NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 13-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
80.04 |
80.07 |
0.03 |
0.0% |
80.39 |
| High |
81.42 |
84.05 |
2.63 |
3.2% |
84.05 |
| Low |
79.45 |
80.06 |
0.61 |
0.8% |
79.37 |
| Close |
79.79 |
83.89 |
4.10 |
5.1% |
83.89 |
| Range |
1.97 |
3.99 |
2.02 |
102.5% |
4.68 |
| ATR |
2.05 |
2.20 |
0.16 |
7.7% |
0.00 |
| Volume |
42,283 |
52,329 |
10,046 |
23.8% |
233,498 |
|
| Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.64 |
93.25 |
86.08 |
|
| R3 |
90.65 |
89.26 |
84.99 |
|
| R2 |
86.66 |
86.66 |
84.62 |
|
| R1 |
85.27 |
85.27 |
84.26 |
85.97 |
| PP |
82.67 |
82.67 |
82.67 |
83.01 |
| S1 |
81.28 |
81.28 |
83.52 |
81.98 |
| S2 |
78.68 |
78.68 |
83.16 |
|
| S3 |
74.69 |
77.29 |
82.79 |
|
| S4 |
70.70 |
73.30 |
81.70 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.48 |
94.86 |
86.46 |
|
| R3 |
91.80 |
90.18 |
85.18 |
|
| R2 |
87.12 |
87.12 |
84.75 |
|
| R1 |
85.50 |
85.50 |
84.32 |
86.31 |
| PP |
82.44 |
82.44 |
82.44 |
82.84 |
| S1 |
80.82 |
80.82 |
83.46 |
81.63 |
| S2 |
77.76 |
77.76 |
83.03 |
|
| S3 |
73.08 |
76.14 |
82.60 |
|
| S4 |
68.40 |
71.46 |
81.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.05 |
79.37 |
4.68 |
5.6% |
2.44 |
2.9% |
97% |
True |
False |
46,699 |
| 10 |
86.33 |
77.86 |
8.47 |
10.1% |
2.47 |
2.9% |
71% |
False |
False |
46,570 |
| 20 |
88.21 |
77.86 |
10.35 |
12.3% |
2.11 |
2.5% |
58% |
False |
False |
44,193 |
| 40 |
88.21 |
76.43 |
11.78 |
14.0% |
1.81 |
2.2% |
63% |
False |
False |
33,570 |
| 60 |
88.21 |
74.30 |
13.91 |
16.6% |
1.74 |
2.1% |
69% |
False |
False |
26,082 |
| 80 |
88.21 |
67.07 |
21.14 |
25.2% |
1.71 |
2.0% |
80% |
False |
False |
21,835 |
| 100 |
88.21 |
65.90 |
22.31 |
26.6% |
1.78 |
2.1% |
81% |
False |
False |
18,463 |
| 120 |
88.21 |
65.24 |
22.97 |
27.4% |
1.78 |
2.1% |
81% |
False |
False |
15,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.01 |
|
2.618 |
94.50 |
|
1.618 |
90.51 |
|
1.000 |
88.04 |
|
0.618 |
86.52 |
|
HIGH |
84.05 |
|
0.618 |
82.53 |
|
0.500 |
82.06 |
|
0.382 |
81.58 |
|
LOW |
80.06 |
|
0.618 |
77.59 |
|
1.000 |
76.07 |
|
1.618 |
73.60 |
|
2.618 |
69.61 |
|
4.250 |
63.10 |
|
|
| Fisher Pivots for day following 13-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
83.28 |
83.16 |
| PP |
82.67 |
82.44 |
| S1 |
82.06 |
81.71 |
|