NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 03-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
90.82 |
88.67 |
-2.15 |
-2.4% |
90.55 |
High |
91.88 |
90.27 |
-1.61 |
-1.8% |
95.03 |
Low |
88.46 |
87.76 |
-0.70 |
-0.8% |
88.19 |
Close |
88.82 |
89.23 |
0.41 |
0.5% |
90.79 |
Range |
3.42 |
2.51 |
-0.91 |
-26.6% |
6.84 |
ATR |
2.32 |
2.33 |
0.01 |
0.6% |
0.00 |
Volume |
334,493 |
350,659 |
16,166 |
4.8% |
1,913,506 |
|
Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.62 |
95.43 |
90.61 |
|
R3 |
94.11 |
92.92 |
89.92 |
|
R2 |
91.60 |
91.60 |
89.69 |
|
R1 |
90.41 |
90.41 |
89.46 |
91.01 |
PP |
89.09 |
89.09 |
89.09 |
89.38 |
S1 |
87.90 |
87.90 |
89.00 |
88.50 |
S2 |
86.58 |
86.58 |
88.77 |
|
S3 |
84.07 |
85.39 |
88.54 |
|
S4 |
81.56 |
82.88 |
87.85 |
|
|
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 |
87.76 |
7.27 |
8.1% |
3.22 |
3.6% |
20% |
False |
True |
390,454 |
10 |
95.03 |
87.76 |
7.27 |
8.1% |
2.72 |
3.0% |
20% |
False |
True |
380,963 |
20 |
95.03 |
85.31 |
9.72 |
10.9% |
2.22 |
2.5% |
40% |
False |
False |
318,022 |
40 |
95.03 |
77.32 |
17.71 |
19.8% |
2.04 |
2.3% |
67% |
False |
False |
216,479 |
60 |
95.03 |
72.42 |
22.61 |
25.3% |
1.96 |
2.2% |
74% |
False |
False |
164,255 |
80 |
95.03 |
66.67 |
28.36 |
31.8% |
1.99 |
2.2% |
80% |
False |
False |
132,779 |
100 |
95.03 |
66.67 |
28.36 |
31.8% |
2.04 |
2.3% |
80% |
False |
False |
110,211 |
120 |
95.03 |
63.50 |
31.53 |
35.3% |
2.06 |
2.3% |
82% |
False |
False |
94,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.94 |
2.618 |
96.84 |
1.618 |
94.33 |
1.000 |
92.78 |
0.618 |
91.82 |
HIGH |
90.27 |
0.618 |
89.31 |
0.500 |
89.02 |
0.382 |
88.72 |
LOW |
87.76 |
0.618 |
86.21 |
1.000 |
85.25 |
1.618 |
83.70 |
2.618 |
81.19 |
4.250 |
77.09 |
|
|
Fisher Pivots for day following 03-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
89.16 |
90.43 |
PP |
89.09 |
90.03 |
S1 |
89.02 |
89.63 |
|