NYMEX Light Sweet Crude Oil Future December 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 |
82.85 |
81.05 |
-1.80 |
-2.2% |
88.83 |
High |
83.23 |
81.69 |
-1.54 |
-1.9% |
89.89 |
Low |
80.61 |
80.20 |
-0.41 |
-0.5% |
80.20 |
Close |
80.81 |
81.28 |
0.47 |
0.6% |
81.28 |
Range |
2.62 |
1.49 |
-1.13 |
-43.1% |
9.69 |
ATR |
2.34 |
2.28 |
-0.06 |
-2.6% |
0.00 |
Volume |
234,178 |
277,713 |
43,535 |
18.6% |
1,094,749 |
|
Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.53 |
84.89 |
82.10 |
|
R3 |
84.04 |
83.40 |
81.69 |
|
R2 |
82.55 |
82.55 |
81.55 |
|
R1 |
81.91 |
81.91 |
81.42 |
82.23 |
PP |
81.06 |
81.06 |
81.06 |
81.22 |
S1 |
80.42 |
80.42 |
81.14 |
80.74 |
S2 |
79.57 |
79.57 |
81.01 |
|
S3 |
78.08 |
78.93 |
80.87 |
|
S4 |
76.59 |
77.44 |
80.46 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.86 |
106.76 |
86.61 |
|
R3 |
103.17 |
97.07 |
83.94 |
|
R2 |
93.48 |
93.48 |
83.06 |
|
R1 |
87.38 |
87.38 |
82.17 |
85.59 |
PP |
83.79 |
83.79 |
83.79 |
82.89 |
S1 |
77.69 |
77.69 |
80.39 |
75.90 |
S2 |
74.10 |
74.10 |
79.50 |
|
S3 |
64.41 |
68.00 |
78.62 |
|
S4 |
54.72 |
58.31 |
75.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.89 |
80.20 |
9.69 |
11.9% |
2.90 |
3.6% |
11% |
False |
True |
218,949 |
10 |
92.48 |
80.20 |
12.28 |
15.1% |
2.70 |
3.3% |
9% |
False |
True |
207,054 |
20 |
92.48 |
80.20 |
12.28 |
15.1% |
2.22 |
2.7% |
9% |
False |
True |
202,193 |
40 |
92.48 |
77.03 |
15.45 |
19.0% |
1.96 |
2.4% |
28% |
False |
False |
158,879 |
60 |
92.48 |
73.12 |
19.36 |
23.8% |
1.91 |
2.3% |
42% |
False |
False |
140,329 |
80 |
92.48 |
67.40 |
25.08 |
30.9% |
1.91 |
2.4% |
55% |
False |
False |
126,900 |
100 |
92.48 |
66.36 |
26.12 |
32.1% |
1.99 |
2.5% |
57% |
False |
False |
115,666 |
120 |
92.48 |
63.00 |
29.48 |
36.3% |
2.06 |
2.5% |
62% |
False |
False |
107,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.02 |
2.618 |
85.59 |
1.618 |
84.10 |
1.000 |
83.18 |
0.618 |
82.61 |
HIGH |
81.69 |
0.618 |
81.12 |
0.500 |
80.95 |
0.382 |
80.77 |
LOW |
80.20 |
0.618 |
79.28 |
1.000 |
78.71 |
1.618 |
77.79 |
2.618 |
76.30 |
4.250 |
73.87 |
|
|
Fisher Pivots for day following 06-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
81.17 |
83.98 |
PP |
81.06 |
83.08 |
S1 |
80.95 |
82.18 |
|