NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 13-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
86.62 |
88.07 |
1.45 |
1.7% |
85.19 |
High |
88.62 |
88.92 |
0.30 |
0.3% |
87.27 |
Low |
86.58 |
87.66 |
1.08 |
1.2% |
84.29 |
Close |
88.16 |
87.88 |
-0.28 |
-0.3% |
86.81 |
Range |
2.04 |
1.26 |
-0.78 |
-38.2% |
2.98 |
ATR |
1.84 |
1.80 |
-0.04 |
-2.2% |
0.00 |
Volume |
217,683 |
250,863 |
33,180 |
15.2% |
526,100 |
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.93 |
91.17 |
88.57 |
|
R3 |
90.67 |
89.91 |
88.23 |
|
R2 |
89.41 |
89.41 |
88.11 |
|
R1 |
88.65 |
88.65 |
88.00 |
88.40 |
PP |
88.15 |
88.15 |
88.15 |
88.03 |
S1 |
87.39 |
87.39 |
87.76 |
87.14 |
S2 |
86.89 |
86.89 |
87.65 |
|
S3 |
85.63 |
86.13 |
87.53 |
|
S4 |
84.37 |
84.87 |
87.19 |
|
|
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 |
88.92 |
85.49 |
3.43 |
3.9% |
1.54 |
1.8% |
70% |
True |
False |
176,849 |
10 |
88.92 |
80.43 |
8.49 |
9.7% |
1.82 |
2.1% |
88% |
True |
False |
157,396 |
20 |
88.92 |
77.32 |
11.60 |
13.2% |
1.79 |
2.0% |
91% |
True |
False |
135,261 |
40 |
88.92 |
74.18 |
14.74 |
16.8% |
1.81 |
2.1% |
93% |
True |
False |
106,025 |
60 |
88.92 |
67.49 |
21.43 |
24.4% |
1.85 |
2.1% |
95% |
True |
False |
84,963 |
80 |
88.92 |
66.67 |
22.25 |
25.3% |
1.97 |
2.2% |
95% |
True |
False |
70,040 |
100 |
88.92 |
63.50 |
25.42 |
28.9% |
2.04 |
2.3% |
96% |
True |
False |
59,014 |
120 |
88.92 |
63.50 |
25.42 |
28.9% |
2.00 |
2.3% |
96% |
True |
False |
50,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.28 |
2.618 |
92.22 |
1.618 |
90.96 |
1.000 |
90.18 |
0.618 |
89.70 |
HIGH |
88.92 |
0.618 |
88.44 |
0.500 |
88.29 |
0.382 |
88.14 |
LOW |
87.66 |
0.618 |
86.88 |
1.000 |
86.40 |
1.618 |
85.62 |
2.618 |
84.36 |
4.250 |
82.31 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
88.29 |
87.76 |
PP |
88.15 |
87.64 |
S1 |
88.02 |
87.52 |
|