NYMEX Light Sweet Crude Oil Future May 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 |
78.94 |
80.29 |
1.35 |
1.7% |
80.52 |
| High |
80.32 |
80.99 |
0.67 |
0.8% |
81.26 |
| Low |
78.30 |
78.27 |
-0.03 |
0.0% |
78.15 |
| Close |
80.24 |
78.67 |
-1.57 |
-2.0% |
78.67 |
| Range |
2.02 |
2.72 |
0.70 |
34.7% |
3.11 |
| ATR |
2.01 |
2.07 |
0.05 |
2.5% |
0.00 |
| Volume |
17,754 |
11,590 |
-6,164 |
-34.7% |
70,414 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.47 |
85.79 |
80.17 |
|
| R3 |
84.75 |
83.07 |
79.42 |
|
| R2 |
82.03 |
82.03 |
79.17 |
|
| R1 |
80.35 |
80.35 |
78.92 |
79.83 |
| PP |
79.31 |
79.31 |
79.31 |
79.05 |
| S1 |
77.63 |
77.63 |
78.42 |
77.11 |
| S2 |
76.59 |
76.59 |
78.17 |
|
| S3 |
73.87 |
74.91 |
77.92 |
|
| S4 |
71.15 |
72.19 |
77.17 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.69 |
86.79 |
80.38 |
|
| R3 |
85.58 |
83.68 |
79.53 |
|
| R2 |
82.47 |
82.47 |
79.24 |
|
| R1 |
80.57 |
80.57 |
78.96 |
79.97 |
| PP |
79.36 |
79.36 |
79.36 |
79.06 |
| S1 |
77.46 |
77.46 |
78.38 |
76.86 |
| S2 |
76.25 |
76.25 |
78.10 |
|
| S3 |
73.14 |
74.35 |
77.81 |
|
| S4 |
70.03 |
71.24 |
76.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.26 |
78.15 |
3.11 |
4.0% |
2.26 |
2.9% |
17% |
False |
False |
14,082 |
| 10 |
82.97 |
78.15 |
4.82 |
6.1% |
2.23 |
2.8% |
11% |
False |
False |
13,608 |
| 20 |
83.87 |
77.43 |
6.44 |
8.2% |
2.01 |
2.6% |
19% |
False |
False |
11,361 |
| 40 |
84.87 |
75.68 |
9.19 |
11.7% |
1.74 |
2.2% |
33% |
False |
False |
10,474 |
| 60 |
84.87 |
75.46 |
9.41 |
12.0% |
1.56 |
2.0% |
34% |
False |
False |
8,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.55 |
|
2.618 |
88.11 |
|
1.618 |
85.39 |
|
1.000 |
83.71 |
|
0.618 |
82.67 |
|
HIGH |
80.99 |
|
0.618 |
79.95 |
|
0.500 |
79.63 |
|
0.382 |
79.31 |
|
LOW |
78.27 |
|
0.618 |
76.59 |
|
1.000 |
75.55 |
|
1.618 |
73.87 |
|
2.618 |
71.15 |
|
4.250 |
66.71 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
79.63 |
79.57 |
| PP |
79.31 |
79.27 |
| S1 |
78.99 |
78.97 |
|