NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
81.21 |
79.45 |
-1.76 |
-2.2% |
86.80 |
| High |
81.66 |
80.24 |
-1.42 |
-1.7% |
88.05 |
| Low |
79.12 |
78.93 |
-0.19 |
-0.2% |
78.93 |
| Close |
79.41 |
79.83 |
0.42 |
0.5% |
79.83 |
| Range |
2.54 |
1.31 |
-1.23 |
-48.4% |
9.12 |
| ATR |
2.16 |
2.10 |
-0.06 |
-2.8% |
0.00 |
| Volume |
108,392 |
126,100 |
17,708 |
16.3% |
506,440 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.60 |
83.02 |
80.55 |
|
| R3 |
82.29 |
81.71 |
80.19 |
|
| R2 |
80.98 |
80.98 |
80.07 |
|
| R1 |
80.40 |
80.40 |
79.95 |
80.69 |
| PP |
79.67 |
79.67 |
79.67 |
79.81 |
| S1 |
79.09 |
79.09 |
79.71 |
79.38 |
| S2 |
78.36 |
78.36 |
79.59 |
|
| S3 |
77.05 |
77.78 |
79.47 |
|
| S4 |
75.74 |
76.47 |
79.11 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.63 |
103.85 |
84.85 |
|
| R3 |
100.51 |
94.73 |
82.34 |
|
| R2 |
91.39 |
91.39 |
81.50 |
|
| R1 |
85.61 |
85.61 |
80.67 |
83.94 |
| PP |
82.27 |
82.27 |
82.27 |
81.44 |
| S1 |
76.49 |
76.49 |
78.99 |
74.82 |
| S2 |
73.15 |
73.15 |
78.16 |
|
| S3 |
64.03 |
67.37 |
77.32 |
|
| S4 |
54.91 |
58.25 |
74.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.05 |
78.93 |
9.12 |
11.4% |
2.69 |
3.4% |
10% |
False |
True |
101,288 |
| 10 |
90.27 |
78.93 |
11.34 |
14.2% |
2.45 |
3.1% |
8% |
False |
True |
97,890 |
| 20 |
90.27 |
78.93 |
11.34 |
14.2% |
2.03 |
2.5% |
8% |
False |
True |
86,532 |
| 40 |
90.27 |
76.75 |
13.52 |
16.9% |
1.82 |
2.3% |
23% |
False |
False |
61,861 |
| 60 |
90.27 |
72.84 |
17.43 |
21.8% |
1.78 |
2.2% |
40% |
False |
False |
49,418 |
| 80 |
90.27 |
67.26 |
23.01 |
28.8% |
1.79 |
2.2% |
55% |
False |
False |
41,730 |
| 100 |
90.27 |
66.22 |
24.05 |
30.1% |
1.85 |
2.3% |
57% |
False |
False |
35,141 |
| 120 |
90.27 |
65.00 |
25.27 |
31.7% |
1.88 |
2.3% |
59% |
False |
False |
30,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.81 |
|
2.618 |
83.67 |
|
1.618 |
82.36 |
|
1.000 |
81.55 |
|
0.618 |
81.05 |
|
HIGH |
80.24 |
|
0.618 |
79.74 |
|
0.500 |
79.59 |
|
0.382 |
79.43 |
|
LOW |
78.93 |
|
0.618 |
78.12 |
|
1.000 |
77.62 |
|
1.618 |
76.81 |
|
2.618 |
75.50 |
|
4.250 |
73.36 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
79.75 |
82.49 |
| PP |
79.67 |
81.60 |
| S1 |
79.59 |
80.72 |
|