NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
80.82 |
82.58 |
1.76 |
2.2% |
85.00 |
| High |
82.83 |
83.60 |
0.77 |
0.9% |
85.30 |
| Low |
80.22 |
80.10 |
-0.12 |
-0.1% |
80.10 |
| Close |
82.46 |
80.51 |
-1.95 |
-2.4% |
80.51 |
| Range |
2.61 |
3.50 |
0.89 |
34.1% |
5.20 |
| ATR |
2.83 |
2.88 |
0.05 |
1.7% |
0.00 |
| Volume |
307,122 |
457,281 |
150,159 |
48.9% |
1,788,930 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.90 |
89.71 |
82.44 |
|
| R3 |
88.40 |
86.21 |
81.47 |
|
| R2 |
84.90 |
84.90 |
81.15 |
|
| R1 |
82.71 |
82.71 |
80.83 |
82.06 |
| PP |
81.40 |
81.40 |
81.40 |
81.08 |
| S1 |
79.21 |
79.21 |
80.19 |
78.56 |
| S2 |
77.90 |
77.90 |
79.87 |
|
| S3 |
74.40 |
75.71 |
79.55 |
|
| S4 |
70.90 |
72.21 |
78.59 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.57 |
94.24 |
83.37 |
|
| R3 |
92.37 |
89.04 |
81.94 |
|
| R2 |
87.17 |
87.17 |
81.46 |
|
| R1 |
83.84 |
83.84 |
80.99 |
82.91 |
| PP |
81.97 |
81.97 |
81.97 |
81.50 |
| S1 |
78.64 |
78.64 |
80.03 |
77.71 |
| S2 |
76.77 |
76.77 |
79.56 |
|
| S3 |
71.57 |
73.44 |
79.08 |
|
| S4 |
66.37 |
68.24 |
77.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.30 |
80.10 |
5.20 |
6.5% |
3.07 |
3.8% |
8% |
False |
True |
357,786 |
| 10 |
88.29 |
80.10 |
8.19 |
10.2% |
3.10 |
3.8% |
5% |
False |
True |
358,004 |
| 20 |
89.85 |
80.10 |
9.75 |
12.1% |
2.89 |
3.6% |
4% |
False |
True |
323,124 |
| 40 |
92.48 |
80.10 |
12.38 |
15.4% |
2.55 |
3.2% |
3% |
False |
True |
262,658 |
| 60 |
92.48 |
77.03 |
15.45 |
19.2% |
2.27 |
2.8% |
23% |
False |
False |
213,627 |
| 80 |
92.48 |
73.12 |
19.36 |
24.0% |
2.15 |
2.7% |
38% |
False |
False |
186,027 |
| 100 |
92.48 |
67.40 |
25.08 |
31.2% |
2.11 |
2.6% |
52% |
False |
False |
166,145 |
| 120 |
92.48 |
66.36 |
26.12 |
32.4% |
2.14 |
2.7% |
54% |
False |
False |
150,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.48 |
|
2.618 |
92.76 |
|
1.618 |
89.26 |
|
1.000 |
87.10 |
|
0.618 |
85.76 |
|
HIGH |
83.60 |
|
0.618 |
82.26 |
|
0.500 |
81.85 |
|
0.382 |
81.44 |
|
LOW |
80.10 |
|
0.618 |
77.94 |
|
1.000 |
76.60 |
|
1.618 |
74.44 |
|
2.618 |
70.94 |
|
4.250 |
65.23 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
81.85 |
81.85 |
| PP |
81.40 |
81.40 |
| S1 |
80.96 |
80.96 |
|