NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 16-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
81.13 |
85.07 |
3.94 |
4.9% |
81.69 |
| High |
85.24 |
85.61 |
0.37 |
0.4% |
85.24 |
| Low |
81.03 |
83.78 |
2.75 |
3.4% |
80.34 |
| Close |
85.08 |
84.02 |
-1.06 |
-1.2% |
85.08 |
| Range |
4.21 |
1.83 |
-2.38 |
-56.5% |
4.90 |
| ATR |
2.38 |
2.34 |
-0.04 |
-1.7% |
0.00 |
| Volume |
130,577 |
65,195 |
-65,382 |
-50.1% |
614,934 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.96 |
88.82 |
85.03 |
|
| R3 |
88.13 |
86.99 |
84.52 |
|
| R2 |
86.30 |
86.30 |
84.36 |
|
| R1 |
85.16 |
85.16 |
84.19 |
84.82 |
| PP |
84.47 |
84.47 |
84.47 |
84.30 |
| S1 |
83.33 |
83.33 |
83.85 |
82.99 |
| S2 |
82.64 |
82.64 |
83.68 |
|
| S3 |
80.81 |
81.50 |
83.52 |
|
| S4 |
78.98 |
79.67 |
83.01 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.25 |
96.57 |
87.78 |
|
| R3 |
93.35 |
91.67 |
86.43 |
|
| R2 |
88.45 |
88.45 |
85.98 |
|
| R1 |
86.77 |
86.77 |
85.53 |
87.61 |
| PP |
83.55 |
83.55 |
83.55 |
83.98 |
| S1 |
81.87 |
81.87 |
84.63 |
82.71 |
| S2 |
78.65 |
78.65 |
84.18 |
|
| S3 |
73.75 |
76.97 |
83.73 |
|
| S4 |
68.85 |
72.07 |
82.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.61 |
80.34 |
5.27 |
6.3% |
2.46 |
2.9% |
70% |
True |
False |
115,079 |
| 10 |
86.46 |
78.93 |
7.53 |
9.0% |
2.57 |
3.1% |
68% |
False |
False |
111,477 |
| 20 |
90.27 |
78.93 |
11.34 |
13.5% |
2.32 |
2.8% |
45% |
False |
False |
101,548 |
| 40 |
90.27 |
76.75 |
13.52 |
16.1% |
1.96 |
2.3% |
54% |
False |
False |
74,479 |
| 60 |
90.27 |
75.10 |
15.17 |
18.1% |
1.87 |
2.2% |
59% |
False |
False |
58,636 |
| 80 |
90.27 |
67.26 |
23.01 |
27.4% |
1.81 |
2.2% |
73% |
False |
False |
49,123 |
| 100 |
90.27 |
66.22 |
24.05 |
28.6% |
1.90 |
2.3% |
74% |
False |
False |
41,686 |
| 120 |
90.27 |
65.00 |
25.27 |
30.1% |
1.92 |
2.3% |
75% |
False |
False |
35,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.39 |
|
2.618 |
90.40 |
|
1.618 |
88.57 |
|
1.000 |
87.44 |
|
0.618 |
86.74 |
|
HIGH |
85.61 |
|
0.618 |
84.91 |
|
0.500 |
84.70 |
|
0.382 |
84.48 |
|
LOW |
83.78 |
|
0.618 |
82.65 |
|
1.000 |
81.95 |
|
1.618 |
80.82 |
|
2.618 |
78.99 |
|
4.250 |
76.00 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
84.70 |
83.67 |
| PP |
84.47 |
83.32 |
| S1 |
84.25 |
82.98 |
|