NYMEX Light Sweet Crude Oil Future January 2024
| 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 |
85.39 |
85.85 |
0.46 |
0.5% |
87.18 |
| High |
86.46 |
86.05 |
-0.41 |
-0.5% |
90.27 |
| Low |
84.71 |
80.92 |
-3.79 |
-4.5% |
85.35 |
| Close |
85.77 |
80.98 |
-4.79 |
-5.6% |
86.98 |
| Range |
1.75 |
5.13 |
3.38 |
193.1% |
4.92 |
| ATR |
1.90 |
2.13 |
0.23 |
12.2% |
0.00 |
| Volume |
103,098 |
97,059 |
-6,039 |
-5.9% |
472,460 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.04 |
94.64 |
83.80 |
|
| R3 |
92.91 |
89.51 |
82.39 |
|
| R2 |
87.78 |
87.78 |
81.92 |
|
| R1 |
84.38 |
84.38 |
81.45 |
83.52 |
| PP |
82.65 |
82.65 |
82.65 |
82.22 |
| S1 |
79.25 |
79.25 |
80.51 |
78.39 |
| S2 |
77.52 |
77.52 |
80.04 |
|
| S3 |
72.39 |
74.12 |
79.57 |
|
| S4 |
67.26 |
68.99 |
78.16 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.29 |
99.56 |
89.69 |
|
| R3 |
97.37 |
94.64 |
88.33 |
|
| R2 |
92.45 |
92.45 |
87.88 |
|
| R1 |
89.72 |
89.72 |
87.43 |
88.63 |
| PP |
87.53 |
87.53 |
87.53 |
86.99 |
| S1 |
84.80 |
84.80 |
86.53 |
83.71 |
| S2 |
82.61 |
82.61 |
86.08 |
|
| S3 |
77.69 |
79.88 |
85.63 |
|
| S4 |
72.77 |
74.96 |
84.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.27 |
80.92 |
9.35 |
11.5% |
2.95 |
3.6% |
1% |
False |
True |
93,378 |
| 10 |
90.27 |
80.92 |
9.35 |
11.5% |
2.46 |
3.0% |
1% |
False |
True |
90,913 |
| 20 |
90.27 |
80.92 |
9.35 |
11.5% |
1.97 |
2.4% |
1% |
False |
True |
79,082 |
| 40 |
90.27 |
76.75 |
13.52 |
16.7% |
1.80 |
2.2% |
31% |
False |
False |
57,839 |
| 60 |
90.27 |
72.84 |
17.43 |
21.5% |
1.76 |
2.2% |
47% |
False |
False |
46,356 |
| 80 |
90.27 |
66.22 |
24.05 |
29.7% |
1.80 |
2.2% |
61% |
False |
False |
39,195 |
| 100 |
90.27 |
66.22 |
24.05 |
29.7% |
1.85 |
2.3% |
61% |
False |
False |
32,870 |
| 120 |
90.27 |
65.00 |
25.27 |
31.2% |
1.86 |
2.3% |
63% |
False |
False |
28,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.85 |
|
2.618 |
99.48 |
|
1.618 |
94.35 |
|
1.000 |
91.18 |
|
0.618 |
89.22 |
|
HIGH |
86.05 |
|
0.618 |
84.09 |
|
0.500 |
83.49 |
|
0.382 |
82.88 |
|
LOW |
80.92 |
|
0.618 |
77.75 |
|
1.000 |
75.79 |
|
1.618 |
72.62 |
|
2.618 |
67.49 |
|
4.250 |
59.12 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
83.49 |
84.49 |
| PP |
82.65 |
83.32 |
| S1 |
81.82 |
82.15 |
|