NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 30-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
81.38 |
82.78 |
1.40 |
1.7% |
84.36 |
| High |
83.30 |
82.78 |
-0.52 |
-0.6% |
84.68 |
| Low |
81.10 |
79.83 |
-1.27 |
-1.6% |
80.15 |
| Close |
83.05 |
80.34 |
-2.71 |
-3.3% |
83.05 |
| Range |
2.20 |
2.95 |
0.75 |
34.1% |
4.53 |
| ATR |
2.23 |
2.31 |
0.07 |
3.1% |
0.00 |
| Volume |
31,347 |
36,106 |
4,759 |
15.2% |
225,144 |
|
| Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.83 |
88.04 |
81.96 |
|
| R3 |
86.88 |
85.09 |
81.15 |
|
| R2 |
83.93 |
83.93 |
80.88 |
|
| R1 |
82.14 |
82.14 |
80.61 |
81.56 |
| PP |
80.98 |
80.98 |
80.98 |
80.70 |
| S1 |
79.19 |
79.19 |
80.07 |
78.61 |
| S2 |
78.03 |
78.03 |
79.80 |
|
| S3 |
75.08 |
76.24 |
79.53 |
|
| S4 |
72.13 |
73.29 |
78.72 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.22 |
94.16 |
85.54 |
|
| R3 |
91.69 |
89.63 |
84.30 |
|
| R2 |
87.16 |
87.16 |
83.88 |
|
| R1 |
85.10 |
85.10 |
83.47 |
83.87 |
| PP |
82.63 |
82.63 |
82.63 |
82.01 |
| S1 |
80.57 |
80.57 |
82.63 |
79.34 |
| S2 |
78.10 |
78.10 |
82.22 |
|
| S3 |
73.57 |
76.04 |
81.80 |
|
| S4 |
69.04 |
71.51 |
80.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.30 |
79.83 |
3.47 |
4.3% |
2.69 |
3.3% |
15% |
False |
True |
45,786 |
| 10 |
85.71 |
79.83 |
5.88 |
7.3% |
2.41 |
3.0% |
9% |
False |
True |
44,301 |
| 20 |
85.71 |
76.93 |
8.78 |
10.9% |
2.34 |
2.9% |
39% |
False |
False |
45,538 |
| 40 |
86.68 |
76.93 |
9.75 |
12.1% |
1.96 |
2.4% |
35% |
False |
False |
44,670 |
| 60 |
86.68 |
76.10 |
10.58 |
13.2% |
1.80 |
2.2% |
40% |
False |
False |
37,025 |
| 80 |
86.68 |
70.84 |
15.84 |
19.7% |
1.72 |
2.1% |
60% |
False |
False |
31,904 |
| 100 |
86.68 |
65.63 |
21.05 |
26.2% |
1.75 |
2.2% |
70% |
False |
False |
28,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.32 |
|
2.618 |
90.50 |
|
1.618 |
87.55 |
|
1.000 |
85.73 |
|
0.618 |
84.60 |
|
HIGH |
82.78 |
|
0.618 |
81.65 |
|
0.500 |
81.31 |
|
0.382 |
80.96 |
|
LOW |
79.83 |
|
0.618 |
78.01 |
|
1.000 |
76.88 |
|
1.618 |
75.06 |
|
2.618 |
72.11 |
|
4.250 |
67.29 |
|
|
| Fisher Pivots for day following 30-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
81.31 |
81.57 |
| PP |
80.98 |
81.16 |
| S1 |
80.66 |
80.75 |
|