NYMEX Light Sweet Crude Oil Future February 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 |
83.23 |
84.07 |
0.84 |
1.0% |
80.39 |
| High |
84.13 |
86.01 |
1.88 |
2.2% |
84.05 |
| Low |
82.27 |
83.95 |
1.68 |
2.0% |
79.37 |
| Close |
83.26 |
84.97 |
1.71 |
2.1% |
83.89 |
| Range |
1.86 |
2.06 |
0.20 |
10.8% |
4.68 |
| ATR |
2.15 |
2.19 |
0.04 |
2.0% |
0.00 |
| Volume |
29,466 |
37,237 |
7,771 |
26.4% |
233,498 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.16 |
90.12 |
86.10 |
|
| R3 |
89.10 |
88.06 |
85.54 |
|
| R2 |
87.04 |
87.04 |
85.35 |
|
| R1 |
86.00 |
86.00 |
85.16 |
86.52 |
| PP |
84.98 |
84.98 |
84.98 |
85.24 |
| S1 |
83.94 |
83.94 |
84.78 |
84.46 |
| S2 |
82.92 |
82.92 |
84.59 |
|
| S3 |
80.86 |
81.88 |
84.40 |
|
| S4 |
78.80 |
79.82 |
83.84 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.48 |
94.86 |
86.46 |
|
| R3 |
91.80 |
90.18 |
85.18 |
|
| R2 |
87.12 |
87.12 |
84.75 |
|
| R1 |
85.50 |
85.50 |
84.32 |
86.31 |
| PP |
82.44 |
82.44 |
82.44 |
82.84 |
| S1 |
80.82 |
80.82 |
83.46 |
81.63 |
| S2 |
77.76 |
77.76 |
83.03 |
|
| S3 |
73.08 |
76.14 |
82.60 |
|
| S4 |
68.40 |
71.46 |
81.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.01 |
79.45 |
6.56 |
7.7% |
2.32 |
2.7% |
84% |
True |
False |
37,981 |
| 10 |
86.01 |
77.86 |
8.15 |
9.6% |
2.15 |
2.5% |
87% |
True |
False |
42,668 |
| 20 |
88.21 |
77.86 |
10.35 |
12.2% |
2.19 |
2.6% |
69% |
False |
False |
42,438 |
| 40 |
88.21 |
76.43 |
11.78 |
13.9% |
1.86 |
2.2% |
72% |
False |
False |
34,837 |
| 60 |
88.21 |
76.43 |
11.78 |
13.9% |
1.75 |
2.1% |
72% |
False |
False |
27,182 |
| 80 |
88.21 |
67.38 |
20.83 |
24.5% |
1.71 |
2.0% |
84% |
False |
False |
22,678 |
| 100 |
88.21 |
65.90 |
22.31 |
26.3% |
1.79 |
2.1% |
85% |
False |
False |
19,252 |
| 120 |
88.21 |
65.24 |
22.97 |
27.0% |
1.79 |
2.1% |
86% |
False |
False |
16,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.77 |
|
2.618 |
91.40 |
|
1.618 |
89.34 |
|
1.000 |
88.07 |
|
0.618 |
87.28 |
|
HIGH |
86.01 |
|
0.618 |
85.22 |
|
0.500 |
84.98 |
|
0.382 |
84.74 |
|
LOW |
83.95 |
|
0.618 |
82.68 |
|
1.000 |
81.89 |
|
1.618 |
80.62 |
|
2.618 |
78.56 |
|
4.250 |
75.20 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
84.98 |
84.69 |
| PP |
84.98 |
84.42 |
| S1 |
84.97 |
84.14 |
|