NYMEX Light Sweet Crude Oil Future March 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 |
80.65 |
79.95 |
-0.70 |
-0.9% |
84.36 |
High |
81.47 |
81.49 |
0.02 |
0.0% |
84.68 |
Low |
79.21 |
78.98 |
-0.23 |
-0.3% |
80.15 |
Close |
79.42 |
79.13 |
-0.29 |
-0.4% |
83.05 |
Range |
2.26 |
2.51 |
0.25 |
11.1% |
4.53 |
ATR |
2.30 |
2.32 |
0.01 |
0.6% |
0.00 |
Volume |
47,030 |
60,902 |
13,872 |
29.5% |
225,144 |
|
Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.40 |
85.77 |
80.51 |
|
R3 |
84.89 |
83.26 |
79.82 |
|
R2 |
82.38 |
82.38 |
79.59 |
|
R1 |
80.75 |
80.75 |
79.36 |
80.31 |
PP |
79.87 |
79.87 |
79.87 |
79.65 |
S1 |
78.24 |
78.24 |
78.90 |
77.80 |
S2 |
77.36 |
77.36 |
78.67 |
|
S3 |
74.85 |
75.73 |
78.44 |
|
S4 |
72.34 |
73.22 |
77.75 |
|
|
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 |
78.98 |
4.32 |
5.5% |
2.49 |
3.1% |
3% |
False |
True |
42,894 |
10 |
85.71 |
78.98 |
6.73 |
8.5% |
2.52 |
3.2% |
2% |
False |
True |
47,576 |
20 |
85.71 |
76.93 |
8.78 |
11.1% |
2.28 |
2.9% |
25% |
False |
False |
46,286 |
40 |
86.68 |
76.93 |
9.75 |
12.3% |
1.98 |
2.5% |
23% |
False |
False |
45,232 |
60 |
86.68 |
76.10 |
10.58 |
13.4% |
1.81 |
2.3% |
29% |
False |
False |
38,304 |
80 |
86.68 |
72.18 |
14.50 |
18.3% |
1.75 |
2.2% |
48% |
False |
False |
32,823 |
100 |
86.68 |
65.63 |
21.05 |
26.6% |
1.75 |
2.2% |
64% |
False |
False |
29,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.16 |
2.618 |
88.06 |
1.618 |
85.55 |
1.000 |
84.00 |
0.618 |
83.04 |
HIGH |
81.49 |
0.618 |
80.53 |
0.500 |
80.24 |
0.382 |
79.94 |
LOW |
78.98 |
0.618 |
77.43 |
1.000 |
76.47 |
1.618 |
74.92 |
2.618 |
72.41 |
4.250 |
68.31 |
|
|
Fisher Pivots for day following 01-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
80.24 |
80.88 |
PP |
79.87 |
80.30 |
S1 |
79.50 |
79.71 |
|