NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 17-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
87.72 |
87.06 |
-0.66 |
-0.8% |
85.25 |
| High |
88.33 |
87.75 |
-0.58 |
-0.7% |
87.83 |
| Low |
86.32 |
85.60 |
-0.72 |
-0.8% |
82.31 |
| Close |
86.66 |
86.66 |
0.00 |
0.0% |
87.69 |
| Range |
2.01 |
2.15 |
0.14 |
7.0% |
5.52 |
| ATR |
2.76 |
2.72 |
-0.04 |
-1.6% |
0.00 |
| Volume |
235,780 |
197,124 |
-38,656 |
-16.4% |
1,928,441 |
|
| Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.12 |
92.04 |
87.84 |
|
| R3 |
90.97 |
89.89 |
87.25 |
|
| R2 |
88.82 |
88.82 |
87.05 |
|
| R1 |
87.74 |
87.74 |
86.86 |
87.21 |
| PP |
86.67 |
86.67 |
86.67 |
86.40 |
| S1 |
85.59 |
85.59 |
86.46 |
85.06 |
| S2 |
84.52 |
84.52 |
86.27 |
|
| S3 |
82.37 |
83.44 |
86.07 |
|
| S4 |
80.22 |
81.29 |
85.48 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.50 |
100.62 |
90.73 |
|
| R3 |
96.98 |
95.10 |
89.21 |
|
| R2 |
91.46 |
91.46 |
88.70 |
|
| R1 |
89.58 |
89.58 |
88.20 |
90.52 |
| PP |
85.94 |
85.94 |
85.94 |
86.42 |
| S1 |
84.06 |
84.06 |
87.18 |
85.00 |
| S2 |
80.42 |
80.42 |
86.68 |
|
| S3 |
74.90 |
78.54 |
86.17 |
|
| S4 |
69.38 |
73.02 |
84.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.33 |
82.31 |
6.02 |
6.9% |
2.99 |
3.4% |
72% |
False |
False |
317,730 |
| 10 |
89.59 |
81.50 |
8.09 |
9.3% |
2.91 |
3.4% |
64% |
False |
False |
374,847 |
| 20 |
95.03 |
81.50 |
13.53 |
15.6% |
2.81 |
3.2% |
38% |
False |
False |
377,905 |
| 40 |
95.03 |
77.32 |
17.71 |
20.4% |
2.30 |
2.7% |
53% |
False |
False |
284,189 |
| 60 |
95.03 |
77.32 |
17.71 |
20.4% |
2.15 |
2.5% |
53% |
False |
False |
218,097 |
| 80 |
95.03 |
67.49 |
27.54 |
31.8% |
2.07 |
2.4% |
70% |
False |
False |
175,670 |
| 100 |
95.03 |
66.67 |
28.36 |
32.7% |
2.14 |
2.5% |
70% |
False |
False |
146,198 |
| 120 |
95.03 |
63.50 |
31.53 |
36.4% |
2.16 |
2.5% |
73% |
False |
False |
124,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.89 |
|
2.618 |
93.38 |
|
1.618 |
91.23 |
|
1.000 |
89.90 |
|
0.618 |
89.08 |
|
HIGH |
87.75 |
|
0.618 |
86.93 |
|
0.500 |
86.68 |
|
0.382 |
86.42 |
|
LOW |
85.60 |
|
0.618 |
84.27 |
|
1.000 |
83.45 |
|
1.618 |
82.12 |
|
2.618 |
79.97 |
|
4.250 |
76.46 |
|
|
| Fisher Pivots for day following 17-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
86.68 |
86.39 |
| PP |
86.67 |
86.11 |
| S1 |
86.67 |
85.84 |
|