NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 02-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
91.76 |
90.82 |
-0.94 |
-1.0% |
90.55 |
High |
93.10 |
91.88 |
-1.22 |
-1.3% |
95.03 |
Low |
90.35 |
88.46 |
-1.89 |
-2.1% |
88.19 |
Close |
90.79 |
88.82 |
-1.97 |
-2.2% |
90.79 |
Range |
2.75 |
3.42 |
0.67 |
24.4% |
6.84 |
ATR |
2.23 |
2.32 |
0.08 |
3.8% |
0.00 |
Volume |
355,782 |
334,493 |
-21,289 |
-6.0% |
1,913,506 |
|
Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.98 |
97.82 |
90.70 |
|
R3 |
96.56 |
94.40 |
89.76 |
|
R2 |
93.14 |
93.14 |
89.45 |
|
R1 |
90.98 |
90.98 |
89.13 |
90.35 |
PP |
89.72 |
89.72 |
89.72 |
89.41 |
S1 |
87.56 |
87.56 |
88.51 |
86.93 |
S2 |
86.30 |
86.30 |
88.19 |
|
S3 |
82.88 |
84.14 |
87.88 |
|
S4 |
79.46 |
80.72 |
86.94 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.86 |
108.16 |
94.55 |
|
R3 |
105.02 |
101.32 |
92.67 |
|
R2 |
98.18 |
98.18 |
92.04 |
|
R1 |
94.48 |
94.48 |
91.42 |
96.33 |
PP |
91.34 |
91.34 |
91.34 |
92.26 |
S1 |
87.64 |
87.64 |
90.16 |
89.49 |
S2 |
84.50 |
84.50 |
89.54 |
|
S3 |
77.66 |
80.80 |
88.91 |
|
S4 |
70.82 |
73.96 |
87.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.03 |
88.19 |
6.84 |
7.7% |
3.23 |
3.6% |
9% |
False |
False |
383,926 |
10 |
95.03 |
88.19 |
6.84 |
7.7% |
2.68 |
3.0% |
9% |
False |
False |
399,649 |
20 |
95.03 |
84.29 |
10.74 |
12.1% |
2.25 |
2.5% |
42% |
False |
False |
308,192 |
40 |
95.03 |
77.32 |
17.71 |
19.9% |
2.02 |
2.3% |
65% |
False |
False |
209,309 |
60 |
95.03 |
72.09 |
22.94 |
25.8% |
1.94 |
2.2% |
73% |
False |
False |
159,084 |
80 |
95.03 |
66.67 |
28.36 |
31.9% |
2.01 |
2.3% |
78% |
False |
False |
128,913 |
100 |
95.03 |
66.67 |
28.36 |
31.9% |
2.03 |
2.3% |
78% |
False |
False |
106,819 |
120 |
95.03 |
63.50 |
31.53 |
35.5% |
2.06 |
2.3% |
80% |
False |
False |
91,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.42 |
2.618 |
100.83 |
1.618 |
97.41 |
1.000 |
95.30 |
0.618 |
93.99 |
HIGH |
91.88 |
0.618 |
90.57 |
0.500 |
90.17 |
0.382 |
89.77 |
LOW |
88.46 |
0.618 |
86.35 |
1.000 |
85.04 |
1.618 |
82.93 |
2.618 |
79.51 |
4.250 |
73.93 |
|
|
Fisher Pivots for day following 02-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
90.17 |
91.75 |
PP |
89.72 |
90.77 |
S1 |
89.27 |
89.80 |
|