NYMEX Light Sweet Crude Oil Future January 2024
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 |
86.80 |
85.39 |
-1.41 |
-1.6% |
87.18 |
High |
88.05 |
86.46 |
-1.59 |
-1.8% |
90.27 |
Low |
85.31 |
84.71 |
-0.60 |
-0.7% |
85.35 |
Close |
85.62 |
85.77 |
0.15 |
0.2% |
86.98 |
Range |
2.74 |
1.75 |
-0.99 |
-36.1% |
4.92 |
ATR |
1.91 |
1.90 |
-0.01 |
-0.6% |
0.00 |
Volume |
71,791 |
103,098 |
31,307 |
43.6% |
472,460 |
|
Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.90 |
90.08 |
86.73 |
|
R3 |
89.15 |
88.33 |
86.25 |
|
R2 |
87.40 |
87.40 |
86.09 |
|
R1 |
86.58 |
86.58 |
85.93 |
86.99 |
PP |
85.65 |
85.65 |
85.65 |
85.85 |
S1 |
84.83 |
84.83 |
85.61 |
85.24 |
S2 |
83.90 |
83.90 |
85.45 |
|
S3 |
82.15 |
83.08 |
85.29 |
|
S4 |
80.40 |
81.33 |
84.81 |
|
|
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 |
84.71 |
5.56 |
6.5% |
2.41 |
2.8% |
19% |
False |
True |
100,477 |
10 |
90.27 |
84.71 |
5.56 |
6.5% |
2.11 |
2.5% |
19% |
False |
True |
89,610 |
20 |
90.27 |
83.77 |
6.50 |
7.6% |
1.80 |
2.1% |
31% |
False |
False |
76,361 |
40 |
90.27 |
76.75 |
13.52 |
15.8% |
1.74 |
2.0% |
67% |
False |
False |
56,166 |
60 |
90.27 |
71.79 |
18.48 |
21.5% |
1.70 |
2.0% |
76% |
False |
False |
45,115 |
80 |
90.27 |
66.22 |
24.05 |
28.0% |
1.75 |
2.0% |
81% |
False |
False |
38,123 |
100 |
90.27 |
66.22 |
24.05 |
28.0% |
1.82 |
2.1% |
81% |
False |
False |
31,946 |
120 |
90.27 |
65.00 |
25.27 |
29.5% |
1.83 |
2.1% |
82% |
False |
False |
27,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.90 |
2.618 |
91.04 |
1.618 |
89.29 |
1.000 |
88.21 |
0.618 |
87.54 |
HIGH |
86.46 |
0.618 |
85.79 |
0.500 |
85.59 |
0.382 |
85.38 |
LOW |
84.71 |
0.618 |
83.63 |
1.000 |
82.96 |
1.618 |
81.88 |
2.618 |
80.13 |
4.250 |
77.27 |
|
|
Fisher Pivots for day following 03-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
85.71 |
86.90 |
PP |
85.65 |
86.52 |
S1 |
85.59 |
86.15 |
|