NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 09-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
82.28 |
85.25 |
2.97 |
3.6% |
90.82 |
| High |
83.28 |
87.24 |
3.96 |
4.8% |
91.88 |
| Low |
81.50 |
84.67 |
3.17 |
3.9% |
81.50 |
| Close |
82.79 |
86.38 |
3.59 |
4.3% |
82.79 |
| Range |
1.78 |
2.57 |
0.79 |
44.4% |
10.38 |
| ATR |
2.51 |
2.65 |
0.14 |
5.5% |
0.00 |
| Volume |
461,139 |
435,037 |
-26,102 |
-5.7% |
2,072,283 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.81 |
92.66 |
87.79 |
|
| R3 |
91.24 |
90.09 |
87.09 |
|
| R2 |
88.67 |
88.67 |
86.85 |
|
| R1 |
87.52 |
87.52 |
86.62 |
88.10 |
| PP |
86.10 |
86.10 |
86.10 |
86.38 |
| S1 |
84.95 |
84.95 |
86.14 |
85.53 |
| S2 |
83.53 |
83.53 |
85.91 |
|
| S3 |
80.96 |
82.38 |
85.67 |
|
| S4 |
78.39 |
79.81 |
84.97 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.53 |
110.04 |
88.50 |
|
| R3 |
106.15 |
99.66 |
85.64 |
|
| R2 |
95.77 |
95.77 |
84.69 |
|
| R1 |
89.28 |
89.28 |
83.74 |
87.34 |
| PP |
85.39 |
85.39 |
85.39 |
84.42 |
| S1 |
78.90 |
78.90 |
81.84 |
76.96 |
| S2 |
75.01 |
75.01 |
80.89 |
|
| S3 |
64.63 |
68.52 |
79.94 |
|
| S4 |
54.25 |
58.14 |
77.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.27 |
81.50 |
8.77 |
10.2% |
3.01 |
3.5% |
56% |
False |
False |
434,565 |
| 10 |
95.03 |
81.50 |
13.53 |
15.7% |
3.12 |
3.6% |
36% |
False |
False |
409,245 |
| 20 |
95.03 |
81.50 |
13.53 |
15.7% |
2.53 |
2.9% |
36% |
False |
False |
381,578 |
| 40 |
95.03 |
77.32 |
17.71 |
20.5% |
2.17 |
2.5% |
51% |
False |
False |
250,463 |
| 60 |
95.03 |
73.39 |
21.64 |
25.1% |
2.06 |
2.4% |
60% |
False |
False |
191,729 |
| 80 |
95.03 |
67.49 |
27.54 |
31.9% |
2.03 |
2.4% |
69% |
False |
False |
153,903 |
| 100 |
95.03 |
66.67 |
28.36 |
32.8% |
2.09 |
2.4% |
69% |
False |
False |
127,984 |
| 120 |
95.03 |
63.50 |
31.53 |
36.5% |
2.13 |
2.5% |
73% |
False |
False |
109,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.16 |
|
2.618 |
93.97 |
|
1.618 |
91.40 |
|
1.000 |
89.81 |
|
0.618 |
88.83 |
|
HIGH |
87.24 |
|
0.618 |
86.26 |
|
0.500 |
85.96 |
|
0.382 |
85.65 |
|
LOW |
84.67 |
|
0.618 |
83.08 |
|
1.000 |
82.10 |
|
1.618 |
80.51 |
|
2.618 |
77.94 |
|
4.250 |
73.75 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
86.24 |
85.71 |
| PP |
86.10 |
85.04 |
| S1 |
85.96 |
84.37 |
|