NYMEX Light Sweet Crude Oil Future February 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 |
79.87 |
78.57 |
-1.30 |
-1.6% |
85.52 |
| High |
80.33 |
79.06 |
-1.27 |
-1.6% |
86.33 |
| Low |
77.89 |
77.86 |
-0.03 |
0.0% |
77.86 |
| Close |
78.24 |
78.64 |
0.40 |
0.5% |
78.64 |
| Range |
2.44 |
1.20 |
-1.24 |
-50.8% |
8.47 |
| ATR |
1.99 |
1.93 |
-0.06 |
-2.8% |
0.00 |
| Volume |
46,609 |
51,281 |
4,672 |
10.0% |
232,211 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.12 |
81.58 |
79.30 |
|
| R3 |
80.92 |
80.38 |
78.97 |
|
| R2 |
79.72 |
79.72 |
78.86 |
|
| R1 |
79.18 |
79.18 |
78.75 |
79.45 |
| PP |
78.52 |
78.52 |
78.52 |
78.66 |
| S1 |
77.98 |
77.98 |
78.53 |
78.25 |
| S2 |
77.32 |
77.32 |
78.42 |
|
| S3 |
76.12 |
76.78 |
78.31 |
|
| S4 |
74.92 |
75.58 |
77.98 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.35 |
100.97 |
83.30 |
|
| R3 |
97.88 |
92.50 |
80.97 |
|
| R2 |
89.41 |
89.41 |
80.19 |
|
| R1 |
84.03 |
84.03 |
79.42 |
82.49 |
| PP |
80.94 |
80.94 |
80.94 |
80.17 |
| S1 |
75.56 |
75.56 |
77.86 |
74.02 |
| S2 |
72.47 |
72.47 |
77.09 |
|
| S3 |
64.00 |
67.09 |
76.31 |
|
| S4 |
55.53 |
58.62 |
73.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.33 |
77.86 |
8.47 |
10.8% |
2.50 |
3.2% |
9% |
False |
True |
46,442 |
| 10 |
88.21 |
77.86 |
10.35 |
13.2% |
2.24 |
2.8% |
8% |
False |
True |
44,922 |
| 20 |
88.21 |
77.86 |
10.35 |
13.2% |
1.86 |
2.4% |
8% |
False |
True |
40,283 |
| 40 |
88.21 |
76.43 |
11.78 |
15.0% |
1.69 |
2.1% |
19% |
False |
False |
29,109 |
| 60 |
88.21 |
72.60 |
15.61 |
19.8% |
1.66 |
2.1% |
39% |
False |
False |
22,997 |
| 80 |
88.21 |
67.07 |
21.14 |
26.9% |
1.68 |
2.1% |
55% |
False |
False |
19,209 |
| 100 |
88.21 |
65.90 |
22.31 |
28.4% |
1.73 |
2.2% |
57% |
False |
False |
16,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.16 |
|
2.618 |
82.20 |
|
1.618 |
81.00 |
|
1.000 |
80.26 |
|
0.618 |
79.80 |
|
HIGH |
79.06 |
|
0.618 |
78.60 |
|
0.500 |
78.46 |
|
0.382 |
78.32 |
|
LOW |
77.86 |
|
0.618 |
77.12 |
|
1.000 |
76.66 |
|
1.618 |
75.92 |
|
2.618 |
74.72 |
|
4.250 |
72.76 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
78.58 |
81.21 |
| PP |
78.52 |
80.35 |
| S1 |
78.46 |
79.50 |
|