NYMEX Light Sweet Crude Oil Future April 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 |
81.80 |
80.05 |
-1.75 |
-2.1% |
83.45 |
| High |
81.96 |
80.84 |
-1.12 |
-1.4% |
83.71 |
| Low |
79.31 |
78.81 |
-0.50 |
-0.6% |
79.65 |
| Close |
79.78 |
78.93 |
-0.85 |
-1.1% |
82.36 |
| Range |
2.65 |
2.03 |
-0.62 |
-23.4% |
4.06 |
| ATR |
2.13 |
2.13 |
-0.01 |
-0.3% |
0.00 |
| Volume |
13,102 |
19,836 |
6,734 |
51.4% |
79,146 |
|
| Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.62 |
84.30 |
80.05 |
|
| R3 |
83.59 |
82.27 |
79.49 |
|
| R2 |
81.56 |
81.56 |
79.30 |
|
| R1 |
80.24 |
80.24 |
79.12 |
79.89 |
| PP |
79.53 |
79.53 |
79.53 |
79.35 |
| S1 |
78.21 |
78.21 |
78.74 |
77.86 |
| S2 |
77.50 |
77.50 |
78.56 |
|
| S3 |
75.47 |
76.18 |
78.37 |
|
| S4 |
73.44 |
74.15 |
77.81 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.09 |
92.28 |
84.59 |
|
| R3 |
90.03 |
88.22 |
83.48 |
|
| R2 |
85.97 |
85.97 |
83.10 |
|
| R1 |
84.16 |
84.16 |
82.73 |
83.04 |
| PP |
81.91 |
81.91 |
81.91 |
81.34 |
| S1 |
80.10 |
80.10 |
81.99 |
78.98 |
| S2 |
77.85 |
77.85 |
81.62 |
|
| S3 |
73.79 |
76.04 |
81.24 |
|
| S4 |
69.73 |
71.98 |
80.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.61 |
78.81 |
3.80 |
4.8% |
2.39 |
3.0% |
3% |
False |
True |
16,000 |
| 10 |
84.68 |
78.81 |
5.87 |
7.4% |
2.24 |
2.8% |
2% |
False |
True |
15,416 |
| 20 |
84.68 |
76.20 |
8.48 |
10.7% |
2.21 |
2.8% |
32% |
False |
False |
14,823 |
| 40 |
85.75 |
76.20 |
9.55 |
12.1% |
1.79 |
2.3% |
29% |
False |
False |
14,357 |
| 60 |
85.75 |
75.83 |
9.92 |
12.6% |
1.65 |
2.1% |
31% |
False |
False |
11,434 |
| 80 |
85.75 |
71.01 |
14.74 |
18.7% |
1.54 |
2.0% |
54% |
False |
False |
9,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.47 |
|
2.618 |
86.15 |
|
1.618 |
84.12 |
|
1.000 |
82.87 |
|
0.618 |
82.09 |
|
HIGH |
80.84 |
|
0.618 |
80.06 |
|
0.500 |
79.83 |
|
0.382 |
79.59 |
|
LOW |
78.81 |
|
0.618 |
77.56 |
|
1.000 |
76.78 |
|
1.618 |
75.53 |
|
2.618 |
73.50 |
|
4.250 |
70.18 |
|
|
| Fisher Pivots for day following 31-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
79.83 |
80.71 |
| PP |
79.53 |
80.12 |
| S1 |
79.23 |
79.52 |
|