NYMEX Light Sweet Crude Oil Future March 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 |
82.78 |
80.65 |
-2.13 |
-2.6% |
84.36 |
High |
82.78 |
81.47 |
-1.31 |
-1.6% |
84.68 |
Low |
79.83 |
79.21 |
-0.62 |
-0.8% |
80.15 |
Close |
80.34 |
79.42 |
-0.92 |
-1.1% |
83.05 |
Range |
2.95 |
2.26 |
-0.69 |
-23.4% |
4.53 |
ATR |
2.31 |
2.30 |
0.00 |
-0.1% |
0.00 |
Volume |
36,106 |
47,030 |
10,924 |
30.3% |
225,144 |
|
Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.81 |
85.38 |
80.66 |
|
R3 |
84.55 |
83.12 |
80.04 |
|
R2 |
82.29 |
82.29 |
79.83 |
|
R1 |
80.86 |
80.86 |
79.63 |
80.45 |
PP |
80.03 |
80.03 |
80.03 |
79.83 |
S1 |
78.60 |
78.60 |
79.21 |
78.19 |
S2 |
77.77 |
77.77 |
79.01 |
|
S3 |
75.51 |
76.34 |
78.80 |
|
S4 |
73.25 |
74.08 |
78.18 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.22 |
94.16 |
85.54 |
|
R3 |
91.69 |
89.63 |
84.30 |
|
R2 |
87.16 |
87.16 |
83.88 |
|
R1 |
85.10 |
85.10 |
83.47 |
83.87 |
PP |
82.63 |
82.63 |
82.63 |
82.01 |
S1 |
80.57 |
80.57 |
82.63 |
79.34 |
S2 |
78.10 |
78.10 |
82.22 |
|
S3 |
73.57 |
76.04 |
81.80 |
|
S4 |
69.04 |
71.51 |
80.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.30 |
79.21 |
4.09 |
5.1% |
2.61 |
3.3% |
5% |
False |
True |
43,044 |
10 |
85.71 |
79.21 |
6.50 |
8.2% |
2.46 |
3.1% |
3% |
False |
True |
45,468 |
20 |
85.71 |
76.93 |
8.78 |
11.1% |
2.39 |
3.0% |
28% |
False |
False |
45,459 |
40 |
86.68 |
76.93 |
9.75 |
12.3% |
1.96 |
2.5% |
26% |
False |
False |
44,579 |
60 |
86.68 |
76.10 |
10.58 |
13.3% |
1.81 |
2.3% |
31% |
False |
False |
37,546 |
80 |
86.68 |
71.22 |
15.46 |
19.5% |
1.74 |
2.2% |
53% |
False |
False |
32,296 |
100 |
86.68 |
65.63 |
21.05 |
26.5% |
1.74 |
2.2% |
66% |
False |
False |
29,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.08 |
2.618 |
87.39 |
1.618 |
85.13 |
1.000 |
83.73 |
0.618 |
82.87 |
HIGH |
81.47 |
0.618 |
80.61 |
0.500 |
80.34 |
0.382 |
80.07 |
LOW |
79.21 |
0.618 |
77.81 |
1.000 |
76.95 |
1.618 |
75.55 |
2.618 |
73.29 |
4.250 |
69.61 |
|
|
Fisher Pivots for day following 31-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
80.34 |
81.26 |
PP |
80.03 |
80.64 |
S1 |
79.73 |
80.03 |
|