NYMEX Light Sweet Crude Oil Future December 2023
Trading Metrics calculated at close of trading on 01-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
82.59 |
81.48 |
-1.11 |
-1.3% |
88.00 |
High |
83.37 |
83.42 |
0.05 |
0.1% |
88.29 |
Low |
80.74 |
80.30 |
-0.44 |
-0.5% |
82.08 |
Close |
81.02 |
80.44 |
-0.58 |
-0.7% |
85.54 |
Range |
2.63 |
3.12 |
0.49 |
18.6% |
6.21 |
ATR |
2.83 |
2.85 |
0.02 |
0.7% |
0.00 |
Volume |
346,007 |
321,592 |
-24,415 |
-7.1% |
1,791,119 |
|
Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.75 |
88.71 |
82.16 |
|
R3 |
87.63 |
85.59 |
81.30 |
|
R2 |
84.51 |
84.51 |
81.01 |
|
R1 |
82.47 |
82.47 |
80.73 |
81.93 |
PP |
81.39 |
81.39 |
81.39 |
81.12 |
S1 |
79.35 |
79.35 |
80.15 |
78.81 |
S2 |
78.27 |
78.27 |
79.87 |
|
S3 |
75.15 |
76.23 |
79.58 |
|
S4 |
72.03 |
73.11 |
78.72 |
|
|
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 |
85.90 |
80.30 |
5.60 |
7.0% |
3.01 |
3.7% |
3% |
False |
True |
340,015 |
10 |
89.85 |
80.30 |
9.55 |
11.9% |
3.13 |
3.9% |
1% |
False |
True |
351,159 |
20 |
89.85 |
80.20 |
9.65 |
12.0% |
2.79 |
3.5% |
2% |
False |
False |
310,498 |
40 |
92.48 |
80.20 |
12.28 |
15.3% |
2.47 |
3.1% |
2% |
False |
False |
248,454 |
60 |
92.48 |
77.03 |
15.45 |
19.2% |
2.22 |
2.8% |
22% |
False |
False |
205,630 |
80 |
92.48 |
73.12 |
19.36 |
24.1% |
2.11 |
2.6% |
38% |
False |
False |
179,063 |
100 |
92.48 |
66.36 |
26.12 |
32.5% |
2.10 |
2.6% |
54% |
False |
False |
160,402 |
120 |
92.48 |
66.36 |
26.12 |
32.5% |
2.12 |
2.6% |
54% |
False |
False |
144,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.68 |
2.618 |
91.59 |
1.618 |
88.47 |
1.000 |
86.54 |
0.618 |
85.35 |
HIGH |
83.42 |
0.618 |
82.23 |
0.500 |
81.86 |
0.382 |
81.49 |
LOW |
80.30 |
0.618 |
78.37 |
1.000 |
77.18 |
1.618 |
75.25 |
2.618 |
72.13 |
4.250 |
67.04 |
|
|
Fisher Pivots for day following 01-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
81.86 |
82.80 |
PP |
81.39 |
82.01 |
S1 |
80.91 |
81.23 |
|