 |
85.54 |
| PP |
85.01 |
84.72 |
| S1 |
84.34 |
83.91 |
|