NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
84.85 |
86.21 |
1.36 |
1.6% |
83.76 |
| High |
86.72 |
86.93 |
0.21 |
0.2% |
86.93 |
| Low |
83.36 |
85.09 |
1.73 |
2.1% |
82.27 |
| Close |
85.79 |
85.57 |
-0.22 |
-0.3% |
85.57 |
| Range |
3.36 |
1.84 |
-1.52 |
-45.2% |
4.66 |
| ATR |
2.27 |
2.24 |
-0.03 |
-1.4% |
0.00 |
| Volume |
53,058 |
43,879 |
-9,179 |
-17.3% |
192,233 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.38 |
90.32 |
86.58 |
|
| R3 |
89.54 |
88.48 |
86.08 |
|
| R2 |
87.70 |
87.70 |
85.91 |
|
| R1 |
86.64 |
86.64 |
85.74 |
86.25 |
| PP |
85.86 |
85.86 |
85.86 |
85.67 |
| S1 |
84.80 |
84.80 |
85.40 |
84.41 |
| S2 |
84.02 |
84.02 |
85.23 |
|
| S3 |
82.18 |
82.96 |
85.06 |
|
| S4 |
80.34 |
81.12 |
84.56 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.90 |
96.90 |
88.13 |
|
| R3 |
94.24 |
92.24 |
86.85 |
|
| R2 |
89.58 |
89.58 |
86.42 |
|
| R1 |
87.58 |
87.58 |
86.00 |
88.58 |
| PP |
84.92 |
84.92 |
84.92 |
85.43 |
| S1 |
82.92 |
82.92 |
85.14 |
83.92 |
| S2 |
80.26 |
80.26 |
84.72 |
|
| S3 |
75.60 |
78.26 |
84.29 |
|
| S4 |
70.94 |
73.60 |
83.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.93 |
82.27 |
4.66 |
5.4% |
2.16 |
2.5% |
71% |
True |
False |
38,446 |
| 10 |
86.93 |
79.37 |
7.56 |
8.8% |
2.30 |
2.7% |
82% |
True |
False |
42,573 |
| 20 |
88.21 |
77.86 |
10.35 |
12.1% |
2.27 |
2.7% |
74% |
False |
False |
43,747 |
| 40 |
88.21 |
76.76 |
11.45 |
13.4% |
1.90 |
2.2% |
77% |
False |
False |
36,360 |
| 60 |
88.21 |
76.43 |
11.78 |
13.8% |
1.80 |
2.1% |
78% |
False |
False |
28,487 |
| 80 |
88.21 |
68.70 |
19.51 |
22.8% |
1.72 |
2.0% |
86% |
False |
False |
23,665 |
| 100 |
88.21 |
65.90 |
22.31 |
26.1% |
1.79 |
2.1% |
88% |
False |
False |
20,154 |
| 120 |
88.21 |
65.24 |
22.97 |
26.8% |
1.80 |
2.1% |
89% |
False |
False |
17,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.75 |
|
2.618 |
91.75 |
|
1.618 |
89.91 |
|
1.000 |
88.77 |
|
0.618 |
88.07 |
|
HIGH |
86.93 |
|
0.618 |
86.23 |
|
0.500 |
86.01 |
|
0.382 |
85.79 |
|
LOW |
85.09 |
|
0.618 |
83.95 |
|
1.000 |
83.25 |
|
1.618 |
82.11 |
|
2.618 |
80.27 |
|
4.250 |
77.27 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
86.01 |
85.43 |
| PP |
85.86 |
85.29 |
| S1 |
85.72 |
85.15 |
|