NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 04-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
88.67 |
89.42 |
0.75 |
0.8% |
90.55 |
High |
90.27 |
89.59 |
-0.68 |
-0.8% |
95.03 |
Low |
87.76 |
84.16 |
-3.60 |
-4.1% |
88.19 |
Close |
89.23 |
84.22 |
-5.01 |
-5.6% |
90.79 |
Range |
2.51 |
5.43 |
2.92 |
116.3% |
6.84 |
ATR |
2.33 |
2.55 |
0.22 |
9.5% |
0.00 |
Volume |
350,659 |
459,995 |
109,336 |
31.2% |
1,913,506 |
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.28 |
98.68 |
87.21 |
|
R3 |
96.85 |
93.25 |
85.71 |
|
R2 |
91.42 |
91.42 |
85.22 |
|
R1 |
87.82 |
87.82 |
84.72 |
86.91 |
PP |
85.99 |
85.99 |
85.99 |
85.53 |
S1 |
82.39 |
82.39 |
83.72 |
81.48 |
S2 |
80.56 |
80.56 |
83.22 |
|
S3 |
75.13 |
76.96 |
82.73 |
|
S4 |
69.70 |
71.53 |
81.23 |
|
|
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 |
84.16 |
10.87 |
12.9% |
3.55 |
4.2% |
1% |
False |
True |
381,527 |
10 |
95.03 |
84.16 |
10.87 |
12.9% |
3.05 |
3.6% |
1% |
False |
True |
381,177 |
20 |
95.03 |
84.16 |
10.87 |
12.9% |
2.40 |
2.8% |
1% |
False |
True |
334,255 |
40 |
95.03 |
77.32 |
17.71 |
21.0% |
2.11 |
2.5% |
39% |
False |
False |
225,201 |
60 |
95.03 |
73.39 |
21.64 |
25.7% |
2.02 |
2.4% |
50% |
False |
False |
171,322 |
80 |
95.03 |
66.67 |
28.36 |
33.7% |
2.04 |
2.4% |
62% |
False |
False |
138,136 |
100 |
95.03 |
66.67 |
28.36 |
33.7% |
2.07 |
2.5% |
62% |
False |
False |
114,663 |
120 |
95.03 |
63.50 |
31.53 |
37.4% |
2.10 |
2.5% |
66% |
False |
False |
97,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.67 |
2.618 |
103.81 |
1.618 |
98.38 |
1.000 |
95.02 |
0.618 |
92.95 |
HIGH |
89.59 |
0.618 |
87.52 |
0.500 |
86.88 |
0.382 |
86.23 |
LOW |
84.16 |
0.618 |
80.80 |
1.000 |
78.73 |
1.618 |
75.37 |
2.618 |
69.94 |
4.250 |
61.08 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
86.88 |
88.02 |
PP |
85.99 |
86.75 |
S1 |
85.11 |
85.49 |
|