NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 02-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
81.48 |
80.82 |
-0.66 |
-0.8% |
88.00 |
| High |
83.42 |
82.83 |
-0.59 |
-0.7% |
88.29 |
| Low |
80.30 |
80.22 |
-0.08 |
-0.1% |
82.08 |
| Close |
80.44 |
82.46 |
2.02 |
2.5% |
85.54 |
| Range |
3.12 |
2.61 |
-0.51 |
-16.3% |
6.21 |
| ATR |
2.85 |
2.83 |
-0.02 |
-0.6% |
0.00 |
| Volume |
321,592 |
307,122 |
-14,470 |
-4.5% |
1,791,119 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.67 |
88.67 |
83.90 |
|
| R3 |
87.06 |
86.06 |
83.18 |
|
| R2 |
84.45 |
84.45 |
82.94 |
|
| R1 |
83.45 |
83.45 |
82.70 |
83.95 |
| PP |
81.84 |
81.84 |
81.84 |
82.09 |
| S1 |
80.84 |
80.84 |
82.22 |
81.34 |
| S2 |
79.23 |
79.23 |
81.98 |
|
| S3 |
76.62 |
78.23 |
81.74 |
|
| S4 |
74.01 |
75.62 |
81.02 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.93 |
100.95 |
88.96 |
|
| R3 |
97.72 |
94.74 |
87.25 |
|
| R2 |
91.51 |
91.51 |
86.68 |
|
| R1 |
88.53 |
88.53 |
86.11 |
86.92 |
| PP |
85.30 |
85.30 |
85.30 |
84.50 |
| S1 |
82.32 |
82.32 |
84.97 |
80.71 |
| S2 |
79.09 |
79.09 |
84.40 |
|
| S3 |
72.88 |
76.11 |
83.83 |
|
| S4 |
66.67 |
69.90 |
82.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.90 |
80.22 |
5.68 |
6.9% |
2.93 |
3.6% |
39% |
False |
True |
333,081 |
| 10 |
89.85 |
80.22 |
9.63 |
11.7% |
2.98 |
3.6% |
23% |
False |
True |
343,468 |
| 20 |
89.85 |
80.20 |
9.65 |
11.7% |
2.79 |
3.4% |
23% |
False |
False |
314,145 |
| 40 |
92.48 |
80.20 |
12.28 |
14.9% |
2.51 |
3.0% |
18% |
False |
False |
253,823 |
| 60 |
92.48 |
77.03 |
15.45 |
18.7% |
2.24 |
2.7% |
35% |
False |
False |
208,034 |
| 80 |
92.48 |
73.12 |
19.36 |
23.5% |
2.13 |
2.6% |
48% |
False |
False |
181,766 |
| 100 |
92.48 |
66.85 |
25.63 |
31.1% |
2.10 |
2.5% |
61% |
False |
False |
162,467 |
| 120 |
92.48 |
66.36 |
26.12 |
31.7% |
2.13 |
2.6% |
62% |
False |
False |
146,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.92 |
|
2.618 |
89.66 |
|
1.618 |
87.05 |
|
1.000 |
85.44 |
|
0.618 |
84.44 |
|
HIGH |
82.83 |
|
0.618 |
81.83 |
|
0.500 |
81.53 |
|
0.382 |
81.22 |
|
LOW |
80.22 |
|
0.618 |
78.61 |
|
1.000 |
77.61 |
|
1.618 |
76.00 |
|
2.618 |
73.39 |
|
4.250 |
69.13 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
82.15 |
82.25 |
| PP |
81.84 |
82.03 |
| S1 |
81.53 |
81.82 |
|