NYMEX Light Sweet Crude Oil Future October 2023
Trading Metrics calculated at close of trading on 18-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
90.67 |
91.20 |
0.53 |
0.6% |
87.40 |
High |
91.23 |
92.43 |
1.20 |
1.3% |
91.23 |
Low |
89.22 |
90.75 |
1.53 |
1.7% |
86.71 |
Close |
90.77 |
91.48 |
0.71 |
0.8% |
90.77 |
Range |
2.01 |
1.68 |
-0.33 |
-16.4% |
4.52 |
ATR |
1.93 |
1.91 |
-0.02 |
-0.9% |
0.00 |
Volume |
315,003 |
119,258 |
-195,745 |
-62.1% |
1,619,770 |
|
Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.59 |
95.72 |
92.40 |
|
R3 |
94.91 |
94.04 |
91.94 |
|
R2 |
93.23 |
93.23 |
91.79 |
|
R1 |
92.36 |
92.36 |
91.63 |
92.80 |
PP |
91.55 |
91.55 |
91.55 |
91.77 |
S1 |
90.68 |
90.68 |
91.33 |
91.12 |
S2 |
89.87 |
89.87 |
91.17 |
|
S3 |
88.19 |
89.00 |
91.02 |
|
S4 |
86.51 |
87.32 |
90.56 |
|
|
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 |
92.43 |
87.22 |
5.21 |
5.7% |
1.86 |
2.0% |
82% |
True |
False |
289,328 |
10 |
92.43 |
85.02 |
7.41 |
8.1% |
1.91 |
2.1% |
87% |
True |
False |
306,422 |
20 |
92.43 |
77.59 |
14.84 |
16.2% |
1.87 |
2.0% |
94% |
True |
False |
323,590 |
40 |
92.43 |
76.16 |
16.27 |
17.8% |
1.93 |
2.1% |
94% |
True |
False |
244,026 |
60 |
92.43 |
67.42 |
25.01 |
27.3% |
1.91 |
2.1% |
96% |
True |
False |
192,333 |
80 |
92.43 |
66.83 |
25.60 |
28.0% |
2.08 |
2.3% |
96% |
True |
False |
156,735 |
100 |
92.43 |
64.58 |
27.85 |
30.4% |
2.14 |
2.3% |
97% |
True |
False |
130,925 |
120 |
92.43 |
64.58 |
27.85 |
30.4% |
2.08 |
2.3% |
97% |
True |
False |
112,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.57 |
2.618 |
96.83 |
1.618 |
95.15 |
1.000 |
94.11 |
0.618 |
93.47 |
HIGH |
92.43 |
0.618 |
91.79 |
0.500 |
91.59 |
0.382 |
91.39 |
LOW |
90.75 |
0.618 |
89.71 |
1.000 |
89.07 |
1.618 |
88.03 |
2.618 |
86.35 |
4.250 |
83.61 |
|
|
Fisher Pivots for day following 18-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
91.59 |
91.17 |
PP |
91.55 |
90.86 |
S1 |
91.52 |
90.56 |
|