NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 20-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
90.97 |
90.63 |
-0.34 |
-0.4% |
86.74 |
High |
92.43 |
91.07 |
-1.36 |
-1.5% |
90.56 |
Low |
90.31 |
88.97 |
-1.34 |
-1.5% |
86.12 |
Close |
90.48 |
89.66 |
-0.82 |
-0.9% |
90.02 |
Range |
2.12 |
2.10 |
-0.02 |
-0.9% |
4.44 |
ATR |
1.83 |
1.85 |
0.02 |
1.0% |
0.00 |
Volume |
537,522 |
457,854 |
-79,668 |
-14.8% |
1,227,068 |
|
Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.20 |
95.03 |
90.82 |
|
R3 |
94.10 |
92.93 |
90.24 |
|
R2 |
92.00 |
92.00 |
90.05 |
|
R1 |
90.83 |
90.83 |
89.85 |
90.37 |
PP |
89.90 |
89.90 |
89.90 |
89.67 |
S1 |
88.73 |
88.73 |
89.47 |
88.27 |
S2 |
87.80 |
87.80 |
89.28 |
|
S3 |
85.70 |
86.63 |
89.08 |
|
S4 |
83.60 |
84.53 |
88.51 |
|
|
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 |
88.04 |
4.39 |
4.9% |
1.95 |
2.2% |
37% |
False |
False |
397,816 |
10 |
92.43 |
85.49 |
6.94 |
7.7% |
1.74 |
1.9% |
60% |
False |
False |
287,332 |
20 |
92.43 |
77.32 |
15.11 |
16.9% |
1.86 |
2.1% |
82% |
False |
False |
208,241 |
40 |
92.43 |
77.32 |
15.11 |
16.9% |
1.83 |
2.0% |
82% |
False |
False |
147,840 |
60 |
92.43 |
67.49 |
24.94 |
27.8% |
1.83 |
2.0% |
89% |
False |
False |
115,402 |
80 |
92.43 |
66.67 |
25.76 |
28.7% |
1.96 |
2.2% |
89% |
False |
False |
93,643 |
100 |
92.43 |
63.50 |
28.93 |
32.3% |
2.04 |
2.3% |
90% |
False |
False |
78,269 |
120 |
92.43 |
63.50 |
28.93 |
32.3% |
1.98 |
2.2% |
90% |
False |
False |
67,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.00 |
2.618 |
96.57 |
1.618 |
94.47 |
1.000 |
93.17 |
0.618 |
92.37 |
HIGH |
91.07 |
0.618 |
90.27 |
0.500 |
90.02 |
0.382 |
89.77 |
LOW |
88.97 |
0.618 |
87.67 |
1.000 |
86.87 |
1.618 |
85.57 |
2.618 |
83.47 |
4.250 |
80.05 |
|
|
Fisher Pivots for day following 20-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
90.02 |
90.70 |
PP |
89.90 |
90.35 |
S1 |
89.78 |
90.01 |
|