NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 25-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
85.05 |
82.99 |
-2.06 |
-2.4% |
85.07 |
| High |
85.22 |
84.85 |
-0.37 |
-0.4% |
88.37 |
| Low |
82.16 |
81.44 |
-0.72 |
-0.9% |
83.27 |
| Close |
82.97 |
84.69 |
1.72 |
2.1% |
86.82 |
| Range |
3.06 |
3.41 |
0.35 |
11.4% |
5.10 |
| ATR |
2.49 |
2.56 |
0.07 |
2.6% |
0.00 |
| Volume |
136,145 |
141,316 |
5,171 |
3.8% |
451,100 |
|
| Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.89 |
92.70 |
86.57 |
|
| R3 |
90.48 |
89.29 |
85.63 |
|
| R2 |
87.07 |
87.07 |
85.32 |
|
| R1 |
85.88 |
85.88 |
85.00 |
86.48 |
| PP |
83.66 |
83.66 |
83.66 |
83.96 |
| S1 |
82.47 |
82.47 |
84.38 |
83.07 |
| S2 |
80.25 |
80.25 |
84.06 |
|
| S3 |
76.84 |
79.06 |
83.75 |
|
| S4 |
73.43 |
75.65 |
82.81 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.45 |
99.24 |
89.63 |
|
| R3 |
96.35 |
94.14 |
88.22 |
|
| R2 |
91.25 |
91.25 |
87.76 |
|
| R1 |
89.04 |
89.04 |
87.29 |
90.15 |
| PP |
86.15 |
86.15 |
86.15 |
86.71 |
| S1 |
83.94 |
83.94 |
86.35 |
85.05 |
| S2 |
81.05 |
81.05 |
85.89 |
|
| S3 |
75.95 |
78.84 |
85.42 |
|
| S4 |
70.85 |
73.74 |
84.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.37 |
81.44 |
6.93 |
8.2% |
2.99 |
3.5% |
47% |
False |
True |
117,059 |
| 10 |
88.37 |
80.34 |
8.03 |
9.5% |
2.73 |
3.2% |
54% |
False |
False |
109,178 |
| 20 |
90.27 |
78.93 |
11.34 |
13.4% |
2.63 |
3.1% |
51% |
False |
False |
107,303 |
| 40 |
90.27 |
78.93 |
11.34 |
13.4% |
2.17 |
2.6% |
51% |
False |
False |
88,567 |
| 60 |
90.27 |
76.75 |
13.52 |
16.0% |
2.02 |
2.4% |
59% |
False |
False |
68,634 |
| 80 |
90.27 |
69.39 |
20.88 |
24.7% |
1.90 |
2.2% |
73% |
False |
False |
57,125 |
| 100 |
90.27 |
66.22 |
24.05 |
28.4% |
1.93 |
2.3% |
77% |
False |
False |
48,688 |
| 120 |
90.27 |
66.22 |
24.05 |
28.4% |
1.94 |
2.3% |
77% |
False |
False |
41,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.34 |
|
2.618 |
93.78 |
|
1.618 |
90.37 |
|
1.000 |
88.26 |
|
0.618 |
86.96 |
|
HIGH |
84.85 |
|
0.618 |
83.55 |
|
0.500 |
83.15 |
|
0.382 |
82.74 |
|
LOW |
81.44 |
|
0.618 |
79.33 |
|
1.000 |
78.03 |
|
1.618 |
75.92 |
|
2.618 |
72.51 |
|
4.250 |
66.95 |
|
|
| Fisher Pivots for day following 25-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
84.18 |
84.53 |
| PP |
83.66 |
84.38 |
| S1 |
83.15 |
84.22 |
|