NYMEX Light Sweet Crude Oil Future January 2024
Trading Metrics calculated at close of trading on 31-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
84.25 |
81.96 |
-2.29 |
-2.7% |
86.69 |
High |
84.39 |
82.77 |
-1.62 |
-1.9% |
87.00 |
Low |
81.16 |
80.26 |
-0.90 |
-1.1% |
81.44 |
Close |
81.68 |
80.50 |
-1.18 |
-1.4% |
84.70 |
Range |
3.23 |
2.51 |
-0.72 |
-22.3% |
5.56 |
ATR |
2.65 |
2.64 |
-0.01 |
-0.4% |
0.00 |
Volume |
119,749 |
135,894 |
16,145 |
13.5% |
587,341 |
|
Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.71 |
87.11 |
81.88 |
|
R3 |
86.20 |
84.60 |
81.19 |
|
R2 |
83.69 |
83.69 |
80.96 |
|
R1 |
82.09 |
82.09 |
80.73 |
81.64 |
PP |
81.18 |
81.18 |
81.18 |
80.95 |
S1 |
79.58 |
79.58 |
80.27 |
79.13 |
S2 |
78.67 |
78.67 |
80.04 |
|
S3 |
76.16 |
77.07 |
79.81 |
|
S4 |
73.65 |
74.56 |
79.12 |
|
|
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 |
85.00 |
80.26 |
4.74 |
5.9% |
2.92 |
3.6% |
5% |
False |
True |
121,131 |
10 |
88.37 |
80.26 |
8.11 |
10.1% |
2.84 |
3.5% |
3% |
False |
True |
115,430 |
20 |
88.37 |
78.93 |
9.44 |
11.7% |
2.71 |
3.4% |
17% |
False |
False |
112,028 |
40 |
90.27 |
78.93 |
11.34 |
14.1% |
2.26 |
2.8% |
14% |
False |
False |
94,194 |
60 |
90.27 |
76.75 |
13.52 |
16.8% |
2.06 |
2.6% |
28% |
False |
False |
74,787 |
80 |
90.27 |
71.79 |
18.48 |
23.0% |
1.96 |
2.4% |
47% |
False |
False |
61,843 |
100 |
90.27 |
66.22 |
24.05 |
29.9% |
1.94 |
2.4% |
59% |
False |
False |
52,904 |
120 |
90.27 |
66.22 |
24.05 |
29.9% |
1.97 |
2.4% |
59% |
False |
False |
45,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.44 |
2.618 |
89.34 |
1.618 |
86.83 |
1.000 |
85.28 |
0.618 |
84.32 |
HIGH |
82.77 |
0.618 |
81.81 |
0.500 |
81.52 |
0.382 |
81.22 |
LOW |
80.26 |
0.618 |
78.71 |
1.000 |
77.75 |
1.618 |
76.20 |
2.618 |
73.69 |
4.250 |
69.59 |
|
|
Fisher Pivots for day following 31-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
81.52 |
82.63 |
PP |
81.18 |
81.92 |
S1 |
80.84 |
81.21 |
|