NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
86.43 |
85.96 |
-0.47 |
-0.5% |
90.82 |
| High |
86.74 |
86.51 |
-0.23 |
-0.3% |
91.88 |
| Low |
85.12 |
83.11 |
-2.01 |
-2.4% |
81.50 |
| Close |
85.97 |
83.49 |
-2.48 |
-2.9% |
82.79 |
| Range |
1.62 |
3.40 |
1.78 |
109.9% |
10.38 |
| ATR |
2.58 |
2.64 |
0.06 |
2.3% |
0.00 |
| Volume |
337,654 |
425,395 |
87,741 |
26.0% |
2,072,283 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.57 |
92.43 |
85.36 |
|
| R3 |
91.17 |
89.03 |
84.43 |
|
| R2 |
87.77 |
87.77 |
84.11 |
|
| R1 |
85.63 |
85.63 |
83.80 |
85.00 |
| PP |
84.37 |
84.37 |
84.37 |
84.06 |
| S1 |
82.23 |
82.23 |
83.18 |
81.60 |
| S2 |
80.97 |
80.97 |
82.87 |
|
| S3 |
77.57 |
78.83 |
82.56 |
|
| S4 |
74.17 |
75.43 |
81.62 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.53 |
110.04 |
88.50 |
|
| R3 |
106.15 |
99.66 |
85.64 |
|
| R2 |
95.77 |
95.77 |
84.69 |
|
| R1 |
89.28 |
89.28 |
83.74 |
87.34 |
| PP |
85.39 |
85.39 |
85.39 |
84.42 |
| S1 |
78.90 |
78.90 |
81.84 |
76.96 |
| S2 |
75.01 |
75.01 |
80.89 |
|
| S3 |
64.63 |
68.52 |
79.94 |
|
| S4 |
54.25 |
58.14 |
77.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.24 |
81.50 |
5.74 |
6.9% |
2.43 |
2.9% |
35% |
False |
False |
425,044 |
| 10 |
95.03 |
81.50 |
13.53 |
16.2% |
2.99 |
3.6% |
15% |
False |
False |
403,286 |
| 20 |
95.03 |
81.50 |
13.53 |
16.2% |
2.62 |
3.1% |
15% |
False |
False |
396,303 |
| 40 |
95.03 |
77.32 |
17.71 |
21.2% |
2.20 |
2.6% |
35% |
False |
False |
265,782 |
| 60 |
95.03 |
74.18 |
20.85 |
25.0% |
2.08 |
2.5% |
45% |
False |
False |
202,784 |
| 80 |
95.03 |
67.49 |
27.54 |
33.0% |
2.04 |
2.4% |
58% |
False |
False |
162,798 |
| 100 |
95.03 |
66.67 |
28.36 |
34.0% |
2.10 |
2.5% |
59% |
False |
False |
135,293 |
| 120 |
95.03 |
63.50 |
31.53 |
37.8% |
2.14 |
2.6% |
63% |
False |
False |
115,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.96 |
|
2.618 |
95.41 |
|
1.618 |
92.01 |
|
1.000 |
89.91 |
|
0.618 |
88.61 |
|
HIGH |
86.51 |
|
0.618 |
85.21 |
|
0.500 |
84.81 |
|
0.382 |
84.41 |
|
LOW |
83.11 |
|
0.618 |
81.01 |
|
1.000 |
79.71 |
|
1.618 |
77.61 |
|
2.618 |
74.21 |
|
4.250 |
68.66 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
84.81 |
85.18 |
| PP |
84.37 |
84.61 |
| S1 |
83.93 |
84.05 |
|