NYMEX Light Sweet Crude Oil Future February 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 |
83.58 |
81.29 |
-2.29 |
-2.7% |
85.25 |
High |
83.58 |
82.11 |
-1.47 |
-1.8% |
85.76 |
Low |
80.48 |
79.74 |
-0.74 |
-0.9% |
80.77 |
Close |
80.99 |
79.96 |
-1.03 |
-1.3% |
83.84 |
Range |
3.10 |
2.37 |
-0.73 |
-23.5% |
4.99 |
ATR |
2.46 |
2.45 |
-0.01 |
-0.3% |
0.00 |
Volume |
50,813 |
61,906 |
11,093 |
21.8% |
289,826 |
|
Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.71 |
86.21 |
81.26 |
|
R3 |
85.34 |
83.84 |
80.61 |
|
R2 |
82.97 |
82.97 |
80.39 |
|
R1 |
81.47 |
81.47 |
80.18 |
81.04 |
PP |
80.60 |
80.60 |
80.60 |
80.39 |
S1 |
79.10 |
79.10 |
79.74 |
78.67 |
S2 |
78.23 |
78.23 |
79.53 |
|
S3 |
75.86 |
76.73 |
79.31 |
|
S4 |
73.49 |
74.36 |
78.66 |
|
|
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 |
84.11 |
79.74 |
4.37 |
5.5% |
2.76 |
3.4% |
5% |
False |
True |
57,232 |
10 |
86.93 |
79.74 |
7.19 |
9.0% |
2.63 |
3.3% |
3% |
False |
True |
53,671 |
20 |
86.93 |
77.86 |
9.07 |
11.3% |
2.54 |
3.2% |
23% |
False |
False |
48,515 |
40 |
88.21 |
77.86 |
10.35 |
12.9% |
2.08 |
2.6% |
20% |
False |
False |
42,746 |
60 |
88.21 |
76.43 |
11.78 |
14.7% |
1.92 |
2.4% |
30% |
False |
False |
33,918 |
80 |
88.21 |
71.52 |
16.69 |
20.9% |
1.82 |
2.3% |
51% |
False |
False |
27,928 |
100 |
88.21 |
65.90 |
22.31 |
27.9% |
1.83 |
2.3% |
63% |
False |
False |
23,904 |
120 |
88.21 |
65.90 |
22.31 |
27.9% |
1.83 |
2.3% |
63% |
False |
False |
20,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.18 |
2.618 |
88.31 |
1.618 |
85.94 |
1.000 |
84.48 |
0.618 |
83.57 |
HIGH |
82.11 |
0.618 |
81.20 |
0.500 |
80.93 |
0.382 |
80.65 |
LOW |
79.74 |
0.618 |
78.28 |
1.000 |
77.37 |
1.618 |
75.91 |
2.618 |
73.54 |
4.250 |
69.67 |
|
|
Fisher Pivots for day following 31-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
80.93 |
81.93 |
PP |
80.60 |
81.27 |
S1 |
80.28 |
80.62 |
|