NYMEX Light Sweet Crude Oil Future January 2024
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 |
87.89 |
86.80 |
-1.09 |
-1.2% |
87.18 |
High |
89.09 |
88.05 |
-1.04 |
-1.2% |
90.27 |
Low |
86.74 |
85.31 |
-1.43 |
-1.6% |
85.35 |
Close |
86.98 |
85.62 |
-1.36 |
-1.6% |
86.98 |
Range |
2.35 |
2.74 |
0.39 |
16.6% |
4.92 |
ATR |
1.84 |
1.91 |
0.06 |
3.5% |
0.00 |
Volume |
87,892 |
71,791 |
-16,101 |
-18.3% |
472,460 |
|
Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.55 |
92.82 |
87.13 |
|
R3 |
91.81 |
90.08 |
86.37 |
|
R2 |
89.07 |
89.07 |
86.12 |
|
R1 |
87.34 |
87.34 |
85.87 |
86.84 |
PP |
86.33 |
86.33 |
86.33 |
86.07 |
S1 |
84.60 |
84.60 |
85.37 |
84.10 |
S2 |
83.59 |
83.59 |
85.12 |
|
S3 |
80.85 |
81.86 |
84.87 |
|
S4 |
78.11 |
79.12 |
84.11 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.29 |
99.56 |
89.69 |
|
R3 |
97.37 |
94.64 |
88.33 |
|
R2 |
92.45 |
92.45 |
87.88 |
|
R1 |
89.72 |
89.72 |
87.43 |
88.63 |
PP |
87.53 |
87.53 |
87.53 |
86.99 |
S1 |
84.80 |
84.80 |
86.53 |
83.71 |
S2 |
82.61 |
82.61 |
86.08 |
|
S3 |
77.69 |
79.88 |
85.63 |
|
S4 |
72.77 |
74.96 |
84.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.27 |
85.31 |
4.96 |
5.8% |
2.49 |
2.9% |
6% |
False |
True |
93,298 |
10 |
90.27 |
85.31 |
4.96 |
5.8% |
2.08 |
2.4% |
6% |
False |
True |
91,620 |
20 |
90.27 |
82.75 |
7.52 |
8.8% |
1.85 |
2.2% |
38% |
False |
False |
74,629 |
40 |
90.27 |
76.75 |
13.52 |
15.8% |
1.73 |
2.0% |
66% |
False |
False |
54,114 |
60 |
90.27 |
71.43 |
18.84 |
22.0% |
1.69 |
2.0% |
75% |
False |
False |
43,664 |
80 |
90.27 |
66.22 |
24.05 |
28.1% |
1.78 |
2.1% |
81% |
False |
False |
36,974 |
100 |
90.27 |
66.22 |
24.05 |
28.1% |
1.82 |
2.1% |
81% |
False |
False |
30,993 |
120 |
90.27 |
65.00 |
25.27 |
29.5% |
1.82 |
2.1% |
82% |
False |
False |
26,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.70 |
2.618 |
95.22 |
1.618 |
92.48 |
1.000 |
90.79 |
0.618 |
89.74 |
HIGH |
88.05 |
0.618 |
87.00 |
0.500 |
86.68 |
0.382 |
86.36 |
LOW |
85.31 |
0.618 |
83.62 |
1.000 |
82.57 |
1.618 |
80.88 |
2.618 |
78.14 |
4.250 |
73.67 |
|
|
Fisher Pivots for day following 02-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
86.68 |
87.79 |
PP |
86.33 |
87.07 |
S1 |
85.97 |
86.34 |
|