NYMEX Light Sweet Crude Oil Future December 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 |
87.44 |
82.85 |
-4.59 |
-5.2% |
88.83 |
| High |
87.76 |
83.23 |
-4.53 |
-5.2% |
92.48 |
| Low |
82.50 |
80.61 |
-1.89 |
-2.3% |
86.74 |
| Close |
82.55 |
80.81 |
-1.74 |
-2.1% |
88.80 |
| Range |
5.26 |
2.62 |
-2.64 |
-50.2% |
5.74 |
| ATR |
2.32 |
2.34 |
0.02 |
0.9% |
0.00 |
| Volume |
217,228 |
234,178 |
16,950 |
7.8% |
975,795 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.41 |
87.73 |
82.25 |
|
| R3 |
86.79 |
85.11 |
81.53 |
|
| R2 |
84.17 |
84.17 |
81.29 |
|
| R1 |
82.49 |
82.49 |
81.05 |
82.02 |
| PP |
81.55 |
81.55 |
81.55 |
81.32 |
| S1 |
79.87 |
79.87 |
80.57 |
79.40 |
| S2 |
78.93 |
78.93 |
80.33 |
|
| S3 |
76.31 |
77.25 |
80.09 |
|
| S4 |
73.69 |
74.63 |
79.37 |
|
|
| 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 |
90.96 |
80.61 |
10.35 |
12.8% |
3.11 |
3.8% |
2% |
False |
True |
194,792 |
| 10 |
92.48 |
80.61 |
11.87 |
14.7% |
2.74 |
3.4% |
2% |
False |
True |
204,671 |
| 20 |
92.48 |
80.61 |
11.87 |
14.7% |
2.23 |
2.8% |
2% |
False |
True |
193,500 |
| 40 |
92.48 |
77.03 |
15.45 |
19.1% |
1.97 |
2.4% |
24% |
False |
False |
154,978 |
| 60 |
92.48 |
73.12 |
19.36 |
24.0% |
1.91 |
2.4% |
40% |
False |
False |
137,639 |
| 80 |
92.48 |
66.85 |
25.63 |
31.7% |
1.93 |
2.4% |
54% |
False |
False |
124,548 |
| 100 |
92.48 |
66.36 |
26.12 |
32.3% |
2.00 |
2.5% |
55% |
False |
False |
113,355 |
| 120 |
92.48 |
63.00 |
29.48 |
36.5% |
2.06 |
2.6% |
60% |
False |
False |
105,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.37 |
|
2.618 |
90.09 |
|
1.618 |
87.47 |
|
1.000 |
85.85 |
|
0.618 |
84.85 |
|
HIGH |
83.23 |
|
0.618 |
82.23 |
|
0.500 |
81.92 |
|
0.382 |
81.61 |
|
LOW |
80.61 |
|
0.618 |
78.99 |
|
1.000 |
77.99 |
|
1.618 |
76.37 |
|
2.618 |
73.75 |
|
4.250 |
69.48 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
81.92 |
84.43 |
| PP |
81.55 |
83.22 |
| S1 |
81.18 |
82.02 |
|