NYMEX Light Sweet Crude Oil Future May 2024
Trading Metrics calculated at close of trading on 30-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
80.24 |
80.52 |
0.28 |
0.3% |
82.49 |
High |
81.95 |
81.26 |
-0.69 |
-0.8% |
82.97 |
Low |
80.13 |
78.80 |
-1.33 |
-1.7% |
79.27 |
Close |
81.74 |
79.26 |
-2.48 |
-3.0% |
81.74 |
Range |
1.82 |
2.46 |
0.64 |
35.2% |
3.70 |
ATR |
1.93 |
2.00 |
0.07 |
3.7% |
0.00 |
Volume |
12,618 |
14,846 |
2,228 |
17.7% |
65,670 |
|
Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.15 |
85.67 |
80.61 |
|
R3 |
84.69 |
83.21 |
79.94 |
|
R2 |
82.23 |
82.23 |
79.71 |
|
R1 |
80.75 |
80.75 |
79.49 |
80.26 |
PP |
79.77 |
79.77 |
79.77 |
79.53 |
S1 |
78.29 |
78.29 |
79.03 |
77.80 |
S2 |
77.31 |
77.31 |
78.81 |
|
S3 |
74.85 |
75.83 |
78.58 |
|
S4 |
72.39 |
73.37 |
77.91 |
|
|
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 |
81.95 |
78.80 |
3.15 |
4.0% |
2.30 |
2.9% |
15% |
False |
True |
14,504 |
10 |
83.87 |
78.80 |
5.07 |
6.4% |
2.05 |
2.6% |
9% |
False |
True |
11,399 |
20 |
83.87 |
75.68 |
8.19 |
10.3% |
2.00 |
2.5% |
44% |
False |
False |
10,718 |
40 |
84.87 |
75.68 |
9.19 |
11.6% |
1.65 |
2.1% |
39% |
False |
False |
9,784 |
60 |
84.87 |
75.46 |
9.41 |
11.9% |
1.50 |
1.9% |
40% |
False |
False |
7,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.72 |
2.618 |
87.70 |
1.618 |
85.24 |
1.000 |
83.72 |
0.618 |
82.78 |
HIGH |
81.26 |
0.618 |
80.32 |
0.500 |
80.03 |
0.382 |
79.74 |
LOW |
78.80 |
0.618 |
77.28 |
1.000 |
76.34 |
1.618 |
74.82 |
2.618 |
72.36 |
4.250 |
68.35 |
|
|
Fisher Pivots for day following 30-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
80.03 |
80.38 |
PP |
79.77 |
80.00 |
S1 |
79.52 |
79.63 |
|