NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
86.74 |
86.62 |
-0.12 |
-0.1% |
85.19 |
| High |
87.49 |
88.62 |
1.13 |
1.3% |
87.27 |
| Low |
86.12 |
86.58 |
0.46 |
0.5% |
84.29 |
| Close |
86.66 |
88.16 |
1.50 |
1.7% |
86.81 |
| Range |
1.37 |
2.04 |
0.67 |
48.9% |
2.98 |
| ATR |
1.82 |
1.84 |
0.02 |
0.8% |
0.00 |
| Volume |
179,003 |
217,683 |
38,680 |
21.6% |
526,100 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.91 |
93.07 |
89.28 |
|
| R3 |
91.87 |
91.03 |
88.72 |
|
| R2 |
89.83 |
89.83 |
88.53 |
|
| R1 |
88.99 |
88.99 |
88.35 |
89.41 |
| PP |
87.79 |
87.79 |
87.79 |
88.00 |
| S1 |
86.95 |
86.95 |
87.97 |
87.37 |
| S2 |
85.75 |
85.75 |
87.79 |
|
| S3 |
83.71 |
84.91 |
87.60 |
|
| S4 |
81.67 |
82.87 |
87.04 |
|
|
| 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 |
88.62 |
85.31 |
3.31 |
3.8% |
1.68 |
1.9% |
86% |
True |
False |
153,746 |
| 10 |
88.62 |
78.94 |
9.68 |
11.0% |
1.89 |
2.1% |
95% |
True |
False |
141,125 |
| 20 |
88.62 |
77.32 |
11.30 |
12.8% |
1.84 |
2.1% |
96% |
True |
False |
127,142 |
| 40 |
88.62 |
73.43 |
15.19 |
17.2% |
1.82 |
2.1% |
97% |
True |
False |
101,339 |
| 60 |
88.62 |
67.49 |
21.13 |
24.0% |
1.85 |
2.1% |
98% |
True |
False |
81,178 |
| 80 |
88.62 |
66.67 |
21.95 |
24.9% |
1.97 |
2.2% |
98% |
True |
False |
67,102 |
| 100 |
88.62 |
63.50 |
25.12 |
28.5% |
2.05 |
2.3% |
98% |
True |
False |
56,676 |
| 120 |
88.62 |
63.50 |
25.12 |
28.5% |
2.01 |
2.3% |
98% |
True |
False |
48,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.29 |
|
2.618 |
93.96 |
|
1.618 |
91.92 |
|
1.000 |
90.66 |
|
0.618 |
89.88 |
|
HIGH |
88.62 |
|
0.618 |
87.84 |
|
0.500 |
87.60 |
|
0.382 |
87.36 |
|
LOW |
86.58 |
|
0.618 |
85.32 |
|
1.000 |
84.54 |
|
1.618 |
83.28 |
|
2.618 |
81.24 |
|
4.250 |
77.91 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
87.97 |
87.79 |
| PP |
87.79 |
87.42 |
| S1 |
87.60 |
87.06 |
|