NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 02-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
80.47 |
79.97 |
-0.50 |
-0.6% |
85.25 |
| High |
82.16 |
81.93 |
-0.23 |
-0.3% |
85.76 |
| Low |
79.49 |
79.60 |
0.11 |
0.1% |
80.77 |
| Close |
79.63 |
81.70 |
2.07 |
2.6% |
83.84 |
| Range |
2.67 |
2.33 |
-0.34 |
-12.7% |
4.99 |
| ATR |
2.47 |
2.46 |
-0.01 |
-0.4% |
0.00 |
| Volume |
64,902 |
77,906 |
13,004 |
20.0% |
289,826 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.07 |
87.21 |
82.98 |
|
| R3 |
85.74 |
84.88 |
82.34 |
|
| R2 |
83.41 |
83.41 |
82.13 |
|
| R1 |
82.55 |
82.55 |
81.91 |
82.98 |
| PP |
81.08 |
81.08 |
81.08 |
81.29 |
| S1 |
80.22 |
80.22 |
81.49 |
80.65 |
| S2 |
78.75 |
78.75 |
81.27 |
|
| S3 |
76.42 |
77.89 |
81.06 |
|
| S4 |
74.09 |
75.56 |
80.42 |
|
|
| 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 |
84.11 |
79.49 |
4.62 |
5.7% |
2.57 |
3.1% |
48% |
False |
False |
60,355 |
| 10 |
86.93 |
79.49 |
7.44 |
9.1% |
2.59 |
3.2% |
30% |
False |
False |
58,923 |
| 20 |
86.93 |
77.86 |
9.07 |
11.1% |
2.42 |
3.0% |
42% |
False |
False |
51,118 |
| 40 |
88.21 |
77.86 |
10.35 |
12.7% |
2.14 |
2.6% |
37% |
False |
False |
45,075 |
| 60 |
88.21 |
76.43 |
11.78 |
14.4% |
1.94 |
2.4% |
45% |
False |
False |
35,802 |
| 80 |
88.21 |
72.60 |
15.61 |
19.1% |
1.85 |
2.3% |
58% |
False |
False |
29,512 |
| 100 |
88.21 |
66.45 |
21.76 |
26.6% |
1.84 |
2.2% |
70% |
False |
False |
25,180 |
| 120 |
88.21 |
65.90 |
22.31 |
27.3% |
1.85 |
2.3% |
71% |
False |
False |
21,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.83 |
|
2.618 |
88.03 |
|
1.618 |
85.70 |
|
1.000 |
84.26 |
|
0.618 |
83.37 |
|
HIGH |
81.93 |
|
0.618 |
81.04 |
|
0.500 |
80.77 |
|
0.382 |
80.49 |
|
LOW |
79.60 |
|
0.618 |
78.16 |
|
1.000 |
77.27 |
|
1.618 |
75.83 |
|
2.618 |
73.50 |
|
4.250 |
69.70 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
81.39 |
81.41 |
| PP |
81.08 |
81.12 |
| S1 |
80.77 |
80.83 |
|