NYMEX Light Sweet Crude Oil Future February 2024
Trading Metrics calculated at close of trading on 02-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
86.12 |
85.52 |
-0.60 |
-0.7% |
85.58 |
High |
87.30 |
86.33 |
-0.97 |
-1.1% |
88.21 |
Low |
85.09 |
83.95 |
-1.14 |
-1.3% |
84.06 |
Close |
85.27 |
84.20 |
-1.07 |
-1.3% |
85.27 |
Range |
2.21 |
2.38 |
0.17 |
7.7% |
4.15 |
ATR |
1.69 |
1.74 |
0.05 |
2.9% |
0.00 |
Volume |
41,586 |
36,548 |
-5,038 |
-12.1% |
217,012 |
|
Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.97 |
90.46 |
85.51 |
|
R3 |
89.59 |
88.08 |
84.85 |
|
R2 |
87.21 |
87.21 |
84.64 |
|
R1 |
85.70 |
85.70 |
84.42 |
85.27 |
PP |
84.83 |
84.83 |
84.83 |
84.61 |
S1 |
83.32 |
83.32 |
83.98 |
82.89 |
S2 |
82.45 |
82.45 |
83.76 |
|
S3 |
80.07 |
80.94 |
83.55 |
|
S4 |
77.69 |
78.56 |
82.89 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.30 |
95.93 |
87.55 |
|
R3 |
94.15 |
91.78 |
86.41 |
|
R2 |
90.00 |
90.00 |
86.03 |
|
R1 |
87.63 |
87.63 |
85.65 |
86.74 |
PP |
85.85 |
85.85 |
85.85 |
85.40 |
S1 |
83.48 |
83.48 |
84.89 |
82.59 |
S2 |
81.70 |
81.70 |
84.51 |
|
S3 |
77.55 |
79.33 |
84.13 |
|
S4 |
73.40 |
75.18 |
82.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.21 |
83.95 |
4.26 |
5.1% |
2.21 |
2.6% |
6% |
False |
True |
42,784 |
10 |
88.21 |
83.95 |
4.26 |
5.1% |
1.86 |
2.2% |
6% |
False |
True |
40,969 |
20 |
88.21 |
82.06 |
6.15 |
7.3% |
1.68 |
2.0% |
35% |
False |
False |
36,024 |
40 |
88.21 |
76.43 |
11.78 |
14.0% |
1.60 |
1.9% |
66% |
False |
False |
25,550 |
60 |
88.21 |
71.18 |
17.03 |
20.2% |
1.57 |
1.9% |
76% |
False |
False |
20,279 |
80 |
88.21 |
65.90 |
22.31 |
26.5% |
1.67 |
2.0% |
82% |
False |
False |
17,153 |
100 |
88.21 |
65.90 |
22.31 |
26.5% |
1.69 |
2.0% |
82% |
False |
False |
14,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.45 |
2.618 |
92.56 |
1.618 |
90.18 |
1.000 |
88.71 |
0.618 |
87.80 |
HIGH |
86.33 |
0.618 |
85.42 |
0.500 |
85.14 |
0.382 |
84.86 |
LOW |
83.95 |
0.618 |
82.48 |
1.000 |
81.57 |
1.618 |
80.10 |
2.618 |
77.72 |
4.250 |
73.84 |
|
|
Fisher Pivots for day following 02-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
85.14 |
86.08 |
PP |
84.83 |
85.45 |
S1 |
84.51 |
84.83 |
|