NYMEX Light Sweet Crude Oil Future January 2024
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 |
81.96 |
80.98 |
-0.98 |
-1.2% |
86.69 |
High |
82.77 |
82.82 |
0.05 |
0.1% |
87.00 |
Low |
80.26 |
79.96 |
-0.30 |
-0.4% |
81.44 |
Close |
80.50 |
80.10 |
-0.40 |
-0.5% |
84.70 |
Range |
2.51 |
2.86 |
0.35 |
13.9% |
5.56 |
ATR |
2.64 |
2.66 |
0.02 |
0.6% |
0.00 |
Volume |
135,894 |
160,142 |
24,248 |
17.8% |
587,341 |
|
Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.54 |
87.68 |
81.67 |
|
R3 |
86.68 |
84.82 |
80.89 |
|
R2 |
83.82 |
83.82 |
80.62 |
|
R1 |
81.96 |
81.96 |
80.36 |
81.46 |
PP |
80.96 |
80.96 |
80.96 |
80.71 |
S1 |
79.10 |
79.10 |
79.84 |
78.60 |
S2 |
78.10 |
78.10 |
79.58 |
|
S3 |
75.24 |
76.24 |
79.31 |
|
S4 |
72.38 |
73.38 |
78.53 |
|
|
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 |
79.96 |
5.04 |
6.3% |
2.81 |
3.5% |
3% |
False |
True |
124,896 |
10 |
88.37 |
79.96 |
8.41 |
10.5% |
2.90 |
3.6% |
2% |
False |
True |
120,977 |
20 |
88.37 |
78.93 |
9.44 |
11.8% |
2.60 |
3.2% |
12% |
False |
False |
115,182 |
40 |
90.27 |
78.93 |
11.34 |
14.2% |
2.29 |
2.9% |
10% |
False |
False |
97,132 |
60 |
90.27 |
76.75 |
13.52 |
16.9% |
2.06 |
2.6% |
25% |
False |
False |
76,953 |
80 |
90.27 |
72.84 |
17.43 |
21.8% |
1.97 |
2.5% |
42% |
False |
False |
63,562 |
100 |
90.27 |
66.22 |
24.05 |
30.0% |
1.96 |
2.4% |
58% |
False |
False |
54,393 |
120 |
90.27 |
66.22 |
24.05 |
30.0% |
1.98 |
2.5% |
58% |
False |
False |
46,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.98 |
2.618 |
90.31 |
1.618 |
87.45 |
1.000 |
85.68 |
0.618 |
84.59 |
HIGH |
82.82 |
0.618 |
81.73 |
0.500 |
81.39 |
0.382 |
81.05 |
LOW |
79.96 |
0.618 |
78.19 |
1.000 |
77.10 |
1.618 |
75.33 |
2.618 |
72.47 |
4.250 |
67.81 |
|
|
Fisher Pivots for day following 01-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
81.39 |
82.18 |
PP |
80.96 |
81.48 |
S1 |
80.53 |
80.79 |
|