NYMEX Light Sweet Crude Oil Future January 2024
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 |
82.88 |
84.25 |
1.37 |
1.7% |
86.69 |
High |
85.00 |
84.39 |
-0.61 |
-0.7% |
87.00 |
Low |
82.41 |
81.16 |
-1.25 |
-1.5% |
81.44 |
Close |
84.70 |
81.68 |
-3.02 |
-3.6% |
84.70 |
Range |
2.59 |
3.23 |
0.64 |
24.7% |
5.56 |
ATR |
2.58 |
2.65 |
0.07 |
2.6% |
0.00 |
Volume |
101,146 |
119,749 |
18,603 |
18.4% |
587,341 |
|
Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.10 |
90.12 |
83.46 |
|
R3 |
88.87 |
86.89 |
82.57 |
|
R2 |
85.64 |
85.64 |
82.27 |
|
R1 |
83.66 |
83.66 |
81.98 |
83.04 |
PP |
82.41 |
82.41 |
82.41 |
82.10 |
S1 |
80.43 |
80.43 |
81.38 |
79.81 |
S2 |
79.18 |
79.18 |
81.09 |
|
S3 |
75.95 |
77.20 |
80.79 |
|
S4 |
72.72 |
73.97 |
79.90 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.06 |
98.44 |
87.76 |
|
R3 |
95.50 |
92.88 |
86.23 |
|
R2 |
89.94 |
89.94 |
85.72 |
|
R1 |
87.32 |
87.32 |
85.21 |
85.85 |
PP |
84.38 |
84.38 |
84.38 |
83.65 |
S1 |
81.76 |
81.76 |
84.19 |
80.29 |
S2 |
78.82 |
78.82 |
83.68 |
|
S3 |
73.26 |
76.20 |
83.17 |
|
S4 |
67.70 |
70.64 |
81.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.22 |
81.16 |
4.06 |
5.0% |
3.03 |
3.7% |
13% |
False |
True |
121,181 |
10 |
88.37 |
81.16 |
7.21 |
8.8% |
2.78 |
3.4% |
7% |
False |
True |
109,299 |
20 |
88.37 |
78.93 |
9.44 |
11.6% |
2.68 |
3.3% |
29% |
False |
False |
110,388 |
40 |
90.27 |
78.93 |
11.34 |
13.9% |
2.26 |
2.8% |
24% |
False |
False |
92,509 |
60 |
90.27 |
76.75 |
13.52 |
16.6% |
2.04 |
2.5% |
36% |
False |
False |
72,872 |
80 |
90.27 |
71.43 |
18.84 |
23.1% |
1.94 |
2.4% |
54% |
False |
False |
60,345 |
100 |
90.27 |
66.22 |
24.05 |
29.4% |
1.96 |
2.4% |
64% |
False |
False |
51,657 |
120 |
90.27 |
66.22 |
24.05 |
29.4% |
1.96 |
2.4% |
64% |
False |
False |
44,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.12 |
2.618 |
92.85 |
1.618 |
89.62 |
1.000 |
87.62 |
0.618 |
86.39 |
HIGH |
84.39 |
0.618 |
83.16 |
0.500 |
82.78 |
0.382 |
82.39 |
LOW |
81.16 |
0.618 |
79.16 |
1.000 |
77.93 |
1.618 |
75.93 |
2.618 |
72.70 |
4.250 |
67.43 |
|
|
Fisher Pivots for day following 30-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
82.78 |
83.08 |
PP |
82.41 |
82.61 |
S1 |
82.05 |
82.15 |
|