NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 05-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
89.42 |
84.45 |
-4.97 |
-5.6% |
90.55 |
| High |
89.59 |
84.92 |
-4.67 |
-5.2% |
95.03 |
| Low |
84.16 |
82.15 |
-2.01 |
-2.4% |
88.19 |
| Close |
84.22 |
82.31 |
-1.91 |
-2.3% |
90.79 |
| Range |
5.43 |
2.77 |
-2.66 |
-49.0% |
6.84 |
| ATR |
2.55 |
2.57 |
0.02 |
0.6% |
0.00 |
| Volume |
459,995 |
465,997 |
6,002 |
1.3% |
1,913,506 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.44 |
89.64 |
83.83 |
|
| R3 |
88.67 |
86.87 |
83.07 |
|
| R2 |
85.90 |
85.90 |
82.82 |
|
| R1 |
84.10 |
84.10 |
82.56 |
83.62 |
| PP |
83.13 |
83.13 |
83.13 |
82.88 |
| S1 |
81.33 |
81.33 |
82.06 |
80.85 |
| S2 |
80.36 |
80.36 |
81.80 |
|
| S3 |
77.59 |
78.56 |
81.55 |
|
| S4 |
74.82 |
75.79 |
80.79 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.86 |
108.16 |
94.55 |
|
| R3 |
105.02 |
101.32 |
92.67 |
|
| R2 |
98.18 |
98.18 |
92.04 |
|
| R1 |
94.48 |
94.48 |
91.42 |
96.33 |
| PP |
91.34 |
91.34 |
91.34 |
92.26 |
| S1 |
87.64 |
87.64 |
90.16 |
89.49 |
| S2 |
84.50 |
84.50 |
89.54 |
|
| S3 |
77.66 |
80.80 |
88.91 |
|
| S4 |
70.82 |
73.96 |
87.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.10 |
82.15 |
10.95 |
13.3% |
3.38 |
4.1% |
1% |
False |
True |
393,385 |
| 10 |
95.03 |
82.15 |
12.88 |
15.6% |
3.07 |
3.7% |
1% |
False |
True |
392,673 |
| 20 |
95.03 |
82.15 |
12.88 |
15.6% |
2.47 |
3.0% |
1% |
False |
True |
352,001 |
| 40 |
95.03 |
77.32 |
17.71 |
21.5% |
2.14 |
2.6% |
28% |
False |
False |
232,734 |
| 60 |
95.03 |
73.39 |
21.64 |
26.3% |
2.05 |
2.5% |
41% |
False |
False |
178,341 |
| 80 |
95.03 |
67.20 |
27.83 |
33.8% |
2.04 |
2.5% |
54% |
False |
False |
143,492 |
| 100 |
95.03 |
66.67 |
28.36 |
34.5% |
2.08 |
2.5% |
55% |
False |
False |
119,201 |
| 120 |
95.03 |
63.50 |
31.53 |
38.3% |
2.12 |
2.6% |
60% |
False |
False |
101,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.69 |
|
2.618 |
92.17 |
|
1.618 |
89.40 |
|
1.000 |
87.69 |
|
0.618 |
86.63 |
|
HIGH |
84.92 |
|
0.618 |
83.86 |
|
0.500 |
83.54 |
|
0.382 |
83.21 |
|
LOW |
82.15 |
|
0.618 |
80.44 |
|
1.000 |
79.38 |
|
1.618 |
77.67 |
|
2.618 |
74.90 |
|
4.250 |
70.38 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
83.54 |
86.21 |
| PP |
83.13 |
84.91 |
| S1 |
82.72 |
83.61 |
|