NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 19-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
90.41 |
90.97 |
0.56 |
0.6% |
86.74 |
High |
91.36 |
92.43 |
1.07 |
1.2% |
90.56 |
Low |
89.91 |
90.31 |
0.40 |
0.4% |
86.12 |
Close |
90.58 |
90.48 |
-0.10 |
-0.1% |
90.02 |
Range |
1.45 |
2.12 |
0.67 |
46.2% |
4.44 |
ATR |
1.81 |
1.83 |
0.02 |
1.2% |
0.00 |
Volume |
414,189 |
537,522 |
123,333 |
29.8% |
1,227,068 |
|
Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.43 |
96.08 |
91.65 |
|
R3 |
95.31 |
93.96 |
91.06 |
|
R2 |
93.19 |
93.19 |
90.87 |
|
R1 |
91.84 |
91.84 |
90.67 |
91.46 |
PP |
91.07 |
91.07 |
91.07 |
90.88 |
S1 |
89.72 |
89.72 |
90.29 |
89.34 |
S2 |
88.95 |
88.95 |
90.09 |
|
S3 |
86.83 |
87.60 |
89.90 |
|
S4 |
84.71 |
85.48 |
89.31 |
|
|
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 |
92.43 |
87.66 |
4.77 |
5.3% |
1.78 |
2.0% |
59% |
True |
False |
356,418 |
10 |
92.43 |
85.31 |
7.12 |
7.9% |
1.73 |
1.9% |
73% |
True |
False |
255,082 |
20 |
92.43 |
77.32 |
15.11 |
16.7% |
1.79 |
2.0% |
87% |
True |
False |
190,473 |
40 |
92.43 |
77.32 |
15.11 |
16.7% |
1.82 |
2.0% |
87% |
True |
False |
138,193 |
60 |
92.43 |
67.49 |
24.94 |
27.6% |
1.82 |
2.0% |
92% |
True |
False |
108,259 |
80 |
92.43 |
66.67 |
25.76 |
28.5% |
1.97 |
2.2% |
92% |
True |
False |
88,271 |
100 |
92.43 |
63.50 |
28.93 |
32.0% |
2.03 |
2.2% |
93% |
True |
False |
73,819 |
120 |
92.43 |
63.50 |
28.93 |
32.0% |
1.98 |
2.2% |
93% |
True |
False |
63,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.44 |
2.618 |
97.98 |
1.618 |
95.86 |
1.000 |
94.55 |
0.618 |
93.74 |
HIGH |
92.43 |
0.618 |
91.62 |
0.500 |
91.37 |
0.382 |
91.12 |
LOW |
90.31 |
0.618 |
89.00 |
1.000 |
88.19 |
1.618 |
86.88 |
2.618 |
84.76 |
4.250 |
81.30 |
|
|
Fisher Pivots for day following 19-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
91.37 |
90.54 |
PP |
91.07 |
90.52 |
S1 |
90.78 |
90.50 |
|