NYMEX Light Sweet Crude Oil Future February 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 |
84.07 |
84.33 |
0.26 |
0.3% |
85.58 |
| High |
84.90 |
84.56 |
-0.34 |
-0.4% |
88.21 |
| Low |
83.40 |
79.56 |
-3.84 |
-4.6% |
84.06 |
| Close |
84.27 |
79.62 |
-4.65 |
-5.5% |
85.27 |
| Range |
1.50 |
5.00 |
3.50 |
233.3% |
4.15 |
| ATR |
1.72 |
1.96 |
0.23 |
13.6% |
0.00 |
| Volume |
53,625 |
44,148 |
-9,477 |
-17.7% |
217,012 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.25 |
92.93 |
82.37 |
|
| R3 |
91.25 |
87.93 |
81.00 |
|
| R2 |
86.25 |
86.25 |
80.54 |
|
| R1 |
82.93 |
82.93 |
80.08 |
82.09 |
| PP |
81.25 |
81.25 |
81.25 |
80.83 |
| S1 |
77.93 |
77.93 |
79.16 |
77.09 |
| S2 |
76.25 |
76.25 |
78.70 |
|
| S3 |
71.25 |
72.93 |
78.25 |
|
| S4 |
66.25 |
67.93 |
76.87 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.30 |
95.93 |
87.55 |
|
| R3 |
94.15 |
91.78 |
86.41 |
|
| R2 |
90.00 |
90.00 |
86.03 |
|
| R1 |
87.63 |
87.63 |
85.65 |
86.74 |
| PP |
85.85 |
85.85 |
85.85 |
85.40 |
| S1 |
83.48 |
83.48 |
84.89 |
82.59 |
| S2 |
81.70 |
81.70 |
84.51 |
|
| S3 |
77.55 |
79.33 |
84.13 |
|
| S4 |
73.40 |
75.18 |
82.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.21 |
79.56 |
8.65 |
10.9% |
2.70 |
3.4% |
1% |
False |
True |
44,364 |
| 10 |
88.21 |
79.56 |
8.65 |
10.9% |
2.24 |
2.8% |
1% |
False |
True |
42,208 |
| 20 |
88.21 |
79.56 |
8.65 |
10.9% |
1.80 |
2.3% |
1% |
False |
True |
37,806 |
| 40 |
88.21 |
76.43 |
11.78 |
14.8% |
1.67 |
2.1% |
27% |
False |
False |
27,431 |
| 60 |
88.21 |
72.60 |
15.61 |
19.6% |
1.64 |
2.1% |
45% |
False |
False |
21,671 |
| 80 |
88.21 |
65.90 |
22.31 |
28.0% |
1.69 |
2.1% |
61% |
False |
False |
18,247 |
| 100 |
88.21 |
65.90 |
22.31 |
28.0% |
1.72 |
2.2% |
61% |
False |
False |
15,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.81 |
|
2.618 |
97.65 |
|
1.618 |
92.65 |
|
1.000 |
89.56 |
|
0.618 |
87.65 |
|
HIGH |
84.56 |
|
0.618 |
82.65 |
|
0.500 |
82.06 |
|
0.382 |
81.47 |
|
LOW |
79.56 |
|
0.618 |
76.47 |
|
1.000 |
74.56 |
|
1.618 |
71.47 |
|
2.618 |
66.47 |
|
4.250 |
58.31 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
82.06 |
82.95 |
| PP |
81.25 |
81.84 |
| S1 |
80.43 |
80.73 |
|