NYMEX Light Sweet Crude Oil Future October 2023
Trading Metrics calculated at close of trading on 13-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
87.27 |
88.75 |
1.48 |
1.7% |
86.06 |
High |
89.37 |
89.64 |
0.27 |
0.3% |
88.08 |
Low |
87.22 |
88.29 |
1.07 |
1.2% |
85.02 |
Close |
88.84 |
88.52 |
-0.32 |
-0.4% |
87.51 |
Range |
2.15 |
1.35 |
-0.80 |
-37.2% |
3.06 |
ATR |
1.94 |
1.90 |
-0.04 |
-2.2% |
0.00 |
Volume |
341,137 |
345,972 |
4,835 |
1.4% |
1,325,196 |
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.87 |
92.04 |
89.26 |
|
R3 |
91.52 |
90.69 |
88.89 |
|
R2 |
90.17 |
90.17 |
88.77 |
|
R1 |
89.34 |
89.34 |
88.64 |
89.08 |
PP |
88.82 |
88.82 |
88.82 |
88.69 |
S1 |
87.99 |
87.99 |
88.40 |
87.73 |
S2 |
87.47 |
87.47 |
88.27 |
|
S3 |
86.12 |
86.64 |
88.15 |
|
S4 |
84.77 |
85.29 |
87.78 |
|
|
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 |
89.64 |
86.15 |
3.49 |
3.9% |
1.62 |
1.8% |
68% |
True |
False |
308,934 |
10 |
89.64 |
80.88 |
8.76 |
9.9% |
1.93 |
2.2% |
87% |
True |
False |
339,342 |
20 |
89.64 |
77.59 |
12.05 |
13.6% |
1.89 |
2.1% |
91% |
True |
False |
328,330 |
40 |
89.64 |
74.38 |
15.26 |
17.2% |
1.91 |
2.2% |
93% |
True |
False |
233,330 |
60 |
89.64 |
67.42 |
22.22 |
25.1% |
1.94 |
2.2% |
95% |
True |
False |
183,026 |
80 |
89.64 |
66.83 |
22.81 |
25.8% |
2.08 |
2.3% |
95% |
True |
False |
148,318 |
100 |
89.64 |
64.58 |
25.06 |
28.3% |
2.15 |
2.4% |
96% |
True |
False |
124,023 |
120 |
89.64 |
64.58 |
25.06 |
28.3% |
2.10 |
2.4% |
96% |
True |
False |
106,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.38 |
2.618 |
93.17 |
1.618 |
91.82 |
1.000 |
90.99 |
0.618 |
90.47 |
HIGH |
89.64 |
0.618 |
89.12 |
0.500 |
88.97 |
0.382 |
88.81 |
LOW |
88.29 |
0.618 |
87.46 |
1.000 |
86.94 |
1.618 |
86.11 |
2.618 |
84.76 |
4.250 |
82.55 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
88.97 |
88.41 |
PP |
88.82 |
88.29 |
S1 |
88.67 |
88.18 |
|