NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
83.10 |
82.58 |
-0.52 |
-0.6% |
86.80 |
| High |
83.30 |
83.17 |
-0.13 |
-0.2% |
88.05 |
| Low |
81.92 |
80.39 |
-1.53 |
-1.9% |
78.93 |
| Close |
82.57 |
80.92 |
-1.65 |
-2.0% |
79.83 |
| Range |
1.38 |
2.78 |
1.40 |
101.4% |
9.12 |
| ATR |
2.18 |
2.22 |
0.04 |
2.0% |
0.00 |
| Volume |
114,597 |
133,568 |
18,971 |
16.6% |
506,440 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.83 |
88.16 |
82.45 |
|
| R3 |
87.05 |
85.38 |
81.68 |
|
| R2 |
84.27 |
84.27 |
81.43 |
|
| R1 |
82.60 |
82.60 |
81.17 |
82.05 |
| PP |
81.49 |
81.49 |
81.49 |
81.22 |
| S1 |
79.82 |
79.82 |
80.67 |
79.27 |
| S2 |
78.71 |
78.71 |
80.41 |
|
| S3 |
75.93 |
77.04 |
80.16 |
|
| S4 |
73.15 |
74.26 |
79.39 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.63 |
103.85 |
84.85 |
|
| R3 |
100.51 |
94.73 |
82.34 |
|
| R2 |
91.39 |
91.39 |
81.50 |
|
| R1 |
85.61 |
85.61 |
80.67 |
83.94 |
| PP |
82.27 |
82.27 |
82.27 |
81.44 |
| S1 |
76.49 |
76.49 |
78.99 |
74.82 |
| S2 |
73.15 |
73.15 |
78.16 |
|
| S3 |
64.03 |
67.37 |
77.32 |
|
| S4 |
54.91 |
58.25 |
74.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.98 |
78.93 |
5.05 |
6.2% |
2.13 |
2.6% |
39% |
False |
False |
117,477 |
| 10 |
90.27 |
78.93 |
11.34 |
14.0% |
2.54 |
3.1% |
18% |
False |
False |
105,427 |
| 20 |
90.27 |
78.93 |
11.34 |
14.0% |
2.16 |
2.7% |
18% |
False |
False |
95,436 |
| 40 |
90.27 |
76.75 |
13.52 |
16.7% |
1.88 |
2.3% |
31% |
False |
False |
68,778 |
| 60 |
90.27 |
73.64 |
16.63 |
20.6% |
1.80 |
2.2% |
44% |
False |
False |
54,329 |
| 80 |
90.27 |
67.26 |
23.01 |
28.4% |
1.79 |
2.2% |
59% |
False |
False |
45,679 |
| 100 |
90.27 |
66.22 |
24.05 |
29.7% |
1.87 |
2.3% |
61% |
False |
False |
38,575 |
| 120 |
90.27 |
65.00 |
25.27 |
31.2% |
1.90 |
2.3% |
63% |
False |
False |
32,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.99 |
|
2.618 |
90.45 |
|
1.618 |
87.67 |
|
1.000 |
85.95 |
|
0.618 |
84.89 |
|
HIGH |
83.17 |
|
0.618 |
82.11 |
|
0.500 |
81.78 |
|
0.382 |
81.45 |
|
LOW |
80.39 |
|
0.618 |
78.67 |
|
1.000 |
77.61 |
|
1.618 |
75.89 |
|
2.618 |
73.11 |
|
4.250 |
68.58 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
81.78 |
82.19 |
| PP |
81.49 |
81.76 |
| S1 |
81.21 |
81.34 |
|