NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 11-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
86.01 |
86.74 |
0.73 |
0.8% |
85.19 |
| High |
87.20 |
87.49 |
0.29 |
0.3% |
87.27 |
| Low |
85.49 |
86.12 |
0.63 |
0.7% |
84.29 |
| Close |
86.81 |
86.66 |
-0.15 |
-0.2% |
86.81 |
| Range |
1.71 |
1.37 |
-0.34 |
-19.9% |
2.98 |
| ATR |
1.86 |
1.82 |
-0.03 |
-1.9% |
0.00 |
| Volume |
125,624 |
179,003 |
53,379 |
42.5% |
526,100 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.87 |
90.13 |
87.41 |
|
| R3 |
89.50 |
88.76 |
87.04 |
|
| R2 |
88.13 |
88.13 |
86.91 |
|
| R1 |
87.39 |
87.39 |
86.79 |
87.08 |
| PP |
86.76 |
86.76 |
86.76 |
86.60 |
| S1 |
86.02 |
86.02 |
86.53 |
85.71 |
| S2 |
85.39 |
85.39 |
86.41 |
|
| S3 |
84.02 |
84.65 |
86.28 |
|
| S4 |
82.65 |
83.28 |
85.91 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.06 |
93.92 |
88.45 |
|
| R3 |
92.08 |
90.94 |
87.63 |
|
| R2 |
89.10 |
89.10 |
87.36 |
|
| R1 |
87.96 |
87.96 |
87.08 |
88.53 |
| PP |
86.12 |
86.12 |
86.12 |
86.41 |
| S1 |
84.98 |
84.98 |
86.54 |
85.55 |
| S2 |
83.14 |
83.14 |
86.26 |
|
| S3 |
80.16 |
82.00 |
85.99 |
|
| S4 |
77.18 |
79.02 |
85.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.49 |
84.29 |
3.20 |
3.7% |
1.86 |
2.1% |
74% |
True |
False |
141,020 |
| 10 |
87.49 |
78.94 |
8.55 |
9.9% |
1.80 |
2.1% |
90% |
True |
False |
126,489 |
| 20 |
87.49 |
77.32 |
10.17 |
11.7% |
1.80 |
2.1% |
92% |
True |
False |
119,347 |
| 40 |
87.49 |
73.39 |
14.10 |
16.3% |
1.82 |
2.1% |
94% |
True |
False |
96,804 |
| 60 |
87.49 |
67.49 |
20.00 |
23.1% |
1.87 |
2.2% |
96% |
True |
False |
78,012 |
| 80 |
87.49 |
66.67 |
20.82 |
24.0% |
1.98 |
2.3% |
96% |
True |
False |
64,586 |
| 100 |
87.49 |
63.50 |
23.99 |
27.7% |
2.05 |
2.4% |
97% |
True |
False |
54,567 |
| 120 |
87.49 |
63.50 |
23.99 |
27.7% |
2.01 |
2.3% |
97% |
True |
False |
47,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.31 |
|
2.618 |
91.08 |
|
1.618 |
89.71 |
|
1.000 |
88.86 |
|
0.618 |
88.34 |
|
HIGH |
87.49 |
|
0.618 |
86.97 |
|
0.500 |
86.81 |
|
0.382 |
86.64 |
|
LOW |
86.12 |
|
0.618 |
85.27 |
|
1.000 |
84.75 |
|
1.618 |
83.90 |
|
2.618 |
82.53 |
|
4.250 |
80.30 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
86.81 |
86.60 |
| PP |
86.76 |
86.55 |
| S1 |
86.71 |
86.49 |
|