NYMEX Light Sweet Crude Oil Future February 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 |
84.33 |
79.87 |
-4.46 |
-5.3% |
85.58 |
| High |
84.56 |
80.33 |
-4.23 |
-5.0% |
88.21 |
| Low |
79.56 |
77.89 |
-1.67 |
-2.1% |
84.06 |
| Close |
79.62 |
78.24 |
-1.38 |
-1.7% |
85.27 |
| Range |
5.00 |
2.44 |
-2.56 |
-51.2% |
4.15 |
| ATR |
1.96 |
1.99 |
0.03 |
1.8% |
0.00 |
| Volume |
44,148 |
46,609 |
2,461 |
5.6% |
217,012 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.14 |
84.63 |
79.58 |
|
| R3 |
83.70 |
82.19 |
78.91 |
|
| R2 |
81.26 |
81.26 |
78.69 |
|
| R1 |
79.75 |
79.75 |
78.46 |
79.29 |
| PP |
78.82 |
78.82 |
78.82 |
78.59 |
| S1 |
77.31 |
77.31 |
78.02 |
76.85 |
| S2 |
76.38 |
76.38 |
77.79 |
|
| S3 |
73.94 |
74.87 |
77.57 |
|
| S4 |
71.50 |
72.43 |
76.90 |
|
|
| 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 |
87.30 |
77.89 |
9.41 |
12.0% |
2.71 |
3.5% |
4% |
False |
True |
44,503 |
| 10 |
88.21 |
77.89 |
10.32 |
13.2% |
2.28 |
2.9% |
3% |
False |
True |
44,335 |
| 20 |
88.21 |
77.89 |
10.32 |
13.2% |
1.87 |
2.4% |
3% |
False |
True |
39,033 |
| 40 |
88.21 |
76.43 |
11.78 |
15.1% |
1.70 |
2.2% |
15% |
False |
False |
28,144 |
| 60 |
88.21 |
72.60 |
15.61 |
20.0% |
1.66 |
2.1% |
36% |
False |
False |
22,311 |
| 80 |
88.21 |
66.45 |
21.76 |
27.8% |
1.69 |
2.2% |
54% |
False |
False |
18,695 |
| 100 |
88.21 |
65.90 |
22.31 |
28.5% |
1.73 |
2.2% |
55% |
False |
False |
15,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.70 |
|
2.618 |
86.72 |
|
1.618 |
84.28 |
|
1.000 |
82.77 |
|
0.618 |
81.84 |
|
HIGH |
80.33 |
|
0.618 |
79.40 |
|
0.500 |
79.11 |
|
0.382 |
78.82 |
|
LOW |
77.89 |
|
0.618 |
76.38 |
|
1.000 |
75.45 |
|
1.618 |
73.94 |
|
2.618 |
71.50 |
|
4.250 |
67.52 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
79.11 |
81.40 |
| PP |
78.82 |
80.34 |
| S1 |
78.53 |
79.29 |
|