NYMEX Light Sweet Crude Oil Future January 2024
| 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 |
85.85 |
81.21 |
-4.64 |
-5.4% |
87.18 |
| High |
86.05 |
81.66 |
-4.39 |
-5.1% |
90.27 |
| Low |
80.92 |
79.12 |
-1.80 |
-2.2% |
85.35 |
| Close |
80.98 |
79.41 |
-1.57 |
-1.9% |
86.98 |
| Range |
5.13 |
2.54 |
-2.59 |
-50.5% |
4.92 |
| ATR |
2.13 |
2.16 |
0.03 |
1.4% |
0.00 |
| Volume |
97,059 |
108,392 |
11,333 |
11.7% |
472,460 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.68 |
86.09 |
80.81 |
|
| R3 |
85.14 |
83.55 |
80.11 |
|
| R2 |
82.60 |
82.60 |
79.88 |
|
| R1 |
81.01 |
81.01 |
79.64 |
80.54 |
| PP |
80.06 |
80.06 |
80.06 |
79.83 |
| S1 |
78.47 |
78.47 |
79.18 |
78.00 |
| S2 |
77.52 |
77.52 |
78.94 |
|
| S3 |
74.98 |
75.93 |
78.71 |
|
| S4 |
72.44 |
73.39 |
78.01 |
|
|
| 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 |
89.09 |
79.12 |
9.97 |
12.6% |
2.90 |
3.7% |
3% |
False |
True |
93,646 |
| 10 |
90.27 |
79.12 |
11.15 |
14.0% |
2.50 |
3.1% |
3% |
False |
True |
95,308 |
| 20 |
90.27 |
79.12 |
11.15 |
14.0% |
2.04 |
2.6% |
3% |
False |
True |
82,541 |
| 40 |
90.27 |
76.75 |
13.52 |
17.0% |
1.83 |
2.3% |
20% |
False |
False |
59,506 |
| 60 |
90.27 |
72.84 |
17.43 |
21.9% |
1.78 |
2.2% |
38% |
False |
False |
47,804 |
| 80 |
90.27 |
66.73 |
23.54 |
29.6% |
1.80 |
2.3% |
54% |
False |
False |
40,341 |
| 100 |
90.27 |
66.22 |
24.05 |
30.3% |
1.86 |
2.3% |
55% |
False |
False |
33,938 |
| 120 |
90.27 |
65.00 |
25.27 |
31.8% |
1.88 |
2.4% |
57% |
False |
False |
29,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.46 |
|
2.618 |
88.31 |
|
1.618 |
85.77 |
|
1.000 |
84.20 |
|
0.618 |
83.23 |
|
HIGH |
81.66 |
|
0.618 |
80.69 |
|
0.500 |
80.39 |
|
0.382 |
80.09 |
|
LOW |
79.12 |
|
0.618 |
77.55 |
|
1.000 |
76.58 |
|
1.618 |
75.01 |
|
2.618 |
72.47 |
|
4.250 |
68.33 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
80.39 |
82.79 |
| PP |
80.06 |
81.66 |
| S1 |
79.74 |
80.54 |
|