NYMEX Light Sweet Crude Oil Future December 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 |
89.70 |
88.83 |
-0.87 |
-1.0% |
88.83 |
High |
90.96 |
89.89 |
-1.07 |
-1.2% |
92.48 |
Low |
88.45 |
86.83 |
-1.62 |
-1.8% |
86.74 |
Close |
88.80 |
87.17 |
-1.63 |
-1.8% |
88.80 |
Range |
2.51 |
3.06 |
0.55 |
21.9% |
5.74 |
ATR |
2.02 |
2.09 |
0.07 |
3.7% |
0.00 |
Volume |
156,927 |
161,571 |
4,644 |
3.0% |
975,795 |
|
Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.14 |
95.22 |
88.85 |
|
R3 |
94.08 |
92.16 |
88.01 |
|
R2 |
91.02 |
91.02 |
87.73 |
|
R1 |
89.10 |
89.10 |
87.45 |
88.53 |
PP |
87.96 |
87.96 |
87.96 |
87.68 |
S1 |
86.04 |
86.04 |
86.89 |
85.47 |
S2 |
84.90 |
84.90 |
86.61 |
|
S3 |
81.84 |
82.98 |
86.33 |
|
S4 |
78.78 |
79.92 |
85.49 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.56 |
103.42 |
91.96 |
|
R3 |
100.82 |
97.68 |
90.38 |
|
R2 |
95.08 |
95.08 |
89.85 |
|
R1 |
91.94 |
91.94 |
89.33 |
90.64 |
PP |
89.34 |
89.34 |
89.34 |
88.69 |
S1 |
86.20 |
86.20 |
88.27 |
84.90 |
S2 |
83.60 |
83.60 |
87.75 |
|
S3 |
77.86 |
80.46 |
87.22 |
|
S4 |
72.12 |
74.72 |
85.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.48 |
86.74 |
5.74 |
6.6% |
2.80 |
3.2% |
7% |
False |
False |
195,169 |
10 |
92.48 |
86.74 |
5.74 |
6.6% |
2.33 |
2.7% |
7% |
False |
False |
207,462 |
20 |
92.48 |
83.51 |
8.97 |
10.3% |
2.03 |
2.3% |
41% |
False |
False |
179,934 |
40 |
92.48 |
77.03 |
15.45 |
17.7% |
1.86 |
2.1% |
66% |
False |
False |
148,522 |
60 |
92.48 |
71.74 |
20.74 |
23.8% |
1.82 |
2.1% |
74% |
False |
False |
130,928 |
80 |
92.48 |
66.36 |
26.12 |
30.0% |
1.91 |
2.2% |
80% |
False |
False |
120,080 |
100 |
92.48 |
66.36 |
26.12 |
30.0% |
1.96 |
2.3% |
80% |
False |
False |
108,714 |
120 |
92.48 |
63.00 |
29.48 |
33.8% |
2.01 |
2.3% |
82% |
False |
False |
101,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.90 |
2.618 |
97.90 |
1.618 |
94.84 |
1.000 |
92.95 |
0.618 |
91.78 |
HIGH |
89.89 |
0.618 |
88.72 |
0.500 |
88.36 |
0.382 |
88.00 |
LOW |
86.83 |
0.618 |
84.94 |
1.000 |
83.77 |
1.618 |
81.88 |
2.618 |
78.82 |
4.250 |
73.83 |
|
|
Fisher Pivots for day following 02-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
88.36 |
89.66 |
PP |
87.96 |
88.83 |
S1 |
87.57 |
88.00 |
|