NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 17-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
86.37 |
85.69 |
-0.68 |
-0.8% |
83.20 |
| High |
86.94 |
86.44 |
-0.50 |
-0.6% |
86.51 |
| Low |
85.00 |
84.39 |
-0.61 |
-0.7% |
81.31 |
| Close |
85.26 |
85.44 |
0.18 |
0.2% |
86.35 |
| Range |
1.94 |
2.05 |
0.11 |
5.7% |
5.20 |
| ATR |
2.53 |
2.50 |
-0.03 |
-1.4% |
0.00 |
| Volume |
205,581 |
229,524 |
23,943 |
11.6% |
1,366,856 |
|
| Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.57 |
90.56 |
86.57 |
|
| R3 |
89.52 |
88.51 |
86.00 |
|
| R2 |
87.47 |
87.47 |
85.82 |
|
| R1 |
86.46 |
86.46 |
85.63 |
85.94 |
| PP |
85.42 |
85.42 |
85.42 |
85.17 |
| S1 |
84.41 |
84.41 |
85.25 |
83.89 |
| S2 |
83.37 |
83.37 |
85.06 |
|
| S3 |
81.32 |
82.36 |
84.88 |
|
| S4 |
79.27 |
80.31 |
84.31 |
|
|
| 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% |
2.77 |
3.2% |
73% |
False |
False |
261,706 |
| 10 |
87.76 |
80.20 |
7.56 |
8.8% |
2.74 |
3.2% |
69% |
False |
False |
253,108 |
| 20 |
92.48 |
80.20 |
12.28 |
14.4% |
2.55 |
3.0% |
43% |
False |
False |
224,795 |
| 40 |
92.48 |
77.03 |
15.45 |
18.1% |
2.12 |
2.5% |
54% |
False |
False |
184,895 |
| 60 |
92.48 |
77.03 |
15.45 |
18.1% |
2.00 |
2.3% |
54% |
False |
False |
159,436 |
| 80 |
92.48 |
67.48 |
25.00 |
29.3% |
1.94 |
2.3% |
72% |
False |
False |
142,391 |
| 100 |
92.48 |
66.36 |
26.12 |
30.6% |
2.05 |
2.4% |
73% |
False |
False |
129,879 |
| 120 |
92.48 |
63.00 |
29.48 |
34.5% |
2.09 |
2.4% |
76% |
False |
False |
118,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.15 |
|
2.618 |
91.81 |
|
1.618 |
89.76 |
|
1.000 |
88.49 |
|
0.618 |
87.71 |
|
HIGH |
86.44 |
|
0.618 |
85.66 |
|
0.500 |
85.42 |
|
0.382 |
85.17 |
|
LOW |
84.39 |
|
0.618 |
83.12 |
|
1.000 |
82.34 |
|
1.618 |
81.07 |
|
2.618 |
79.02 |
|
4.250 |
75.68 |
|
|
| Fisher Pivots for day following 17-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
85.43 |
85.15 |
| PP |
85.42 |
84.85 |
| S1 |
85.42 |
84.56 |
|