NYMEX Light Sweet Crude Oil Future December 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 |
88.83 |
87.01 |
-1.82 |
-2.0% |
88.83 |
High |
89.89 |
88.25 |
-1.64 |
-1.8% |
92.48 |
Low |
86.83 |
86.17 |
-0.66 |
-0.8% |
86.74 |
Close |
87.17 |
87.44 |
0.27 |
0.3% |
88.80 |
Range |
3.06 |
2.08 |
-0.98 |
-32.0% |
5.74 |
ATR |
2.09 |
2.09 |
0.00 |
0.0% |
0.00 |
Volume |
161,571 |
204,059 |
42,488 |
26.3% |
975,795 |
|
Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.53 |
92.56 |
88.58 |
|
R3 |
91.45 |
90.48 |
88.01 |
|
R2 |
89.37 |
89.37 |
87.82 |
|
R1 |
88.40 |
88.40 |
87.63 |
88.89 |
PP |
87.29 |
87.29 |
87.29 |
87.53 |
S1 |
86.32 |
86.32 |
87.25 |
86.81 |
S2 |
85.21 |
85.21 |
87.06 |
|
S3 |
83.13 |
84.24 |
86.87 |
|
S4 |
81.05 |
82.16 |
86.30 |
|
|
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 |
86.17 |
6.31 |
7.2% |
2.75 |
3.1% |
20% |
False |
True |
208,532 |
10 |
92.48 |
86.17 |
6.31 |
7.2% |
2.37 |
2.7% |
20% |
False |
True |
196,483 |
20 |
92.48 |
84.54 |
7.94 |
9.1% |
1.99 |
2.3% |
37% |
False |
False |
181,398 |
40 |
92.48 |
77.03 |
15.45 |
17.7% |
1.88 |
2.2% |
67% |
False |
False |
151,343 |
60 |
92.48 |
72.10 |
20.38 |
23.3% |
1.83 |
2.1% |
75% |
False |
False |
132,876 |
80 |
92.48 |
66.36 |
26.12 |
29.9% |
1.89 |
2.2% |
81% |
False |
False |
121,047 |
100 |
92.48 |
66.36 |
26.12 |
29.9% |
1.96 |
2.2% |
81% |
False |
False |
110,019 |
120 |
92.48 |
63.00 |
29.48 |
33.7% |
2.02 |
2.3% |
83% |
False |
False |
102,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.09 |
2.618 |
93.70 |
1.618 |
91.62 |
1.000 |
90.33 |
0.618 |
89.54 |
HIGH |
88.25 |
0.618 |
87.46 |
0.500 |
87.21 |
0.382 |
86.96 |
LOW |
86.17 |
0.618 |
84.88 |
1.000 |
84.09 |
1.618 |
82.80 |
2.618 |
80.72 |
4.250 |
77.33 |
|
|
Fisher Pivots for day following 03-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
87.36 |
88.57 |
PP |
87.29 |
88.19 |
S1 |
87.21 |
87.82 |
|