NYMEX Light Sweet Crude Oil Future October 2023
Trading Metrics calculated at close of trading on 19-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
91.20 |
92.22 |
1.02 |
1.1% |
87.40 |
High |
92.43 |
93.74 |
1.31 |
1.4% |
91.23 |
Low |
90.75 |
91.07 |
0.32 |
0.4% |
86.71 |
Close |
91.48 |
91.20 |
-0.28 |
-0.3% |
90.77 |
Range |
1.68 |
2.67 |
0.99 |
58.9% |
4.52 |
ATR |
1.91 |
1.97 |
0.05 |
2.8% |
0.00 |
Volume |
119,258 |
94,597 |
-24,661 |
-20.7% |
1,619,770 |
|
Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.01 |
98.28 |
92.67 |
|
R3 |
97.34 |
95.61 |
91.93 |
|
R2 |
94.67 |
94.67 |
91.69 |
|
R1 |
92.94 |
92.94 |
91.44 |
92.47 |
PP |
92.00 |
92.00 |
92.00 |
91.77 |
S1 |
90.27 |
90.27 |
90.96 |
89.80 |
S2 |
89.33 |
89.33 |
90.71 |
|
S3 |
86.66 |
87.60 |
90.47 |
|
S4 |
83.99 |
84.93 |
89.73 |
|
|
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 |
93.74 |
88.29 |
5.45 |
6.0% |
1.96 |
2.2% |
53% |
True |
False |
240,020 |
10 |
93.74 |
85.93 |
7.81 |
8.6% |
1.87 |
2.1% |
67% |
True |
False |
270,591 |
20 |
93.74 |
77.59 |
16.15 |
17.7% |
1.91 |
2.1% |
84% |
True |
False |
310,228 |
40 |
93.74 |
77.59 |
16.15 |
17.7% |
1.93 |
2.1% |
84% |
True |
False |
243,652 |
60 |
93.74 |
67.42 |
26.32 |
28.9% |
1.92 |
2.1% |
90% |
True |
False |
192,945 |
80 |
93.74 |
66.83 |
26.91 |
29.5% |
2.09 |
2.3% |
91% |
True |
False |
157,417 |
100 |
93.74 |
64.58 |
29.16 |
32.0% |
2.14 |
2.3% |
91% |
True |
False |
131,554 |
120 |
93.74 |
64.58 |
29.16 |
32.0% |
2.09 |
2.3% |
91% |
True |
False |
112,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.09 |
2.618 |
100.73 |
1.618 |
98.06 |
1.000 |
96.41 |
0.618 |
95.39 |
HIGH |
93.74 |
0.618 |
92.72 |
0.500 |
92.41 |
0.382 |
92.09 |
LOW |
91.07 |
0.618 |
89.42 |
1.000 |
88.40 |
1.618 |
86.75 |
2.618 |
84.08 |
4.250 |
79.72 |
|
|
Fisher Pivots for day following 19-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
92.41 |
91.48 |
PP |
92.00 |
91.39 |
S1 |
91.60 |
91.29 |
|