NYMEX Light Sweet Crude Oil Future May 2024
Trading Metrics calculated at close of trading on 27-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
81.57 |
80.24 |
-1.33 |
-1.6% |
82.49 |
High |
81.85 |
81.95 |
0.10 |
0.1% |
82.97 |
Low |
79.61 |
80.13 |
0.52 |
0.7% |
79.27 |
Close |
80.11 |
81.74 |
1.63 |
2.0% |
81.74 |
Range |
2.24 |
1.82 |
-0.42 |
-18.8% |
3.70 |
ATR |
1.94 |
1.93 |
-0.01 |
-0.4% |
0.00 |
Volume |
14,022 |
12,618 |
-1,404 |
-10.0% |
65,670 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.73 |
86.06 |
82.74 |
|
R3 |
84.91 |
84.24 |
82.24 |
|
R2 |
83.09 |
83.09 |
82.07 |
|
R1 |
82.42 |
82.42 |
81.91 |
82.76 |
PP |
81.27 |
81.27 |
81.27 |
81.44 |
S1 |
80.60 |
80.60 |
81.57 |
80.94 |
S2 |
79.45 |
79.45 |
81.41 |
|
S3 |
77.63 |
78.78 |
81.24 |
|
S4 |
75.81 |
76.96 |
80.74 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.43 |
90.78 |
83.78 |
|
R3 |
88.73 |
87.08 |
82.76 |
|
R2 |
85.03 |
85.03 |
82.42 |
|
R1 |
83.38 |
83.38 |
82.08 |
82.36 |
PP |
81.33 |
81.33 |
81.33 |
80.81 |
S1 |
79.68 |
79.68 |
81.40 |
78.66 |
S2 |
77.63 |
77.63 |
81.06 |
|
S3 |
73.93 |
75.98 |
80.72 |
|
S4 |
70.23 |
72.28 |
79.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.97 |
79.27 |
3.70 |
4.5% |
2.19 |
2.7% |
67% |
False |
False |
13,134 |
10 |
83.87 |
79.27 |
4.60 |
5.6% |
1.93 |
2.4% |
54% |
False |
False |
10,612 |
20 |
83.87 |
75.68 |
8.19 |
10.0% |
1.96 |
2.4% |
74% |
False |
False |
10,376 |
40 |
84.87 |
75.68 |
9.19 |
11.2% |
1.62 |
2.0% |
66% |
False |
False |
9,610 |
60 |
84.87 |
75.46 |
9.41 |
11.5% |
1.47 |
1.8% |
67% |
False |
False |
7,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.69 |
2.618 |
86.71 |
1.618 |
84.89 |
1.000 |
83.77 |
0.618 |
83.07 |
HIGH |
81.95 |
0.618 |
81.25 |
0.500 |
81.04 |
0.382 |
80.83 |
LOW |
80.13 |
0.618 |
79.01 |
1.000 |
78.31 |
1.618 |
77.19 |
2.618 |
75.37 |
4.250 |
72.40 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
81.51 |
81.36 |
PP |
81.27 |
80.99 |
S1 |
81.04 |
80.61 |
|