NYMEX Light Sweet Crude Oil Future December 2023
Trading Metrics calculated at close of trading on 30-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
83.53 |
85.00 |
1.47 |
1.8% |
88.00 |
High |
85.90 |
85.30 |
-0.60 |
-0.7% |
88.29 |
Low |
83.10 |
81.82 |
-1.28 |
-1.5% |
82.08 |
Close |
85.54 |
82.31 |
-3.23 |
-3.8% |
85.54 |
Range |
2.80 |
3.48 |
0.68 |
24.3% |
6.21 |
ATR |
2.78 |
2.85 |
0.07 |
2.4% |
0.00 |
Volume |
333,760 |
356,928 |
23,168 |
6.9% |
1,791,119 |
|
Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.58 |
91.43 |
84.22 |
|
R3 |
90.10 |
87.95 |
83.27 |
|
R2 |
86.62 |
86.62 |
82.95 |
|
R1 |
84.47 |
84.47 |
82.63 |
83.81 |
PP |
83.14 |
83.14 |
83.14 |
82.81 |
S1 |
80.99 |
80.99 |
81.99 |
80.33 |
S2 |
79.66 |
79.66 |
81.67 |
|
S3 |
76.18 |
77.51 |
81.35 |
|
S4 |
72.70 |
74.03 |
80.40 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.93 |
100.95 |
88.96 |
|
R3 |
97.72 |
94.74 |
87.25 |
|
R2 |
91.51 |
91.51 |
86.68 |
|
R1 |
88.53 |
88.53 |
86.11 |
86.92 |
PP |
85.30 |
85.30 |
85.30 |
84.50 |
S1 |
82.32 |
82.32 |
84.97 |
80.71 |
S2 |
79.09 |
79.09 |
84.40 |
|
S3 |
72.88 |
76.11 |
83.83 |
|
S4 |
66.67 |
69.90 |
82.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
86.30 |
81.82 |
4.48 |
5.4% |
3.23 |
3.9% |
11% |
False |
True |
366,506 |
10 |
89.85 |
81.82 |
8.03 |
9.8% |
2.99 |
3.6% |
6% |
False |
True |
345,804 |
20 |
89.85 |
80.20 |
9.65 |
11.7% |
2.87 |
3.5% |
22% |
False |
False |
298,183 |
40 |
92.48 |
80.20 |
12.28 |
14.9% |
2.45 |
3.0% |
17% |
False |
False |
239,058 |
60 |
92.48 |
77.03 |
15.45 |
18.8% |
2.20 |
2.7% |
34% |
False |
False |
198,409 |
80 |
92.48 |
71.74 |
20.74 |
25.2% |
2.08 |
2.5% |
51% |
False |
False |
172,741 |
100 |
92.48 |
66.36 |
26.12 |
31.7% |
2.10 |
2.5% |
61% |
False |
False |
155,701 |
120 |
92.48 |
66.36 |
26.12 |
31.7% |
2.11 |
2.6% |
61% |
False |
False |
140,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.09 |
2.618 |
94.41 |
1.618 |
90.93 |
1.000 |
88.78 |
0.618 |
87.45 |
HIGH |
85.30 |
0.618 |
83.97 |
0.500 |
83.56 |
0.382 |
83.15 |
LOW |
81.82 |
0.618 |
79.67 |
1.000 |
78.34 |
1.618 |
76.19 |
2.618 |
72.71 |
4.250 |
67.03 |
|
|
Fisher Pivots for day following 30-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
83.56 |
83.86 |
PP |
83.14 |
83.34 |
S1 |
82.73 |
82.83 |
|