Live now: WTI levels today, walls and positioning →
WTI closed down 8.61 % on the day, trading between 87.11 and 97.12. The high came at 8:00 PM ET (01:00 UTC) and the low at 12:35 PM ET (17:35 UTC).
±3.5 % around price · at the close
Asia, London and New York, each summed up when it closes. Times follow local opening hours.
Written from the data, not opinion.
Positioning puts the upper wall at 88.50 and the lower wall at 88.00.
At 4:48 PM ET (21:48 UTC) a 5,135 WTI bid wall at 88.21 was eaten by market orders.
At 6:31 PM ET (23:31 UTC) a 2,969 WTI bid wall at 88.03 was pulled before price reached it.
Classified from every trade at the wall's own price, not from candles. What is a liquidity wall?
| Event | Wall | Time |
|---|---|---|
| Eaten | Ask wall 96.69 14,517 WTI of 5,265 WTI traded away Open in Depth → | 8:00 PM ET (01:00 UTC) |
| Eaten | Bid wall 88.21 9,374 WTI of 5,135 WTI traded away Open in Depth → | 4:48 PM ET (21:48 UTC) |
| Pulled | Bid wall 88.03 2,969 WTI wall, 2,613 WTI removed in 0.7 s, almost nothing traded Open in Depth → | 6:31 PM ET (23:31 UTC) |
Where public open positions would be liquidated, by price: the upper wall, lower wall, flip and fast walls (20x leverage or more). It is an estimate from part of the market's positions. Looking for the call wall, put wall or gamma flip? These are the same kind of levels, built from where traders hold positions rather than from options. End of day.
| Upper wall Largest cluster of liquidations above the price (our call wall alternative) | 88.50 from 96.75 |
| Lower wall Largest cluster of liquidations below the price (our put wall alternative) | 88.00 |
| Flip Where liquidations below equal liquidations above (our gamma flip alternative) | 88.25 from 96.50 |
| Upper fast wall Positions with 20x leverage or more | 88.50 from 96.75 |
| Lower fast wall Positions with 20x leverage or more | 88.00 from 96.25 |
Largest walls within 2.5 % of price.
See every wall form and disappear, live.The same data as this report, second by second, free in your browser.
Open DepthMethod. Price, volume and order book from perpetual futures. Positioning shows where public open positions would be liquidated, by price; it is an estimate from part of the market's positions. A wall is "held" when trades hit it and price turned, "pulled" when it vanished within seconds with almost nothing traded, "eaten" when most of it was traded away. Times are New York time (ET), with UTC in brackets. Updated 05 Nov 7:08 PM ET the evening before (00:08 UTC).