NYMEX Light Sweet Crude Oil Future April 2024
| Trading Metrics calculated at close of trading on 01-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
80.05 |
79.40 |
-0.65 |
-0.8% |
83.45 |
| High |
80.84 |
80.88 |
0.04 |
0.0% |
83.71 |
| Low |
78.81 |
78.55 |
-0.26 |
-0.3% |
79.65 |
| Close |
78.93 |
78.67 |
-0.26 |
-0.3% |
82.36 |
| Range |
2.03 |
2.33 |
0.30 |
14.8% |
4.06 |
| ATR |
2.13 |
2.14 |
0.01 |
0.7% |
0.00 |
| Volume |
19,836 |
16,646 |
-3,190 |
-16.1% |
79,146 |
|
| Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.36 |
84.84 |
79.95 |
|
| R3 |
84.03 |
82.51 |
79.31 |
|
| R2 |
81.70 |
81.70 |
79.10 |
|
| R1 |
80.18 |
80.18 |
78.88 |
79.78 |
| PP |
79.37 |
79.37 |
79.37 |
79.16 |
| S1 |
77.85 |
77.85 |
78.46 |
77.45 |
| S2 |
77.04 |
77.04 |
78.24 |
|
| S3 |
74.71 |
75.52 |
78.03 |
|
| S4 |
72.38 |
73.19 |
77.39 |
|
|
| 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 |
82.61 |
78.55 |
4.06 |
5.2% |
2.27 |
2.9% |
3% |
False |
True |
15,622 |
| 10 |
84.68 |
78.55 |
6.13 |
7.8% |
2.31 |
2.9% |
2% |
False |
True |
15,829 |
| 20 |
84.68 |
76.20 |
8.48 |
10.8% |
2.09 |
2.7% |
29% |
False |
False |
14,843 |
| 40 |
85.75 |
76.20 |
9.55 |
12.1% |
1.81 |
2.3% |
26% |
False |
False |
14,505 |
| 60 |
85.75 |
75.83 |
9.92 |
12.6% |
1.65 |
2.1% |
29% |
False |
False |
11,647 |
| 80 |
85.75 |
71.99 |
13.76 |
17.5% |
1.56 |
2.0% |
49% |
False |
False |
9,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.78 |
|
2.618 |
86.98 |
|
1.618 |
84.65 |
|
1.000 |
83.21 |
|
0.618 |
82.32 |
|
HIGH |
80.88 |
|
0.618 |
79.99 |
|
0.500 |
79.72 |
|
0.382 |
79.44 |
|
LOW |
78.55 |
|
0.618 |
77.11 |
|
1.000 |
76.22 |
|
1.618 |
74.78 |
|
2.618 |
72.45 |
|
4.250 |
68.65 |
|
|
| Fisher Pivots for day following 01-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
79.72 |
80.26 |
| PP |
79.37 |
79.73 |
| S1 |
79.02 |
79.20 |
|