NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
85.39 |
85.99 |
0.60 |
0.7% |
81.69 |
| High |
87.26 |
88.09 |
0.83 |
1.0% |
85.24 |
| Low |
85.07 |
84.37 |
-0.70 |
-0.8% |
80.34 |
| Close |
86.09 |
87.06 |
0.97 |
1.1% |
85.08 |
| Range |
2.19 |
3.72 |
1.53 |
69.9% |
4.90 |
| ATR |
2.36 |
2.46 |
0.10 |
4.1% |
0.00 |
| Volume |
104,675 |
113,882 |
9,207 |
8.8% |
614,934 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.67 |
96.08 |
89.11 |
|
| R3 |
93.95 |
92.36 |
88.08 |
|
| R2 |
90.23 |
90.23 |
87.74 |
|
| R1 |
88.64 |
88.64 |
87.40 |
89.44 |
| PP |
86.51 |
86.51 |
86.51 |
86.90 |
| S1 |
84.92 |
84.92 |
86.72 |
85.72 |
| S2 |
82.79 |
82.79 |
86.38 |
|
| S3 |
79.07 |
81.20 |
86.04 |
|
| S4 |
75.35 |
77.48 |
85.01 |
|
|
| 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 |
88.09 |
81.03 |
7.06 |
8.1% |
2.79 |
3.2% |
85% |
True |
False |
97,781 |
| 10 |
88.09 |
78.93 |
9.16 |
10.5% |
2.42 |
2.8% |
89% |
True |
False |
109,936 |
| 20 |
90.27 |
78.93 |
11.34 |
13.0% |
2.46 |
2.8% |
72% |
False |
False |
102,622 |
| 40 |
90.27 |
76.75 |
13.52 |
15.5% |
2.04 |
2.3% |
76% |
False |
False |
79,763 |
| 60 |
90.27 |
76.75 |
13.52 |
15.5% |
1.92 |
2.2% |
76% |
False |
False |
62,421 |
| 80 |
90.27 |
67.45 |
22.82 |
26.2% |
1.85 |
2.1% |
86% |
False |
False |
52,059 |
| 100 |
90.27 |
66.22 |
24.05 |
27.6% |
1.92 |
2.2% |
87% |
False |
False |
44,327 |
| 120 |
90.27 |
65.00 |
25.27 |
29.0% |
1.93 |
2.2% |
87% |
False |
False |
37,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.90 |
|
2.618 |
97.83 |
|
1.618 |
94.11 |
|
1.000 |
91.81 |
|
0.618 |
90.39 |
|
HIGH |
88.09 |
|
0.618 |
86.67 |
|
0.500 |
86.23 |
|
0.382 |
85.79 |
|
LOW |
84.37 |
|
0.618 |
82.07 |
|
1.000 |
80.65 |
|
1.618 |
78.35 |
|
2.618 |
74.63 |
|
4.250 |
68.56 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
86.78 |
86.60 |
| PP |
86.51 |
86.14 |
| S1 |
86.23 |
85.68 |
|