NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 18-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
82.34 |
83.18 |
0.84 |
1.0% |
79.15 |
| High |
83.23 |
84.97 |
1.74 |
2.1% |
83.08 |
| Low |
81.48 |
83.05 |
1.57 |
1.9% |
78.59 |
| Close |
82.42 |
84.03 |
1.61 |
2.0% |
82.92 |
| Range |
1.75 |
1.92 |
0.17 |
9.7% |
4.49 |
| ATR |
2.02 |
2.06 |
0.04 |
1.9% |
0.00 |
| Volume |
35,355 |
39,821 |
4,466 |
12.6% |
251,952 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.78 |
88.82 |
85.09 |
|
| R3 |
87.86 |
86.90 |
84.56 |
|
| R2 |
85.94 |
85.94 |
84.38 |
|
| R1 |
84.98 |
84.98 |
84.21 |
85.46 |
| PP |
84.02 |
84.02 |
84.02 |
84.26 |
| S1 |
83.06 |
83.06 |
83.85 |
83.54 |
| S2 |
82.10 |
82.10 |
83.68 |
|
| S3 |
80.18 |
81.14 |
83.50 |
|
| S4 |
78.26 |
79.22 |
82.97 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.00 |
93.45 |
85.39 |
|
| R3 |
90.51 |
88.96 |
84.15 |
|
| R2 |
86.02 |
86.02 |
83.74 |
|
| R1 |
84.47 |
84.47 |
83.33 |
85.25 |
| PP |
81.53 |
81.53 |
81.53 |
81.92 |
| S1 |
79.98 |
79.98 |
82.51 |
80.76 |
| S2 |
77.04 |
77.04 |
82.10 |
|
| S3 |
72.55 |
75.49 |
81.69 |
|
| S4 |
68.06 |
71.00 |
80.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.97 |
78.71 |
6.26 |
7.4% |
2.19 |
2.6% |
85% |
True |
False |
41,238 |
| 10 |
84.97 |
76.93 |
8.04 |
9.6% |
2.03 |
2.4% |
88% |
True |
False |
44,997 |
| 20 |
86.47 |
76.93 |
9.54 |
11.4% |
2.05 |
2.4% |
74% |
False |
False |
46,478 |
| 40 |
86.68 |
76.10 |
10.58 |
12.6% |
1.75 |
2.1% |
75% |
False |
False |
40,706 |
| 60 |
86.68 |
75.96 |
10.72 |
12.8% |
1.67 |
2.0% |
75% |
False |
False |
33,170 |
| 80 |
86.68 |
67.32 |
19.36 |
23.0% |
1.63 |
1.9% |
86% |
False |
False |
29,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.13 |
|
2.618 |
90.00 |
|
1.618 |
88.08 |
|
1.000 |
86.89 |
|
0.618 |
86.16 |
|
HIGH |
84.97 |
|
0.618 |
84.24 |
|
0.500 |
84.01 |
|
0.382 |
83.78 |
|
LOW |
83.05 |
|
0.618 |
81.86 |
|
1.000 |
81.13 |
|
1.618 |
79.94 |
|
2.618 |
78.02 |
|
4.250 |
74.89 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
84.02 |
83.76 |
| PP |
84.02 |
83.49 |
| S1 |
84.01 |
83.23 |
|