NYMEX Light Sweet Crude Oil Future October 2023
Trading Metrics calculated at close of trading on 12-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
87.40 |
87.27 |
-0.13 |
-0.1% |
86.06 |
High |
88.15 |
89.37 |
1.22 |
1.4% |
88.08 |
Low |
86.71 |
87.22 |
0.51 |
0.6% |
85.02 |
Close |
87.29 |
88.84 |
1.55 |
1.8% |
87.51 |
Range |
1.44 |
2.15 |
0.71 |
49.3% |
3.06 |
ATR |
1.93 |
1.94 |
0.02 |
0.8% |
0.00 |
Volume |
292,388 |
341,137 |
48,749 |
16.7% |
1,325,196 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.93 |
94.03 |
90.02 |
|
R3 |
92.78 |
91.88 |
89.43 |
|
R2 |
90.63 |
90.63 |
89.23 |
|
R1 |
89.73 |
89.73 |
89.04 |
90.18 |
PP |
88.48 |
88.48 |
88.48 |
88.70 |
S1 |
87.58 |
87.58 |
88.64 |
88.03 |
S2 |
86.33 |
86.33 |
88.45 |
|
S3 |
84.18 |
85.43 |
88.25 |
|
S4 |
82.03 |
83.28 |
87.66 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.05 |
94.84 |
89.19 |
|
R3 |
92.99 |
91.78 |
88.35 |
|
R2 |
89.93 |
89.93 |
88.07 |
|
R1 |
88.72 |
88.72 |
87.79 |
89.33 |
PP |
86.87 |
86.87 |
86.87 |
87.17 |
S1 |
85.66 |
85.66 |
87.23 |
86.27 |
S2 |
83.81 |
83.81 |
86.95 |
|
S3 |
80.75 |
82.60 |
86.67 |
|
S4 |
77.69 |
79.54 |
85.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.37 |
85.93 |
3.44 |
3.9% |
1.78 |
2.0% |
85% |
True |
False |
301,162 |
10 |
89.37 |
79.34 |
10.03 |
11.3% |
2.00 |
2.3% |
95% |
True |
False |
333,161 |
20 |
89.37 |
77.59 |
11.78 |
13.3% |
1.94 |
2.2% |
96% |
True |
False |
320,979 |
40 |
89.37 |
73.64 |
15.73 |
17.7% |
1.92 |
2.2% |
97% |
True |
False |
227,369 |
60 |
89.37 |
67.42 |
21.95 |
24.7% |
1.95 |
2.2% |
98% |
True |
False |
178,106 |
80 |
89.37 |
66.83 |
22.54 |
25.4% |
2.08 |
2.3% |
98% |
True |
False |
144,239 |
100 |
89.37 |
64.58 |
24.79 |
27.9% |
2.15 |
2.4% |
98% |
True |
False |
120,925 |
120 |
89.37 |
64.58 |
24.79 |
27.9% |
2.11 |
2.4% |
98% |
True |
False |
103,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.51 |
2.618 |
95.00 |
1.618 |
92.85 |
1.000 |
91.52 |
0.618 |
90.70 |
HIGH |
89.37 |
0.618 |
88.55 |
0.500 |
88.30 |
0.382 |
88.04 |
LOW |
87.22 |
0.618 |
85.89 |
1.000 |
85.07 |
1.618 |
83.74 |
2.618 |
81.59 |
4.250 |
78.08 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
88.66 |
88.48 |
PP |
88.48 |
88.12 |
S1 |
88.30 |
87.76 |
|