NYMEX Light Sweet Crude Oil Future February 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 |
81.29 |
80.47 |
-0.82 |
-1.0% |
85.25 |
High |
82.11 |
82.16 |
0.05 |
0.1% |
85.76 |
Low |
79.74 |
79.49 |
-0.25 |
-0.3% |
80.77 |
Close |
79.96 |
79.63 |
-0.33 |
-0.4% |
83.84 |
Range |
2.37 |
2.67 |
0.30 |
12.7% |
4.99 |
ATR |
2.45 |
2.47 |
0.02 |
0.6% |
0.00 |
Volume |
61,906 |
64,902 |
2,996 |
4.8% |
289,826 |
|
Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.44 |
86.70 |
81.10 |
|
R3 |
85.77 |
84.03 |
80.36 |
|
R2 |
83.10 |
83.10 |
80.12 |
|
R1 |
81.36 |
81.36 |
79.87 |
80.90 |
PP |
80.43 |
80.43 |
80.43 |
80.19 |
S1 |
78.69 |
78.69 |
79.39 |
78.23 |
S2 |
77.76 |
77.76 |
79.14 |
|
S3 |
75.09 |
76.02 |
78.90 |
|
S4 |
72.42 |
73.35 |
78.16 |
|
|
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 |
79.49 |
4.62 |
5.8% |
2.64 |
3.3% |
3% |
False |
True |
54,821 |
10 |
86.93 |
79.49 |
7.44 |
9.3% |
2.70 |
3.4% |
2% |
False |
True |
56,438 |
20 |
86.93 |
77.86 |
9.07 |
11.4% |
2.42 |
3.0% |
20% |
False |
False |
49,553 |
40 |
88.21 |
77.86 |
10.35 |
13.0% |
2.11 |
2.7% |
17% |
False |
False |
43,679 |
60 |
88.21 |
76.43 |
11.78 |
14.8% |
1.92 |
2.4% |
27% |
False |
False |
34,805 |
80 |
88.21 |
72.60 |
15.61 |
19.6% |
1.84 |
2.3% |
45% |
False |
False |
28,642 |
100 |
88.21 |
65.90 |
22.31 |
28.0% |
1.84 |
2.3% |
62% |
False |
False |
24,508 |
120 |
88.21 |
65.90 |
22.31 |
28.0% |
1.84 |
2.3% |
62% |
False |
False |
20,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.51 |
2.618 |
89.15 |
1.618 |
86.48 |
1.000 |
84.83 |
0.618 |
83.81 |
HIGH |
82.16 |
0.618 |
81.14 |
0.500 |
80.83 |
0.382 |
80.51 |
LOW |
79.49 |
0.618 |
77.84 |
1.000 |
76.82 |
1.618 |
75.17 |
2.618 |
72.50 |
4.250 |
68.14 |
|
|
Fisher Pivots for day following 01-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
80.83 |
81.54 |
PP |
80.43 |
80.90 |
S1 |
80.03 |
80.27 |
|