NYMEX Light Sweet Crude Oil Future December 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 |
85.69 |
86.41 |
0.72 |
0.8% |
83.20 |
| High |
86.44 |
88.57 |
2.13 |
2.5% |
86.51 |
| Low |
84.39 |
86.25 |
1.86 |
2.2% |
81.31 |
| Close |
85.44 |
87.27 |
1.83 |
2.1% |
86.35 |
| Range |
2.05 |
2.32 |
0.27 |
13.2% |
5.20 |
| ATR |
2.50 |
2.54 |
0.05 |
1.8% |
0.00 |
| Volume |
229,524 |
384,528 |
155,004 |
67.5% |
1,366,856 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.32 |
93.12 |
88.55 |
|
| R3 |
92.00 |
90.80 |
87.91 |
|
| R2 |
89.68 |
89.68 |
87.70 |
|
| R1 |
88.48 |
88.48 |
87.48 |
89.08 |
| PP |
87.36 |
87.36 |
87.36 |
87.67 |
| S1 |
86.16 |
86.16 |
87.06 |
86.76 |
| S2 |
85.04 |
85.04 |
86.84 |
|
| S3 |
82.72 |
83.84 |
86.63 |
|
| S4 |
80.40 |
81.52 |
85.99 |
|
|
| 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 |
88.57 |
81.31 |
7.26 |
8.3% |
2.62 |
3.0% |
82% |
True |
False |
281,244 |
| 10 |
88.57 |
80.20 |
8.37 |
9.6% |
2.45 |
2.8% |
84% |
True |
False |
269,838 |
| 20 |
92.48 |
80.20 |
12.28 |
14.1% |
2.58 |
3.0% |
58% |
False |
False |
233,647 |
| 40 |
92.48 |
77.03 |
15.45 |
17.7% |
2.16 |
2.5% |
66% |
False |
False |
192,013 |
| 60 |
92.48 |
77.03 |
15.45 |
17.7% |
2.01 |
2.3% |
66% |
False |
False |
163,999 |
| 80 |
92.48 |
67.48 |
25.00 |
28.6% |
1.96 |
2.2% |
79% |
False |
False |
146,517 |
| 100 |
92.48 |
66.36 |
26.12 |
29.9% |
2.04 |
2.3% |
80% |
False |
False |
132,857 |
| 120 |
92.48 |
63.00 |
29.48 |
33.8% |
2.10 |
2.4% |
82% |
False |
False |
121,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.43 |
|
2.618 |
94.64 |
|
1.618 |
92.32 |
|
1.000 |
90.89 |
|
0.618 |
90.00 |
|
HIGH |
88.57 |
|
0.618 |
87.68 |
|
0.500 |
87.41 |
|
0.382 |
87.14 |
|
LOW |
86.25 |
|
0.618 |
84.82 |
|
1.000 |
83.93 |
|
1.618 |
82.50 |
|
2.618 |
80.18 |
|
4.250 |
76.39 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
87.41 |
87.01 |
| PP |
87.36 |
86.74 |
| S1 |
87.32 |
86.48 |
|