NYMEX Light Sweet Crude Oil Future March 2024
| Trading Metrics calculated at close of trading on 03-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
84.61 |
82.98 |
-1.63 |
-1.9% |
84.40 |
| High |
84.95 |
83.61 |
-1.34 |
-1.6% |
86.47 |
| Low |
82.84 |
82.35 |
-0.49 |
-0.6% |
82.91 |
| Close |
83.07 |
83.09 |
0.02 |
0.0% |
83.88 |
| Range |
2.11 |
1.26 |
-0.85 |
-40.3% |
3.56 |
| ATR |
1.63 |
1.60 |
-0.03 |
-1.6% |
0.00 |
| Volume |
39,726 |
48,605 |
8,879 |
22.4% |
250,449 |
|
| Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.80 |
86.20 |
83.78 |
|
| R3 |
85.54 |
84.94 |
83.44 |
|
| R2 |
84.28 |
84.28 |
83.32 |
|
| R1 |
83.68 |
83.68 |
83.21 |
83.98 |
| PP |
83.02 |
83.02 |
83.02 |
83.17 |
| S1 |
82.42 |
82.42 |
82.97 |
82.72 |
| S2 |
81.76 |
81.76 |
82.86 |
|
| S3 |
80.50 |
81.16 |
82.74 |
|
| S4 |
79.24 |
79.90 |
82.40 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.10 |
93.05 |
85.84 |
|
| R3 |
91.54 |
89.49 |
84.86 |
|
| R2 |
87.98 |
87.98 |
84.53 |
|
| R1 |
85.93 |
85.93 |
84.21 |
85.18 |
| PP |
84.42 |
84.42 |
84.42 |
84.04 |
| S1 |
82.37 |
82.37 |
83.55 |
81.62 |
| S2 |
80.86 |
80.86 |
83.23 |
|
| S3 |
77.30 |
78.81 |
82.90 |
|
| S4 |
73.74 |
75.25 |
81.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.47 |
82.35 |
4.12 |
5.0% |
1.86 |
2.2% |
18% |
False |
True |
53,260 |
| 10 |
86.47 |
82.35 |
4.12 |
5.0% |
1.72 |
2.1% |
18% |
False |
True |
47,411 |
| 20 |
86.68 |
82.33 |
4.35 |
5.2% |
1.52 |
1.8% |
17% |
False |
False |
43,699 |
| 40 |
86.68 |
76.10 |
10.58 |
12.7% |
1.52 |
1.8% |
66% |
False |
False |
33,590 |
| 60 |
86.68 |
71.22 |
15.46 |
18.6% |
1.52 |
1.8% |
77% |
False |
False |
27,909 |
| 80 |
86.68 |
65.63 |
21.05 |
25.3% |
1.58 |
1.9% |
83% |
False |
False |
25,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.97 |
|
2.618 |
86.91 |
|
1.618 |
85.65 |
|
1.000 |
84.87 |
|
0.618 |
84.39 |
|
HIGH |
83.61 |
|
0.618 |
83.13 |
|
0.500 |
82.98 |
|
0.382 |
82.83 |
|
LOW |
82.35 |
|
0.618 |
81.57 |
|
1.000 |
81.09 |
|
1.618 |
80.31 |
|
2.618 |
79.05 |
|
4.250 |
77.00 |
|
|
| Fisher Pivots for day following 03-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
83.05 |
84.09 |
| PP |
83.02 |
83.75 |
| S1 |
82.98 |
83.42 |
|