NYMEX Light Sweet Crude Oil Future February 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 |
82.06 |
83.58 |
1.52 |
1.9% |
85.25 |
High |
84.11 |
83.58 |
-0.53 |
-0.6% |
85.76 |
Low |
81.74 |
80.48 |
-1.26 |
-1.5% |
80.77 |
Close |
83.84 |
80.99 |
-2.85 |
-3.4% |
83.84 |
Range |
2.37 |
3.10 |
0.73 |
30.8% |
4.99 |
ATR |
2.39 |
2.46 |
0.07 |
2.9% |
0.00 |
Volume |
46,252 |
50,813 |
4,561 |
9.9% |
289,826 |
|
Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.98 |
89.09 |
82.70 |
|
R3 |
87.88 |
85.99 |
81.84 |
|
R2 |
84.78 |
84.78 |
81.56 |
|
R1 |
82.89 |
82.89 |
81.27 |
82.29 |
PP |
81.68 |
81.68 |
81.68 |
81.38 |
S1 |
79.79 |
79.79 |
80.71 |
79.19 |
S2 |
78.58 |
78.58 |
80.42 |
|
S3 |
75.48 |
76.69 |
80.14 |
|
S4 |
72.38 |
73.59 |
79.29 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.43 |
96.12 |
86.58 |
|
R3 |
93.44 |
91.13 |
85.21 |
|
R2 |
88.45 |
88.45 |
84.75 |
|
R1 |
86.14 |
86.14 |
84.30 |
84.80 |
PP |
83.46 |
83.46 |
83.46 |
82.79 |
S1 |
81.15 |
81.15 |
83.38 |
79.81 |
S2 |
78.47 |
78.47 |
82.93 |
|
S3 |
73.48 |
76.16 |
82.47 |
|
S4 |
68.49 |
71.17 |
81.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.18 |
80.48 |
3.70 |
4.6% |
2.85 |
3.5% |
14% |
False |
True |
59,112 |
10 |
86.93 |
80.48 |
6.45 |
8.0% |
2.58 |
3.2% |
8% |
False |
True |
50,427 |
20 |
86.93 |
77.86 |
9.07 |
11.2% |
2.49 |
3.1% |
35% |
False |
False |
48,101 |
40 |
88.21 |
77.86 |
10.35 |
12.8% |
2.09 |
2.6% |
30% |
False |
False |
42,063 |
60 |
88.21 |
76.43 |
11.78 |
14.5% |
1.90 |
2.3% |
39% |
False |
False |
33,067 |
80 |
88.21 |
71.18 |
17.03 |
21.0% |
1.80 |
2.2% |
58% |
False |
False |
27,235 |
100 |
88.21 |
65.90 |
22.31 |
27.5% |
1.84 |
2.3% |
68% |
False |
False |
23,342 |
120 |
88.21 |
65.90 |
22.31 |
27.5% |
1.83 |
2.3% |
68% |
False |
False |
19,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.76 |
2.618 |
91.70 |
1.618 |
88.60 |
1.000 |
86.68 |
0.618 |
85.50 |
HIGH |
83.58 |
0.618 |
82.40 |
0.500 |
82.03 |
0.382 |
81.66 |
LOW |
80.48 |
0.618 |
78.56 |
1.000 |
77.38 |
1.618 |
75.46 |
2.618 |
72.36 |
4.250 |
67.31 |
|
|
Fisher Pivots for day following 30-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
82.03 |
82.30 |
PP |
81.68 |
81.86 |
S1 |
81.34 |
81.43 |
|