NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 18-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
90.07 |
90.41 |
0.34 |
0.4% |
86.74 |
High |
90.56 |
91.36 |
0.80 |
0.9% |
90.56 |
Low |
88.65 |
89.91 |
1.26 |
1.4% |
86.12 |
Close |
90.02 |
90.58 |
0.56 |
0.6% |
90.02 |
Range |
1.91 |
1.45 |
-0.46 |
-24.1% |
4.44 |
ATR |
1.84 |
1.81 |
-0.03 |
-1.5% |
0.00 |
Volume |
321,843 |
414,189 |
92,346 |
28.7% |
1,227,068 |
|
Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.97 |
94.22 |
91.38 |
|
R3 |
93.52 |
92.77 |
90.98 |
|
R2 |
92.07 |
92.07 |
90.85 |
|
R1 |
91.32 |
91.32 |
90.71 |
91.70 |
PP |
90.62 |
90.62 |
90.62 |
90.80 |
S1 |
89.87 |
89.87 |
90.45 |
90.25 |
S2 |
89.17 |
89.17 |
90.31 |
|
S3 |
87.72 |
88.42 |
90.18 |
|
S4 |
86.27 |
86.97 |
89.78 |
|
|
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 |
91.36 |
86.58 |
4.78 |
5.3% |
1.76 |
1.9% |
84% |
True |
False |
292,450 |
10 |
91.36 |
84.29 |
7.07 |
7.8% |
1.81 |
2.0% |
89% |
True |
False |
216,735 |
20 |
91.36 |
77.32 |
14.04 |
15.5% |
1.77 |
2.0% |
94% |
True |
False |
168,348 |
40 |
91.36 |
75.84 |
15.52 |
17.1% |
1.83 |
2.0% |
95% |
True |
False |
126,475 |
60 |
91.36 |
67.49 |
23.87 |
26.4% |
1.82 |
2.0% |
97% |
True |
False |
99,887 |
80 |
91.36 |
66.67 |
24.69 |
27.3% |
1.96 |
2.2% |
97% |
True |
False |
81,868 |
100 |
91.36 |
63.50 |
27.86 |
30.8% |
2.04 |
2.2% |
97% |
True |
False |
68,562 |
120 |
91.36 |
63.50 |
27.86 |
30.8% |
1.97 |
2.2% |
97% |
True |
False |
58,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.52 |
2.618 |
95.16 |
1.618 |
93.71 |
1.000 |
92.81 |
0.618 |
92.26 |
HIGH |
91.36 |
0.618 |
90.81 |
0.500 |
90.64 |
0.382 |
90.46 |
LOW |
89.91 |
0.618 |
89.01 |
1.000 |
88.46 |
1.618 |
87.56 |
2.618 |
86.11 |
4.250 |
83.75 |
|
|
Fisher Pivots for day following 18-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
90.64 |
90.29 |
PP |
90.62 |
89.99 |
S1 |
90.60 |
89.70 |
|