NYMEX Light Sweet Crude Oil Future January 2024
| 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 |
80.44 |
82.25 |
1.81 |
2.3% |
84.25 |
| High |
82.44 |
83.20 |
0.76 |
0.9% |
84.39 |
| Low |
80.01 |
79.84 |
-0.17 |
-0.2% |
79.84 |
| Close |
82.16 |
80.23 |
-1.93 |
-2.3% |
80.23 |
| Range |
2.43 |
3.36 |
0.93 |
38.3% |
4.55 |
| ATR |
2.64 |
2.69 |
0.05 |
1.9% |
0.00 |
| Volume |
158,213 |
213,053 |
54,840 |
34.7% |
787,051 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.17 |
89.06 |
82.08 |
|
| R3 |
87.81 |
85.70 |
81.15 |
|
| R2 |
84.45 |
84.45 |
80.85 |
|
| R1 |
82.34 |
82.34 |
80.54 |
81.72 |
| PP |
81.09 |
81.09 |
81.09 |
80.78 |
| S1 |
78.98 |
78.98 |
79.92 |
78.36 |
| S2 |
77.73 |
77.73 |
79.61 |
|
| S3 |
74.37 |
75.62 |
79.31 |
|
| S4 |
71.01 |
72.26 |
78.38 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.14 |
92.23 |
82.73 |
|
| R3 |
90.59 |
87.68 |
81.48 |
|
| R2 |
86.04 |
86.04 |
81.06 |
|
| R1 |
83.13 |
83.13 |
80.65 |
82.31 |
| PP |
81.49 |
81.49 |
81.49 |
81.08 |
| S1 |
78.58 |
78.58 |
79.81 |
77.76 |
| S2 |
76.94 |
76.94 |
79.40 |
|
| S3 |
72.39 |
74.03 |
78.98 |
|
| S4 |
67.84 |
69.48 |
77.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.39 |
79.84 |
4.55 |
5.7% |
2.88 |
3.6% |
9% |
False |
True |
157,410 |
| 10 |
87.00 |
79.84 |
7.16 |
8.9% |
2.90 |
3.6% |
5% |
False |
True |
137,439 |
| 20 |
88.37 |
79.84 |
8.53 |
10.6% |
2.70 |
3.4% |
5% |
False |
True |
122,021 |
| 40 |
90.27 |
78.93 |
11.34 |
14.1% |
2.36 |
2.9% |
11% |
False |
False |
104,277 |
| 60 |
90.27 |
76.75 |
13.52 |
16.9% |
2.11 |
2.6% |
26% |
False |
False |
81,914 |
| 80 |
90.27 |
72.84 |
17.43 |
21.7% |
2.01 |
2.5% |
42% |
False |
False |
67,568 |
| 100 |
90.27 |
67.26 |
23.01 |
28.7% |
1.97 |
2.5% |
56% |
False |
False |
57,788 |
| 120 |
90.27 |
66.22 |
24.05 |
30.0% |
2.00 |
2.5% |
58% |
False |
False |
49,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.48 |
|
2.618 |
92.00 |
|
1.618 |
88.64 |
|
1.000 |
86.56 |
|
0.618 |
85.28 |
|
HIGH |
83.20 |
|
0.618 |
81.92 |
|
0.500 |
81.52 |
|
0.382 |
81.12 |
|
LOW |
79.84 |
|
0.618 |
77.76 |
|
1.000 |
76.48 |
|
1.618 |
74.40 |
|
2.618 |
71.04 |
|
4.250 |
65.56 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
81.52 |
81.52 |
| PP |
81.09 |
81.09 |
| S1 |
80.66 |
80.66 |
|