NYMEX Light Sweet Crude Oil Future February 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 |
83.62 |
82.06 |
-1.56 |
-1.9% |
85.25 |
| High |
83.98 |
84.11 |
0.13 |
0.2% |
85.76 |
| Low |
81.28 |
81.74 |
0.46 |
0.6% |
80.77 |
| Close |
81.84 |
83.84 |
2.00 |
2.4% |
83.84 |
| Range |
2.70 |
2.37 |
-0.33 |
-12.2% |
4.99 |
| ATR |
2.39 |
2.39 |
0.00 |
-0.1% |
0.00 |
| Volume |
50,233 |
46,252 |
-3,981 |
-7.9% |
289,826 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.34 |
89.46 |
85.14 |
|
| R3 |
87.97 |
87.09 |
84.49 |
|
| R2 |
85.60 |
85.60 |
84.27 |
|
| R1 |
84.72 |
84.72 |
84.06 |
85.16 |
| PP |
83.23 |
83.23 |
83.23 |
83.45 |
| S1 |
82.35 |
82.35 |
83.62 |
82.79 |
| S2 |
80.86 |
80.86 |
83.41 |
|
| S3 |
78.49 |
79.98 |
83.19 |
|
| S4 |
76.12 |
77.61 |
82.54 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.43 |
96.12 |
86.58 |
|
| R3 |
93.44 |
91.13 |
85.21 |
|
| R2 |
88.45 |
88.45 |
84.75 |
|
| R1 |
86.14 |
86.14 |
84.30 |
84.80 |
| PP |
83.46 |
83.46 |
83.46 |
82.79 |
| S1 |
81.15 |
81.15 |
83.38 |
79.81 |
| S2 |
78.47 |
78.47 |
82.93 |
|
| S3 |
73.48 |
76.16 |
82.47 |
|
| S4 |
68.49 |
71.17 |
81.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.76 |
80.77 |
4.99 |
6.0% |
2.72 |
3.2% |
62% |
False |
False |
57,965 |
| 10 |
86.93 |
80.77 |
6.16 |
7.3% |
2.44 |
2.9% |
50% |
False |
False |
48,205 |
| 20 |
86.93 |
77.86 |
9.07 |
10.8% |
2.46 |
2.9% |
66% |
False |
False |
47,388 |
| 40 |
88.21 |
77.86 |
10.35 |
12.3% |
2.06 |
2.5% |
58% |
False |
False |
41,583 |
| 60 |
88.21 |
76.43 |
11.78 |
14.1% |
1.87 |
2.2% |
63% |
False |
False |
32,399 |
| 80 |
88.21 |
70.12 |
18.09 |
21.6% |
1.79 |
2.1% |
76% |
False |
False |
26,732 |
| 100 |
88.21 |
65.90 |
22.31 |
26.6% |
1.82 |
2.2% |
80% |
False |
False |
22,870 |
| 120 |
88.21 |
65.90 |
22.31 |
26.6% |
1.82 |
2.2% |
80% |
False |
False |
19,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.18 |
|
2.618 |
90.31 |
|
1.618 |
87.94 |
|
1.000 |
86.48 |
|
0.618 |
85.57 |
|
HIGH |
84.11 |
|
0.618 |
83.20 |
|
0.500 |
82.93 |
|
0.382 |
82.65 |
|
LOW |
81.74 |
|
0.618 |
80.28 |
|
1.000 |
79.37 |
|
1.618 |
77.91 |
|
2.618 |
75.54 |
|
4.250 |
71.67 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
83.54 |
83.37 |
| PP |
83.23 |
82.91 |
| S1 |
82.93 |
82.44 |
|