NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 23-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
85.05 |
84.36 |
-0.69 |
-0.8% |
82.84 |
| High |
85.71 |
84.68 |
-1.03 |
-1.2% |
85.71 |
| Low |
84.03 |
82.43 |
-1.60 |
-1.9% |
81.48 |
| Close |
84.47 |
82.51 |
-1.96 |
-2.3% |
84.47 |
| Range |
1.68 |
2.25 |
0.57 |
33.9% |
4.23 |
| ATR |
2.10 |
2.11 |
0.01 |
0.5% |
0.00 |
| Volume |
37,279 |
32,317 |
-4,962 |
-13.3% |
206,476 |
|
| Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.96 |
88.48 |
83.75 |
|
| R3 |
87.71 |
86.23 |
83.13 |
|
| R2 |
85.46 |
85.46 |
82.92 |
|
| R1 |
83.98 |
83.98 |
82.72 |
83.60 |
| PP |
83.21 |
83.21 |
83.21 |
83.01 |
| S1 |
81.73 |
81.73 |
82.30 |
81.35 |
| S2 |
80.96 |
80.96 |
82.10 |
|
| S3 |
78.71 |
79.48 |
81.89 |
|
| S4 |
76.46 |
77.23 |
81.27 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.58 |
94.75 |
86.80 |
|
| R3 |
92.35 |
90.52 |
85.63 |
|
| R2 |
88.12 |
88.12 |
85.25 |
|
| R1 |
86.29 |
86.29 |
84.86 |
87.21 |
| PP |
83.89 |
83.89 |
83.89 |
84.34 |
| S1 |
82.06 |
82.06 |
84.08 |
82.98 |
| S2 |
79.66 |
79.66 |
83.69 |
|
| S3 |
75.43 |
77.83 |
83.31 |
|
| S4 |
71.20 |
73.60 |
82.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.71 |
81.48 |
4.23 |
5.1% |
2.13 |
2.6% |
24% |
False |
False |
42,816 |
| 10 |
85.71 |
78.59 |
7.12 |
8.6% |
2.12 |
2.6% |
55% |
False |
False |
44,540 |
| 20 |
86.47 |
76.93 |
9.54 |
11.6% |
2.17 |
2.6% |
58% |
False |
False |
46,539 |
| 40 |
86.68 |
76.93 |
9.75 |
11.8% |
1.79 |
2.2% |
57% |
False |
False |
42,149 |
| 60 |
86.68 |
76.10 |
10.58 |
12.8% |
1.73 |
2.1% |
61% |
False |
False |
34,625 |
| 80 |
86.68 |
68.61 |
18.07 |
21.9% |
1.65 |
2.0% |
77% |
False |
False |
30,128 |
| 100 |
86.68 |
65.63 |
21.05 |
25.5% |
1.71 |
2.1% |
80% |
False |
False |
27,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.24 |
|
2.618 |
90.57 |
|
1.618 |
88.32 |
|
1.000 |
86.93 |
|
0.618 |
86.07 |
|
HIGH |
84.68 |
|
0.618 |
83.82 |
|
0.500 |
83.56 |
|
0.382 |
83.29 |
|
LOW |
82.43 |
|
0.618 |
81.04 |
|
1.000 |
80.18 |
|
1.618 |
78.79 |
|
2.618 |
76.54 |
|
4.250 |
72.87 |
|
|
| Fisher Pivots for day following 23-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
83.56 |
84.07 |
| PP |
83.21 |
83.55 |
| S1 |
82.86 |
83.03 |
|