NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 17-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
85.07 |
84.55 |
-0.52 |
-0.6% |
81.69 |
| High |
85.61 |
85.25 |
-0.36 |
-0.4% |
85.24 |
| Low |
83.78 |
83.27 |
-0.51 |
-0.6% |
80.34 |
| Close |
84.02 |
84.30 |
0.28 |
0.3% |
85.08 |
| Range |
1.83 |
1.98 |
0.15 |
8.2% |
4.90 |
| ATR |
2.34 |
2.32 |
-0.03 |
-1.1% |
0.00 |
| Volume |
65,195 |
74,580 |
9,385 |
14.4% |
614,934 |
|
| Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.21 |
89.24 |
85.39 |
|
| R3 |
88.23 |
87.26 |
84.84 |
|
| R2 |
86.25 |
86.25 |
84.66 |
|
| R1 |
85.28 |
85.28 |
84.48 |
84.78 |
| PP |
84.27 |
84.27 |
84.27 |
84.02 |
| S1 |
83.30 |
83.30 |
84.12 |
82.80 |
| S2 |
82.29 |
82.29 |
83.94 |
|
| S3 |
80.31 |
81.32 |
83.76 |
|
| S4 |
78.33 |
79.34 |
83.21 |
|
|
| 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% |
2.58 |
3.1% |
75% |
False |
False |
107,076 |
| 10 |
86.05 |
78.93 |
7.12 |
8.4% |
2.59 |
3.1% |
75% |
False |
False |
108,626 |
| 20 |
90.27 |
78.93 |
11.34 |
13.5% |
2.35 |
2.8% |
47% |
False |
False |
99,118 |
| 40 |
90.27 |
76.75 |
13.52 |
16.0% |
1.97 |
2.3% |
56% |
False |
False |
75,654 |
| 60 |
90.27 |
76.67 |
13.60 |
16.1% |
1.86 |
2.2% |
56% |
False |
False |
59,514 |
| 80 |
90.27 |
67.45 |
22.82 |
27.1% |
1.81 |
2.2% |
74% |
False |
False |
49,868 |
| 100 |
90.27 |
66.22 |
24.05 |
28.5% |
1.90 |
2.3% |
75% |
False |
False |
42,326 |
| 120 |
90.27 |
65.00 |
25.27 |
30.0% |
1.91 |
2.3% |
76% |
False |
False |
36,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.67 |
|
2.618 |
90.43 |
|
1.618 |
88.45 |
|
1.000 |
87.23 |
|
0.618 |
86.47 |
|
HIGH |
85.25 |
|
0.618 |
84.49 |
|
0.500 |
84.26 |
|
0.382 |
84.03 |
|
LOW |
83.27 |
|
0.618 |
82.05 |
|
1.000 |
81.29 |
|
1.618 |
80.07 |
|
2.618 |
78.09 |
|
4.250 |
74.86 |
|
|
| Fisher Pivots for day following 17-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
84.29 |
83.97 |
| PP |
84.27 |
83.65 |
| S1 |
84.26 |
83.32 |
|