NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 06-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
84.45 |
82.28 |
-2.17 |
-2.6% |
90.82 |
High |
84.92 |
83.28 |
-1.64 |
-1.9% |
91.88 |
Low |
82.15 |
81.50 |
-0.65 |
-0.8% |
81.50 |
Close |
82.31 |
82.79 |
0.48 |
0.6% |
82.79 |
Range |
2.77 |
1.78 |
-0.99 |
-35.7% |
10.38 |
ATR |
2.57 |
2.51 |
-0.06 |
-2.2% |
0.00 |
Volume |
465,997 |
461,139 |
-4,858 |
-1.0% |
2,072,283 |
|
Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.86 |
87.11 |
83.77 |
|
R3 |
86.08 |
85.33 |
83.28 |
|
R2 |
84.30 |
84.30 |
83.12 |
|
R1 |
83.55 |
83.55 |
82.95 |
83.93 |
PP |
82.52 |
82.52 |
82.52 |
82.71 |
S1 |
81.77 |
81.77 |
82.63 |
82.15 |
S2 |
80.74 |
80.74 |
82.46 |
|
S3 |
78.96 |
79.99 |
82.30 |
|
S4 |
77.18 |
78.21 |
81.81 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.53 |
110.04 |
88.50 |
|
R3 |
106.15 |
99.66 |
85.64 |
|
R2 |
95.77 |
95.77 |
84.69 |
|
R1 |
89.28 |
89.28 |
83.74 |
87.34 |
PP |
85.39 |
85.39 |
85.39 |
84.42 |
S1 |
78.90 |
78.90 |
81.84 |
76.96 |
S2 |
75.01 |
75.01 |
80.89 |
|
S3 |
64.63 |
68.52 |
79.94 |
|
S4 |
54.25 |
58.14 |
77.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.88 |
81.50 |
10.38 |
12.5% |
3.18 |
3.8% |
12% |
False |
True |
414,456 |
10 |
95.03 |
81.50 |
13.53 |
16.3% |
3.04 |
3.7% |
10% |
False |
True |
398,578 |
20 |
95.03 |
81.50 |
13.53 |
16.3% |
2.47 |
3.0% |
10% |
False |
True |
368,777 |
40 |
95.03 |
77.32 |
17.71 |
21.4% |
2.13 |
2.6% |
31% |
False |
False |
241,843 |
60 |
95.03 |
73.39 |
21.64 |
26.1% |
2.05 |
2.5% |
43% |
False |
False |
185,034 |
80 |
95.03 |
67.49 |
27.54 |
33.3% |
2.03 |
2.4% |
56% |
False |
False |
148,847 |
100 |
95.03 |
66.67 |
28.36 |
34.3% |
2.08 |
2.5% |
57% |
False |
False |
123,726 |
120 |
95.03 |
63.50 |
31.53 |
38.1% |
2.12 |
2.6% |
61% |
False |
False |
105,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.85 |
2.618 |
87.94 |
1.618 |
86.16 |
1.000 |
85.06 |
0.618 |
84.38 |
HIGH |
83.28 |
0.618 |
82.60 |
0.500 |
82.39 |
0.382 |
82.18 |
LOW |
81.50 |
0.618 |
80.40 |
1.000 |
79.72 |
1.618 |
78.62 |
2.618 |
76.84 |
4.250 |
73.94 |
|
|
Fisher Pivots for day following 06-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
82.66 |
85.55 |
PP |
82.52 |
84.63 |
S1 |
82.39 |
83.71 |
|