NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 15-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
88.19 |
90.07 |
1.88 |
2.1% |
86.74 |
High |
90.20 |
90.56 |
0.36 |
0.4% |
90.56 |
Low |
88.04 |
88.65 |
0.61 |
0.7% |
86.12 |
Close |
89.61 |
90.02 |
0.41 |
0.5% |
90.02 |
Range |
2.16 |
1.91 |
-0.25 |
-11.6% |
4.44 |
ATR |
1.84 |
1.84 |
0.01 |
0.3% |
0.00 |
Volume |
257,676 |
321,843 |
64,167 |
24.9% |
1,227,068 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.47 |
94.66 |
91.07 |
|
R3 |
93.56 |
92.75 |
90.55 |
|
R2 |
91.65 |
91.65 |
90.37 |
|
R1 |
90.84 |
90.84 |
90.20 |
90.29 |
PP |
89.74 |
89.74 |
89.74 |
89.47 |
S1 |
88.93 |
88.93 |
89.84 |
88.38 |
S2 |
87.83 |
87.83 |
89.67 |
|
S3 |
85.92 |
87.02 |
89.49 |
|
S4 |
84.01 |
85.11 |
88.97 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.22 |
100.56 |
92.46 |
|
R3 |
97.78 |
96.12 |
91.24 |
|
R2 |
93.34 |
93.34 |
90.83 |
|
R1 |
91.68 |
91.68 |
90.43 |
92.51 |
PP |
88.90 |
88.90 |
88.90 |
89.32 |
S1 |
87.24 |
87.24 |
89.61 |
88.07 |
S2 |
84.46 |
84.46 |
89.21 |
|
S3 |
80.02 |
82.80 |
88.80 |
|
S4 |
75.58 |
78.36 |
87.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.56 |
86.12 |
4.44 |
4.9% |
1.75 |
1.9% |
88% |
True |
False |
245,413 |
10 |
90.56 |
82.78 |
7.78 |
8.6% |
1.91 |
2.1% |
93% |
True |
False |
192,300 |
20 |
90.56 |
77.32 |
13.24 |
14.7% |
1.79 |
2.0% |
96% |
True |
False |
153,415 |
40 |
90.56 |
75.19 |
15.37 |
17.1% |
1.83 |
2.0% |
96% |
True |
False |
117,600 |
60 |
90.56 |
67.49 |
23.07 |
25.6% |
1.85 |
2.1% |
98% |
True |
False |
93,819 |
80 |
90.56 |
66.67 |
23.89 |
26.5% |
1.97 |
2.2% |
98% |
True |
False |
76,989 |
100 |
90.56 |
63.50 |
27.06 |
30.1% |
2.05 |
2.3% |
98% |
True |
False |
64,545 |
120 |
90.56 |
63.50 |
27.06 |
30.1% |
1.99 |
2.2% |
98% |
True |
False |
55,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.68 |
2.618 |
95.56 |
1.618 |
93.65 |
1.000 |
92.47 |
0.618 |
91.74 |
HIGH |
90.56 |
0.618 |
89.83 |
0.500 |
89.61 |
0.382 |
89.38 |
LOW |
88.65 |
0.618 |
87.47 |
1.000 |
86.74 |
1.618 |
85.56 |
2.618 |
83.65 |
4.250 |
80.53 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
89.88 |
89.72 |
PP |
89.74 |
89.41 |
S1 |
89.61 |
89.11 |
|