NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
87.22 |
89.09 |
1.87 |
2.1% |
86.37 |
| High |
89.54 |
89.85 |
0.31 |
0.3% |
89.85 |
| Low |
85.44 |
87.53 |
2.09 |
2.4% |
84.39 |
| Close |
88.37 |
88.08 |
-0.29 |
-0.3% |
88.08 |
| Range |
4.10 |
2.32 |
-1.78 |
-43.4% |
5.46 |
| ATR |
2.65 |
2.63 |
-0.02 |
-0.9% |
0.00 |
| Volume |
384,030 |
311,917 |
-72,113 |
-18.8% |
1,515,580 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.45 |
94.08 |
89.36 |
|
| R3 |
93.13 |
91.76 |
88.72 |
|
| R2 |
90.81 |
90.81 |
88.51 |
|
| R1 |
89.44 |
89.44 |
88.29 |
88.97 |
| PP |
88.49 |
88.49 |
88.49 |
88.25 |
| S1 |
87.12 |
87.12 |
87.87 |
86.65 |
| S2 |
86.17 |
86.17 |
87.65 |
|
| S3 |
83.85 |
84.80 |
87.44 |
|
| S4 |
81.53 |
82.48 |
86.80 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.82 |
101.41 |
91.08 |
|
| R3 |
98.36 |
95.95 |
89.58 |
|
| R2 |
92.90 |
92.90 |
89.08 |
|
| R1 |
90.49 |
90.49 |
88.58 |
91.70 |
| PP |
87.44 |
87.44 |
87.44 |
88.04 |
| S1 |
85.03 |
85.03 |
87.58 |
86.24 |
| S2 |
81.98 |
81.98 |
87.08 |
|
| S3 |
76.52 |
79.57 |
86.58 |
|
| S4 |
71.06 |
74.11 |
85.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.85 |
84.39 |
5.46 |
6.2% |
2.55 |
2.9% |
68% |
True |
False |
303,116 |
| 10 |
89.85 |
81.31 |
8.54 |
9.7% |
2.68 |
3.0% |
79% |
True |
False |
288,243 |
| 20 |
92.48 |
80.20 |
12.28 |
13.9% |
2.69 |
3.1% |
64% |
False |
False |
247,649 |
| 40 |
92.48 |
77.46 |
15.02 |
17.1% |
2.22 |
2.5% |
71% |
False |
False |
203,369 |
| 60 |
92.48 |
77.03 |
15.45 |
17.5% |
2.08 |
2.4% |
72% |
False |
False |
172,235 |
| 80 |
92.48 |
68.99 |
23.49 |
26.7% |
1.98 |
2.2% |
81% |
False |
False |
152,401 |
| 100 |
92.48 |
66.36 |
26.12 |
29.7% |
2.05 |
2.3% |
83% |
False |
False |
138,602 |
| 120 |
92.48 |
63.00 |
29.48 |
33.5% |
2.12 |
2.4% |
85% |
False |
False |
126,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.71 |
|
2.618 |
95.92 |
|
1.618 |
93.60 |
|
1.000 |
92.17 |
|
0.618 |
91.28 |
|
HIGH |
89.85 |
|
0.618 |
88.96 |
|
0.500 |
88.69 |
|
0.382 |
88.42 |
|
LOW |
87.53 |
|
0.618 |
86.10 |
|
1.000 |
85.21 |
|
1.618 |
83.78 |
|
2.618 |
81.46 |
|
4.250 |
77.67 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
88.69 |
87.94 |
| PP |
88.49 |
87.79 |
| S1 |
88.28 |
87.65 |
|