NYMEX Light Sweet Crude Oil Future April 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 |
82.20 |
80.93 |
-1.27 |
-1.5% |
83.45 |
| High |
82.41 |
82.61 |
0.20 |
0.2% |
83.71 |
| Low |
80.11 |
80.55 |
0.44 |
0.5% |
79.65 |
| Close |
80.63 |
82.36 |
1.73 |
2.1% |
82.36 |
| Range |
2.30 |
2.06 |
-0.24 |
-10.4% |
4.06 |
| ATR |
2.06 |
2.06 |
0.00 |
0.0% |
0.00 |
| Volume |
17,486 |
11,042 |
-6,444 |
-36.9% |
79,146 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.02 |
87.25 |
83.49 |
|
| R3 |
85.96 |
85.19 |
82.93 |
|
| R2 |
83.90 |
83.90 |
82.74 |
|
| R1 |
83.13 |
83.13 |
82.55 |
83.52 |
| PP |
81.84 |
81.84 |
81.84 |
82.03 |
| S1 |
81.07 |
81.07 |
82.17 |
81.46 |
| S2 |
79.78 |
79.78 |
81.98 |
|
| S3 |
77.72 |
79.01 |
81.79 |
|
| S4 |
75.66 |
76.95 |
81.23 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.09 |
92.28 |
84.59 |
|
| R3 |
90.03 |
88.22 |
83.48 |
|
| R2 |
85.97 |
85.97 |
83.10 |
|
| R1 |
84.16 |
84.16 |
82.73 |
83.04 |
| PP |
81.91 |
81.91 |
81.91 |
81.34 |
| S1 |
80.10 |
80.10 |
81.99 |
78.98 |
| S2 |
77.85 |
77.85 |
81.62 |
|
| S3 |
73.79 |
76.04 |
81.24 |
|
| S4 |
69.73 |
71.98 |
80.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.71 |
79.65 |
4.06 |
4.9% |
2.35 |
2.9% |
67% |
False |
False |
15,829 |
| 10 |
84.68 |
79.65 |
5.03 |
6.1% |
2.09 |
2.5% |
54% |
False |
False |
13,792 |
| 20 |
84.68 |
76.20 |
8.48 |
10.3% |
2.13 |
2.6% |
73% |
False |
False |
15,014 |
| 40 |
85.75 |
76.20 |
9.55 |
11.6% |
1.76 |
2.1% |
65% |
False |
False |
14,186 |
| 60 |
85.75 |
75.83 |
9.92 |
12.0% |
1.60 |
1.9% |
66% |
False |
False |
11,016 |
| 80 |
85.75 |
69.68 |
16.07 |
19.5% |
1.51 |
1.8% |
79% |
False |
False |
8,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.37 |
|
2.618 |
88.00 |
|
1.618 |
85.94 |
|
1.000 |
84.67 |
|
0.618 |
83.88 |
|
HIGH |
82.61 |
|
0.618 |
81.82 |
|
0.500 |
81.58 |
|
0.382 |
81.34 |
|
LOW |
80.55 |
|
0.618 |
79.28 |
|
1.000 |
78.49 |
|
1.618 |
77.22 |
|
2.618 |
75.16 |
|
4.250 |
71.80 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
82.10 |
81.95 |
| PP |
81.84 |
81.54 |
| S1 |
81.58 |
81.13 |
|