NYMEX Light Sweet Crude Oil Future October 2023
Trading Metrics calculated at close of trading on 15-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
88.81 |
90.67 |
1.86 |
2.1% |
87.40 |
High |
90.79 |
91.23 |
0.44 |
0.5% |
91.23 |
Low |
88.68 |
89.22 |
0.54 |
0.6% |
86.71 |
Close |
90.16 |
90.77 |
0.61 |
0.7% |
90.77 |
Range |
2.11 |
2.01 |
-0.10 |
-4.7% |
4.52 |
ATR |
1.93 |
1.93 |
0.01 |
0.3% |
0.00 |
Volume |
325,270 |
315,003 |
-10,267 |
-3.2% |
1,619,770 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.44 |
95.61 |
91.88 |
|
R3 |
94.43 |
93.60 |
91.32 |
|
R2 |
92.42 |
92.42 |
91.14 |
|
R1 |
91.59 |
91.59 |
90.95 |
92.01 |
PP |
90.41 |
90.41 |
90.41 |
90.61 |
S1 |
89.58 |
89.58 |
90.59 |
90.00 |
S2 |
88.40 |
88.40 |
90.40 |
|
S3 |
86.39 |
87.57 |
90.22 |
|
S4 |
84.38 |
85.56 |
89.66 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.13 |
101.47 |
93.26 |
|
R3 |
98.61 |
96.95 |
92.01 |
|
R2 |
94.09 |
94.09 |
91.60 |
|
R1 |
92.43 |
92.43 |
91.18 |
93.26 |
PP |
89.57 |
89.57 |
89.57 |
89.99 |
S1 |
87.91 |
87.91 |
90.36 |
88.74 |
S2 |
85.05 |
85.05 |
89.94 |
|
S3 |
80.53 |
83.39 |
89.53 |
|
S4 |
76.01 |
78.87 |
88.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.23 |
86.71 |
4.52 |
5.0% |
1.81 |
2.0% |
90% |
True |
False |
323,954 |
10 |
91.23 |
83.46 |
7.77 |
8.6% |
2.00 |
2.2% |
94% |
True |
False |
336,542 |
20 |
91.23 |
77.59 |
13.64 |
15.0% |
1.88 |
2.1% |
97% |
True |
False |
336,500 |
40 |
91.23 |
75.45 |
15.78 |
17.4% |
1.93 |
2.1% |
97% |
True |
False |
243,713 |
60 |
91.23 |
67.42 |
23.81 |
26.2% |
1.94 |
2.1% |
98% |
True |
False |
192,159 |
80 |
91.23 |
66.83 |
24.40 |
26.9% |
2.08 |
2.3% |
98% |
True |
False |
155,725 |
100 |
91.23 |
64.58 |
26.65 |
29.4% |
2.15 |
2.4% |
98% |
True |
False |
129,993 |
120 |
91.23 |
64.58 |
26.65 |
29.4% |
2.09 |
2.3% |
98% |
True |
False |
111,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.77 |
2.618 |
96.49 |
1.618 |
94.48 |
1.000 |
93.24 |
0.618 |
92.47 |
HIGH |
91.23 |
0.618 |
90.46 |
0.500 |
90.23 |
0.382 |
89.99 |
LOW |
89.22 |
0.618 |
87.98 |
1.000 |
87.21 |
1.618 |
85.97 |
2.618 |
83.96 |
4.250 |
80.68 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
90.59 |
90.43 |
PP |
90.41 |
90.10 |
S1 |
90.23 |
89.76 |
|