NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
79.97 |
81.80 |
1.83 |
2.3% |
83.58 |
| High |
81.93 |
82.64 |
0.71 |
0.9% |
83.58 |
| Low |
79.60 |
79.49 |
-0.11 |
-0.1% |
79.49 |
| Close |
81.70 |
79.86 |
-1.84 |
-2.3% |
79.86 |
| Range |
2.33 |
3.15 |
0.82 |
35.2% |
4.09 |
| ATR |
2.46 |
2.51 |
0.05 |
2.0% |
0.00 |
| Volume |
77,906 |
74,340 |
-3,566 |
-4.6% |
329,867 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.11 |
88.14 |
81.59 |
|
| R3 |
86.96 |
84.99 |
80.73 |
|
| R2 |
83.81 |
83.81 |
80.44 |
|
| R1 |
81.84 |
81.84 |
80.15 |
81.25 |
| PP |
80.66 |
80.66 |
80.66 |
80.37 |
| S1 |
78.69 |
78.69 |
79.57 |
78.10 |
| S2 |
77.51 |
77.51 |
79.28 |
|
| S3 |
74.36 |
75.54 |
78.99 |
|
| S4 |
71.21 |
72.39 |
78.13 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.25 |
90.64 |
82.11 |
|
| R3 |
89.16 |
86.55 |
80.98 |
|
| R2 |
85.07 |
85.07 |
80.61 |
|
| R1 |
82.46 |
82.46 |
80.23 |
81.72 |
| PP |
80.98 |
80.98 |
80.98 |
80.61 |
| S1 |
78.37 |
78.37 |
79.49 |
77.63 |
| S2 |
76.89 |
76.89 |
79.11 |
|
| S3 |
72.80 |
74.28 |
78.74 |
|
| S4 |
68.71 |
70.19 |
77.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.58 |
79.49 |
4.09 |
5.1% |
2.72 |
3.4% |
9% |
False |
True |
65,973 |
| 10 |
85.76 |
79.49 |
6.27 |
7.9% |
2.72 |
3.4% |
6% |
False |
True |
61,969 |
| 20 |
86.93 |
79.37 |
7.56 |
9.5% |
2.51 |
3.1% |
6% |
False |
False |
52,271 |
| 40 |
88.21 |
77.86 |
10.35 |
13.0% |
2.19 |
2.7% |
19% |
False |
False |
46,277 |
| 60 |
88.21 |
76.43 |
11.78 |
14.8% |
1.96 |
2.5% |
29% |
False |
False |
36,829 |
| 80 |
88.21 |
72.60 |
15.61 |
19.5% |
1.87 |
2.3% |
47% |
False |
False |
30,316 |
| 100 |
88.21 |
67.07 |
21.14 |
26.5% |
1.85 |
2.3% |
61% |
False |
False |
25,822 |
| 120 |
88.21 |
65.90 |
22.31 |
27.9% |
1.86 |
2.3% |
63% |
False |
False |
22,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.03 |
|
2.618 |
90.89 |
|
1.618 |
87.74 |
|
1.000 |
85.79 |
|
0.618 |
84.59 |
|
HIGH |
82.64 |
|
0.618 |
81.44 |
|
0.500 |
81.07 |
|
0.382 |
80.69 |
|
LOW |
79.49 |
|
0.618 |
77.54 |
|
1.000 |
76.34 |
|
1.618 |
74.39 |
|
2.618 |
71.24 |
|
4.250 |
66.10 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
81.07 |
81.07 |
| PP |
80.66 |
80.66 |
| S1 |
80.26 |
80.26 |
|