NYMEX Light Sweet Crude Oil Future February 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 |
80.07 |
83.76 |
3.69 |
4.6% |
80.39 |
| High |
84.05 |
84.38 |
0.33 |
0.4% |
84.05 |
| Low |
80.06 |
82.68 |
2.62 |
3.3% |
79.37 |
| Close |
83.89 |
82.92 |
-0.97 |
-1.2% |
83.89 |
| Range |
3.99 |
1.70 |
-2.29 |
-57.4% |
4.68 |
| ATR |
2.20 |
2.17 |
-0.04 |
-1.6% |
0.00 |
| Volume |
52,329 |
28,593 |
-23,736 |
-45.4% |
233,498 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.43 |
87.37 |
83.86 |
|
| R3 |
86.73 |
85.67 |
83.39 |
|
| R2 |
85.03 |
85.03 |
83.23 |
|
| R1 |
83.97 |
83.97 |
83.08 |
83.65 |
| PP |
83.33 |
83.33 |
83.33 |
83.17 |
| S1 |
82.27 |
82.27 |
82.76 |
81.95 |
| S2 |
81.63 |
81.63 |
82.61 |
|
| S3 |
79.93 |
80.57 |
82.45 |
|
| S4 |
78.23 |
78.87 |
81.99 |
|
|
| 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 |
84.38 |
79.37 |
5.01 |
6.0% |
2.27 |
2.7% |
71% |
True |
False |
42,958 |
| 10 |
84.90 |
77.86 |
7.04 |
8.5% |
2.41 |
2.9% |
72% |
False |
False |
45,775 |
| 20 |
88.21 |
77.86 |
10.35 |
12.5% |
2.13 |
2.6% |
49% |
False |
False |
43,372 |
| 40 |
88.21 |
76.43 |
11.78 |
14.2% |
1.81 |
2.2% |
55% |
False |
False |
33,911 |
| 60 |
88.21 |
74.70 |
13.51 |
16.3% |
1.75 |
2.1% |
61% |
False |
False |
26,383 |
| 80 |
88.21 |
67.07 |
21.14 |
25.5% |
1.70 |
2.0% |
75% |
False |
False |
21,995 |
| 100 |
88.21 |
65.90 |
22.31 |
26.9% |
1.78 |
2.2% |
76% |
False |
False |
18,717 |
| 120 |
88.21 |
65.24 |
22.97 |
27.7% |
1.78 |
2.1% |
77% |
False |
False |
16,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.61 |
|
2.618 |
88.83 |
|
1.618 |
87.13 |
|
1.000 |
86.08 |
|
0.618 |
85.43 |
|
HIGH |
84.38 |
|
0.618 |
83.73 |
|
0.500 |
83.53 |
|
0.382 |
83.33 |
|
LOW |
82.68 |
|
0.618 |
81.63 |
|
1.000 |
80.98 |
|
1.618 |
79.93 |
|
2.618 |
78.23 |
|
4.250 |
75.46 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
83.53 |
82.59 |
| PP |
83.33 |
82.25 |
| S1 |
83.12 |
81.92 |
|