NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
86.41 |
87.22 |
0.81 |
0.9% |
83.20 |
| High |
88.57 |
89.54 |
0.97 |
1.1% |
86.51 |
| Low |
86.25 |
85.44 |
-0.81 |
-0.9% |
81.31 |
| Close |
87.27 |
88.37 |
1.10 |
1.3% |
86.35 |
| Range |
2.32 |
4.10 |
1.78 |
76.7% |
5.20 |
| ATR |
2.54 |
2.65 |
0.11 |
4.4% |
0.00 |
| Volume |
384,528 |
384,030 |
-498 |
-0.1% |
1,366,856 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.08 |
98.33 |
90.63 |
|
| R3 |
95.98 |
94.23 |
89.50 |
|
| R2 |
91.88 |
91.88 |
89.12 |
|
| R1 |
90.13 |
90.13 |
88.75 |
91.01 |
| PP |
87.78 |
87.78 |
87.78 |
88.22 |
| S1 |
86.03 |
86.03 |
87.99 |
86.91 |
| S2 |
83.68 |
83.68 |
87.62 |
|
| S3 |
79.58 |
81.93 |
87.24 |
|
| S4 |
75.48 |
77.83 |
86.12 |
|
|
| 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 |
89.54 |
82.17 |
7.37 |
8.3% |
2.95 |
3.3% |
84% |
True |
False |
298,807 |
| 10 |
89.54 |
80.20 |
9.34 |
10.6% |
2.59 |
2.9% |
87% |
True |
False |
284,823 |
| 20 |
92.48 |
80.20 |
12.28 |
13.9% |
2.66 |
3.0% |
67% |
False |
False |
244,747 |
| 40 |
92.48 |
77.03 |
15.45 |
17.5% |
2.20 |
2.5% |
73% |
False |
False |
198,791 |
| 60 |
92.48 |
77.03 |
15.45 |
17.5% |
2.07 |
2.3% |
73% |
False |
False |
168,902 |
| 80 |
92.48 |
67.48 |
25.00 |
28.3% |
1.98 |
2.2% |
84% |
False |
False |
149,816 |
| 100 |
92.48 |
66.36 |
26.12 |
29.6% |
2.07 |
2.3% |
84% |
False |
False |
136,315 |
| 120 |
92.48 |
63.00 |
29.48 |
33.4% |
2.11 |
2.4% |
86% |
False |
False |
124,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.97 |
|
2.618 |
100.27 |
|
1.618 |
96.17 |
|
1.000 |
93.64 |
|
0.618 |
92.07 |
|
HIGH |
89.54 |
|
0.618 |
87.97 |
|
0.500 |
87.49 |
|
0.382 |
87.01 |
|
LOW |
85.44 |
|
0.618 |
82.91 |
|
1.000 |
81.34 |
|
1.618 |
78.81 |
|
2.618 |
74.71 |
|
4.250 |
68.02 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
88.08 |
87.90 |
| PP |
87.78 |
87.43 |
| S1 |
87.49 |
86.97 |
|