NYMEX Light Sweet Crude Oil Future January 2024
Trading Metrics calculated at close of trading on 06-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
82.25 |
80.76 |
-1.49 |
-1.8% |
84.25 |
High |
83.20 |
81.90 |
-1.30 |
-1.6% |
84.39 |
Low |
79.84 |
80.33 |
0.49 |
0.6% |
79.84 |
Close |
80.23 |
80.60 |
0.37 |
0.5% |
80.23 |
Range |
3.36 |
1.57 |
-1.79 |
-53.3% |
4.55 |
ATR |
2.69 |
2.62 |
-0.07 |
-2.7% |
0.00 |
Volume |
213,053 |
131,579 |
-81,474 |
-38.2% |
787,051 |
|
Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.65 |
84.70 |
81.46 |
|
R3 |
84.08 |
83.13 |
81.03 |
|
R2 |
82.51 |
82.51 |
80.89 |
|
R1 |
81.56 |
81.56 |
80.74 |
81.25 |
PP |
80.94 |
80.94 |
80.94 |
80.79 |
S1 |
79.99 |
79.99 |
80.46 |
79.68 |
S2 |
79.37 |
79.37 |
80.31 |
|
S3 |
77.80 |
78.42 |
80.17 |
|
S4 |
76.23 |
76.85 |
79.74 |
|
|
Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.14 |
92.23 |
82.73 |
|
R3 |
90.59 |
87.68 |
81.48 |
|
R2 |
86.04 |
86.04 |
81.06 |
|
R1 |
83.13 |
83.13 |
80.65 |
82.31 |
PP |
81.49 |
81.49 |
81.49 |
81.08 |
S1 |
78.58 |
78.58 |
79.81 |
77.76 |
S2 |
76.94 |
76.94 |
79.40 |
|
S3 |
72.39 |
74.03 |
78.98 |
|
S4 |
67.84 |
69.48 |
77.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.20 |
79.84 |
3.36 |
4.2% |
2.55 |
3.2% |
23% |
False |
False |
159,776 |
10 |
85.22 |
79.84 |
5.38 |
6.7% |
2.79 |
3.5% |
14% |
False |
False |
140,478 |
20 |
88.37 |
79.84 |
8.53 |
10.6% |
2.64 |
3.3% |
9% |
False |
False |
123,363 |
40 |
90.27 |
78.93 |
11.34 |
14.1% |
2.37 |
2.9% |
15% |
False |
False |
106,026 |
60 |
90.27 |
76.75 |
13.52 |
16.8% |
2.12 |
2.6% |
28% |
False |
False |
83,651 |
80 |
90.27 |
72.84 |
17.43 |
21.6% |
2.01 |
2.5% |
45% |
False |
False |
68,952 |
100 |
90.27 |
67.26 |
23.01 |
28.5% |
1.97 |
2.4% |
58% |
False |
False |
58,982 |
120 |
90.27 |
66.22 |
24.05 |
29.8% |
2.00 |
2.5% |
60% |
False |
False |
50,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.57 |
2.618 |
86.01 |
1.618 |
84.44 |
1.000 |
83.47 |
0.618 |
82.87 |
HIGH |
81.90 |
0.618 |
81.30 |
0.500 |
81.12 |
0.382 |
80.93 |
LOW |
80.33 |
0.618 |
79.36 |
1.000 |
78.76 |
1.618 |
77.79 |
2.618 |
76.22 |
4.250 |
73.66 |
|
|
Fisher Pivots for day following 06-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
81.12 |
81.52 |
PP |
80.94 |
81.21 |
S1 |
80.77 |
80.91 |
|