NYMEX Light Sweet Crude Oil Future October 2023
Trading Metrics calculated at close of trading on 14-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
88.75 |
88.81 |
0.06 |
0.1% |
86.06 |
High |
89.64 |
90.79 |
1.15 |
1.3% |
88.08 |
Low |
88.29 |
88.68 |
0.39 |
0.4% |
85.02 |
Close |
88.52 |
90.16 |
1.64 |
1.9% |
87.51 |
Range |
1.35 |
2.11 |
0.76 |
56.3% |
3.06 |
ATR |
1.90 |
1.93 |
0.03 |
1.4% |
0.00 |
Volume |
345,972 |
325,270 |
-20,702 |
-6.0% |
1,325,196 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.21 |
95.29 |
91.32 |
|
R3 |
94.10 |
93.18 |
90.74 |
|
R2 |
91.99 |
91.99 |
90.55 |
|
R1 |
91.07 |
91.07 |
90.35 |
91.53 |
PP |
89.88 |
89.88 |
89.88 |
90.11 |
S1 |
88.96 |
88.96 |
89.97 |
89.42 |
S2 |
87.77 |
87.77 |
89.77 |
|
S3 |
85.66 |
86.85 |
89.58 |
|
S4 |
83.55 |
84.74 |
89.00 |
|
|
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 |
90.79 |
86.15 |
4.64 |
5.1% |
1.77 |
2.0% |
86% |
True |
False |
319,840 |
10 |
90.79 |
81.48 |
9.31 |
10.3% |
2.02 |
2.2% |
93% |
True |
False |
341,927 |
20 |
90.79 |
77.59 |
13.20 |
14.6% |
1.88 |
2.1% |
95% |
True |
False |
332,709 |
40 |
90.79 |
74.38 |
16.41 |
18.2% |
1.92 |
2.1% |
96% |
True |
False |
238,550 |
60 |
90.79 |
67.42 |
23.37 |
25.9% |
1.94 |
2.1% |
97% |
True |
False |
187,633 |
80 |
90.79 |
66.83 |
23.96 |
26.6% |
2.08 |
2.3% |
97% |
True |
False |
152,058 |
100 |
90.79 |
64.58 |
26.21 |
29.1% |
2.15 |
2.4% |
98% |
True |
False |
127,032 |
120 |
90.79 |
64.58 |
26.21 |
29.1% |
2.10 |
2.3% |
98% |
True |
False |
108,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.76 |
2.618 |
96.31 |
1.618 |
94.20 |
1.000 |
92.90 |
0.618 |
92.09 |
HIGH |
90.79 |
0.618 |
89.98 |
0.500 |
89.74 |
0.382 |
89.49 |
LOW |
88.68 |
0.618 |
87.38 |
1.000 |
86.57 |
1.618 |
85.27 |
2.618 |
83.16 |
4.250 |
79.71 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
90.02 |
89.78 |
PP |
89.88 |
89.39 |
S1 |
89.74 |
89.01 |
|