NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 24-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
88.00 |
86.15 |
-1.85 |
-2.1% |
86.37 |
| High |
88.29 |
86.30 |
-1.99 |
-2.3% |
89.85 |
| Low |
85.35 |
82.94 |
-2.41 |
-2.8% |
84.39 |
| Close |
85.49 |
83.74 |
-1.75 |
-2.0% |
88.08 |
| Range |
2.94 |
3.36 |
0.42 |
14.3% |
5.46 |
| ATR |
2.65 |
2.70 |
0.05 |
1.9% |
0.00 |
| Volume |
315,517 |
370,591 |
55,074 |
17.5% |
1,515,580 |
|
| Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.41 |
92.43 |
85.59 |
|
| R3 |
91.05 |
89.07 |
84.66 |
|
| R2 |
87.69 |
87.69 |
84.36 |
|
| R1 |
85.71 |
85.71 |
84.05 |
85.02 |
| PP |
84.33 |
84.33 |
84.33 |
83.98 |
| S1 |
82.35 |
82.35 |
83.43 |
81.66 |
| S2 |
80.97 |
80.97 |
83.12 |
|
| S3 |
77.61 |
78.99 |
82.82 |
|
| S4 |
74.25 |
75.63 |
81.89 |
|
|
| 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 |
82.94 |
6.91 |
8.3% |
3.01 |
3.6% |
12% |
False |
True |
353,316 |
| 10 |
89.85 |
81.31 |
8.54 |
10.2% |
2.89 |
3.5% |
28% |
False |
False |
307,511 |
| 20 |
92.48 |
80.20 |
12.28 |
14.7% |
2.81 |
3.4% |
29% |
False |
False |
267,016 |
| 40 |
92.48 |
78.51 |
13.97 |
16.7% |
2.30 |
2.7% |
37% |
False |
False |
215,744 |
| 60 |
92.48 |
77.03 |
15.45 |
18.4% |
2.13 |
2.5% |
43% |
False |
False |
180,989 |
| 80 |
92.48 |
69.32 |
23.16 |
27.7% |
2.02 |
2.4% |
62% |
False |
False |
159,013 |
| 100 |
92.48 |
66.36 |
26.12 |
31.2% |
2.06 |
2.5% |
67% |
False |
False |
143,946 |
| 120 |
92.48 |
63.00 |
29.48 |
35.2% |
2.11 |
2.5% |
70% |
False |
False |
130,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.58 |
|
2.618 |
95.10 |
|
1.618 |
91.74 |
|
1.000 |
89.66 |
|
0.618 |
88.38 |
|
HIGH |
86.30 |
|
0.618 |
85.02 |
|
0.500 |
84.62 |
|
0.382 |
84.22 |
|
LOW |
82.94 |
|
0.618 |
80.86 |
|
1.000 |
79.58 |
|
1.618 |
77.50 |
|
2.618 |
74.14 |
|
4.250 |
68.66 |
|
|
| Fisher Pivots for day following 24-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
84.62 |
86.40 |
| PP |
84.33 |
85.51 |
| S1 |
84.03 |
84.63 |
|