NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 25-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
83.09 |
81.60 |
-1.49 |
-1.8% |
82.84 |
| High |
83.28 |
83.25 |
-0.03 |
0.0% |
85.71 |
| Low |
80.62 |
80.15 |
-0.47 |
-0.6% |
81.48 |
| Close |
81.39 |
83.08 |
1.69 |
2.1% |
84.47 |
| Range |
2.66 |
3.10 |
0.44 |
16.5% |
4.23 |
| ATR |
2.15 |
2.22 |
0.07 |
3.2% |
0.00 |
| Volume |
60,742 |
61,651 |
909 |
1.5% |
206,476 |
|
| Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.46 |
90.37 |
84.79 |
|
| R3 |
88.36 |
87.27 |
83.93 |
|
| R2 |
85.26 |
85.26 |
83.65 |
|
| R1 |
84.17 |
84.17 |
83.36 |
84.72 |
| PP |
82.16 |
82.16 |
82.16 |
82.43 |
| S1 |
81.07 |
81.07 |
82.80 |
81.62 |
| S2 |
79.06 |
79.06 |
82.51 |
|
| S3 |
75.96 |
77.97 |
82.23 |
|
| S4 |
72.86 |
74.87 |
81.38 |
|
|
| 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 |
80.15 |
5.56 |
6.7% |
2.54 |
3.1% |
53% |
False |
True |
52,259 |
| 10 |
85.71 |
78.71 |
7.00 |
8.4% |
2.37 |
2.8% |
62% |
False |
False |
46,748 |
| 20 |
86.47 |
76.93 |
9.54 |
11.5% |
2.28 |
2.7% |
64% |
False |
False |
47,320 |
| 40 |
86.68 |
76.93 |
9.75 |
11.7% |
1.87 |
2.3% |
63% |
False |
False |
44,522 |
| 60 |
86.68 |
76.10 |
10.58 |
12.7% |
1.78 |
2.1% |
66% |
False |
False |
36,182 |
| 80 |
86.68 |
68.87 |
17.81 |
21.4% |
1.69 |
2.0% |
80% |
False |
False |
31,273 |
| 100 |
86.68 |
65.63 |
21.05 |
25.3% |
1.73 |
2.1% |
83% |
False |
False |
28,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.43 |
|
2.618 |
91.37 |
|
1.618 |
88.27 |
|
1.000 |
86.35 |
|
0.618 |
85.17 |
|
HIGH |
83.25 |
|
0.618 |
82.07 |
|
0.500 |
81.70 |
|
0.382 |
81.33 |
|
LOW |
80.15 |
|
0.618 |
78.23 |
|
1.000 |
77.05 |
|
1.618 |
75.13 |
|
2.618 |
72.03 |
|
4.250 |
66.98 |
|
|
| Fisher Pivots for day following 25-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
82.62 |
82.86 |
| PP |
82.16 |
82.64 |
| S1 |
81.70 |
82.42 |
|