NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 16-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
82.27 |
86.37 |
4.10 |
5.0% |
83.20 |
| High |
86.51 |
86.94 |
0.43 |
0.5% |
86.51 |
| Low |
82.17 |
85.00 |
2.83 |
3.4% |
81.31 |
| Close |
86.35 |
85.26 |
-1.09 |
-1.3% |
86.35 |
| Range |
4.34 |
1.94 |
-2.40 |
-55.3% |
5.20 |
| ATR |
2.58 |
2.53 |
-0.05 |
-1.8% |
0.00 |
| Volume |
290,375 |
205,581 |
-84,794 |
-29.2% |
1,366,856 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.55 |
90.35 |
86.33 |
|
| R3 |
89.61 |
88.41 |
85.79 |
|
| R2 |
87.67 |
87.67 |
85.62 |
|
| R1 |
86.47 |
86.47 |
85.44 |
86.10 |
| PP |
85.73 |
85.73 |
85.73 |
85.55 |
| S1 |
84.53 |
84.53 |
85.08 |
84.16 |
| S2 |
83.79 |
83.79 |
84.90 |
|
| S3 |
81.85 |
82.59 |
84.73 |
|
| S4 |
79.91 |
80.65 |
84.19 |
|
|
| 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 |
86.94 |
81.31 |
5.63 |
6.6% |
2.67 |
3.1% |
70% |
True |
False |
265,151 |
| 10 |
88.25 |
80.20 |
8.05 |
9.4% |
2.74 |
3.2% |
63% |
False |
False |
250,561 |
| 20 |
92.48 |
80.20 |
12.28 |
14.4% |
2.53 |
3.0% |
41% |
False |
False |
229,011 |
| 40 |
92.48 |
77.03 |
15.45 |
18.1% |
2.11 |
2.5% |
53% |
False |
False |
181,294 |
| 60 |
92.48 |
75.47 |
17.01 |
20.0% |
2.01 |
2.4% |
58% |
False |
False |
157,343 |
| 80 |
92.48 |
67.40 |
25.08 |
29.4% |
1.94 |
2.3% |
71% |
False |
False |
140,599 |
| 100 |
92.48 |
66.36 |
26.12 |
30.6% |
2.04 |
2.4% |
72% |
False |
False |
128,443 |
| 120 |
92.48 |
63.00 |
29.48 |
34.6% |
2.10 |
2.5% |
76% |
False |
False |
117,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.19 |
|
2.618 |
92.02 |
|
1.618 |
90.08 |
|
1.000 |
88.88 |
|
0.618 |
88.14 |
|
HIGH |
86.94 |
|
0.618 |
86.20 |
|
0.500 |
85.97 |
|
0.382 |
85.74 |
|
LOW |
85.00 |
|
0.618 |
83.80 |
|
1.000 |
83.06 |
|
1.618 |
81.86 |
|
2.618 |
79.92 |
|
4.250 |
76.76 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
85.97 |
84.88 |
| PP |
85.73 |
84.50 |
| S1 |
85.50 |
84.13 |
|