NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 04-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
87.01 |
87.44 |
0.43 |
0.5% |
88.83 |
| High |
88.25 |
87.76 |
-0.49 |
-0.6% |
92.48 |
| Low |
86.17 |
82.50 |
-3.67 |
-4.3% |
86.74 |
| Close |
87.44 |
82.55 |
-4.89 |
-5.6% |
88.80 |
| Range |
2.08 |
5.26 |
3.18 |
152.9% |
5.74 |
| ATR |
2.09 |
2.32 |
0.23 |
10.8% |
0.00 |
| Volume |
204,059 |
217,228 |
13,169 |
6.5% |
975,795 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.05 |
96.56 |
85.44 |
|
| R3 |
94.79 |
91.30 |
84.00 |
|
| R2 |
89.53 |
89.53 |
83.51 |
|
| R1 |
86.04 |
86.04 |
83.03 |
85.16 |
| PP |
84.27 |
84.27 |
84.27 |
83.83 |
| S1 |
80.78 |
80.78 |
82.07 |
79.90 |
| S2 |
79.01 |
79.01 |
81.59 |
|
| S3 |
73.75 |
75.52 |
81.10 |
|
| S4 |
68.49 |
70.26 |
79.66 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.56 |
103.42 |
91.96 |
|
| R3 |
100.82 |
97.68 |
90.38 |
|
| R2 |
95.08 |
95.08 |
89.85 |
|
| R1 |
91.94 |
91.94 |
89.33 |
90.64 |
| PP |
89.34 |
89.34 |
89.34 |
88.69 |
| S1 |
86.20 |
86.20 |
88.27 |
84.90 |
| S2 |
83.60 |
83.60 |
87.75 |
|
| S3 |
77.86 |
80.46 |
87.22 |
|
| S4 |
72.12 |
74.72 |
85.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.48 |
82.50 |
9.98 |
12.1% |
3.22 |
3.9% |
1% |
False |
True |
193,323 |
| 10 |
92.48 |
82.50 |
9.98 |
12.1% |
2.71 |
3.3% |
1% |
False |
True |
197,457 |
| 20 |
92.48 |
82.50 |
9.98 |
12.1% |
2.16 |
2.6% |
1% |
False |
True |
186,410 |
| 40 |
92.48 |
77.03 |
15.45 |
18.7% |
1.94 |
2.4% |
36% |
False |
False |
153,197 |
| 60 |
92.48 |
73.12 |
19.36 |
23.5% |
1.89 |
2.3% |
49% |
False |
False |
135,252 |
| 80 |
92.48 |
66.36 |
26.12 |
31.6% |
1.93 |
2.3% |
62% |
False |
False |
122,878 |
| 100 |
92.48 |
66.36 |
26.12 |
31.6% |
1.99 |
2.4% |
62% |
False |
False |
111,509 |
| 120 |
92.48 |
63.00 |
29.48 |
35.7% |
2.05 |
2.5% |
66% |
False |
False |
103,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.12 |
|
2.618 |
101.53 |
|
1.618 |
96.27 |
|
1.000 |
93.02 |
|
0.618 |
91.01 |
|
HIGH |
87.76 |
|
0.618 |
85.75 |
|
0.500 |
85.13 |
|
0.382 |
84.51 |
|
LOW |
82.50 |
|
0.618 |
79.25 |
|
1.000 |
77.24 |
|
1.618 |
73.99 |
|
2.618 |
68.73 |
|
4.250 |
60.15 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
85.13 |
86.20 |
| PP |
84.27 |
84.98 |
| S1 |
83.41 |
83.77 |
|