NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 27-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
84.58 |
82.88 |
-1.70 |
-2.0% |
86.69 |
| High |
84.85 |
85.00 |
0.15 |
0.2% |
87.00 |
| Low |
81.97 |
82.41 |
0.44 |
0.5% |
81.44 |
| Close |
82.54 |
84.70 |
2.16 |
2.6% |
84.70 |
| Range |
2.88 |
2.59 |
-0.29 |
-10.1% |
5.56 |
| ATR |
2.58 |
2.58 |
0.00 |
0.0% |
0.00 |
| Volume |
107,550 |
101,146 |
-6,404 |
-6.0% |
587,341 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.81 |
90.84 |
86.12 |
|
| R3 |
89.22 |
88.25 |
85.41 |
|
| R2 |
86.63 |
86.63 |
85.17 |
|
| R1 |
85.66 |
85.66 |
84.94 |
86.15 |
| PP |
84.04 |
84.04 |
84.04 |
84.28 |
| S1 |
83.07 |
83.07 |
84.46 |
83.56 |
| S2 |
81.45 |
81.45 |
84.23 |
|
| S3 |
78.86 |
80.48 |
83.99 |
|
| S4 |
76.27 |
77.89 |
83.28 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.06 |
98.44 |
87.76 |
|
| R3 |
95.50 |
92.88 |
86.23 |
|
| R2 |
89.94 |
89.94 |
85.72 |
|
| R1 |
87.32 |
87.32 |
85.21 |
85.85 |
| PP |
84.38 |
84.38 |
84.38 |
83.65 |
| S1 |
81.76 |
81.76 |
84.19 |
80.29 |
| S2 |
78.82 |
78.82 |
83.68 |
|
| S3 |
73.26 |
76.20 |
83.17 |
|
| S4 |
67.70 |
70.64 |
81.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.00 |
81.44 |
5.56 |
6.6% |
2.93 |
3.5% |
59% |
False |
False |
117,468 |
| 10 |
88.37 |
81.44 |
6.93 |
8.2% |
2.64 |
3.1% |
47% |
False |
False |
103,844 |
| 20 |
88.37 |
78.93 |
9.44 |
11.1% |
2.65 |
3.1% |
61% |
False |
False |
107,990 |
| 40 |
90.27 |
78.93 |
11.34 |
13.4% |
2.23 |
2.6% |
51% |
False |
False |
91,549 |
| 60 |
90.27 |
76.75 |
13.52 |
16.0% |
2.01 |
2.4% |
59% |
False |
False |
71,270 |
| 80 |
90.27 |
70.23 |
20.04 |
23.7% |
1.93 |
2.3% |
72% |
False |
False |
59,112 |
| 100 |
90.27 |
66.22 |
24.05 |
28.4% |
1.94 |
2.3% |
77% |
False |
False |
50,549 |
| 120 |
90.27 |
66.22 |
24.05 |
28.4% |
1.95 |
2.3% |
77% |
False |
False |
43,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.01 |
|
2.618 |
91.78 |
|
1.618 |
89.19 |
|
1.000 |
87.59 |
|
0.618 |
86.60 |
|
HIGH |
85.00 |
|
0.618 |
84.01 |
|
0.500 |
83.71 |
|
0.382 |
83.40 |
|
LOW |
82.41 |
|
0.618 |
80.81 |
|
1.000 |
79.82 |
|
1.618 |
78.22 |
|
2.618 |
75.63 |
|
4.250 |
71.40 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
84.37 |
84.21 |
| PP |
84.04 |
83.71 |
| S1 |
83.71 |
83.22 |
|