NYMEX Light Sweet Crude Oil Future March 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 |
79.95 |
79.50 |
-0.45 |
-0.6% |
84.36 |
| High |
81.49 |
81.38 |
-0.11 |
-0.1% |
84.68 |
| Low |
78.98 |
79.15 |
0.17 |
0.2% |
80.15 |
| Close |
79.13 |
81.20 |
2.07 |
2.6% |
83.05 |
| Range |
2.51 |
2.23 |
-0.28 |
-11.2% |
4.53 |
| ATR |
2.32 |
2.31 |
0.00 |
-0.2% |
0.00 |
| Volume |
60,902 |
57,813 |
-3,089 |
-5.1% |
225,144 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.27 |
86.46 |
82.43 |
|
| R3 |
85.04 |
84.23 |
81.81 |
|
| R2 |
82.81 |
82.81 |
81.61 |
|
| R1 |
82.00 |
82.00 |
81.40 |
82.41 |
| PP |
80.58 |
80.58 |
80.58 |
80.78 |
| S1 |
79.77 |
79.77 |
81.00 |
80.18 |
| S2 |
78.35 |
78.35 |
80.79 |
|
| S3 |
76.12 |
77.54 |
80.59 |
|
| S4 |
73.89 |
75.31 |
79.97 |
|
|
| 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 |
78.98 |
4.32 |
5.3% |
2.43 |
3.0% |
51% |
False |
False |
46,639 |
| 10 |
85.71 |
78.98 |
6.73 |
8.3% |
2.44 |
3.0% |
33% |
False |
False |
46,427 |
| 20 |
85.71 |
77.01 |
8.70 |
10.7% |
2.27 |
2.8% |
48% |
False |
False |
46,740 |
| 40 |
86.68 |
76.93 |
9.75 |
12.0% |
2.01 |
2.5% |
44% |
False |
False |
46,145 |
| 60 |
86.68 |
76.10 |
10.58 |
13.0% |
1.83 |
2.3% |
48% |
False |
False |
38,831 |
| 80 |
86.68 |
72.18 |
14.50 |
17.9% |
1.76 |
2.2% |
62% |
False |
False |
33,329 |
| 100 |
86.68 |
66.25 |
20.43 |
25.2% |
1.75 |
2.2% |
73% |
False |
False |
29,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.86 |
|
2.618 |
87.22 |
|
1.618 |
84.99 |
|
1.000 |
83.61 |
|
0.618 |
82.76 |
|
HIGH |
81.38 |
|
0.618 |
80.53 |
|
0.500 |
80.27 |
|
0.382 |
80.00 |
|
LOW |
79.15 |
|
0.618 |
77.77 |
|
1.000 |
76.92 |
|
1.618 |
75.54 |
|
2.618 |
73.31 |
|
4.250 |
69.67 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
80.89 |
80.88 |
| PP |
80.58 |
80.56 |
| S1 |
80.27 |
80.24 |
|