NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 22-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
89.30 |
89.62 |
0.32 |
0.4% |
90.41 |
High |
90.98 |
91.33 |
0.35 |
0.4% |
92.43 |
Low |
88.37 |
89.31 |
0.94 |
1.1% |
88.37 |
Close |
89.63 |
90.03 |
0.40 |
0.4% |
90.03 |
Range |
2.61 |
2.02 |
-0.59 |
-22.6% |
4.06 |
ATR |
1.91 |
1.92 |
0.01 |
0.4% |
0.00 |
Volume |
351,032 |
402,087 |
51,055 |
14.5% |
2,162,684 |
|
Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.28 |
95.18 |
91.14 |
|
R3 |
94.26 |
93.16 |
90.59 |
|
R2 |
92.24 |
92.24 |
90.40 |
|
R1 |
91.14 |
91.14 |
90.22 |
91.69 |
PP |
90.22 |
90.22 |
90.22 |
90.50 |
S1 |
89.12 |
89.12 |
89.84 |
89.67 |
S2 |
88.20 |
88.20 |
89.66 |
|
S3 |
86.18 |
87.10 |
89.47 |
|
S4 |
84.16 |
85.08 |
88.92 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.46 |
100.30 |
92.26 |
|
R3 |
98.40 |
96.24 |
91.15 |
|
R2 |
94.34 |
94.34 |
90.77 |
|
R1 |
92.18 |
92.18 |
90.40 |
91.23 |
PP |
90.28 |
90.28 |
90.28 |
89.80 |
S1 |
88.12 |
88.12 |
89.66 |
87.17 |
S2 |
86.22 |
86.22 |
89.29 |
|
S3 |
82.16 |
84.06 |
88.91 |
|
S4 |
78.10 |
80.00 |
87.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.43 |
88.37 |
4.06 |
4.5% |
2.06 |
2.3% |
41% |
False |
False |
432,536 |
10 |
92.43 |
86.12 |
6.31 |
7.0% |
1.90 |
2.1% |
62% |
False |
False |
338,975 |
20 |
92.43 |
77.82 |
14.61 |
16.2% |
1.89 |
2.1% |
84% |
False |
False |
232,042 |
40 |
92.43 |
77.32 |
15.11 |
16.8% |
1.88 |
2.1% |
84% |
False |
False |
163,023 |
60 |
92.43 |
69.10 |
23.33 |
25.9% |
1.83 |
2.0% |
90% |
False |
False |
125,879 |
80 |
92.43 |
66.67 |
25.76 |
28.6% |
1.95 |
2.2% |
91% |
False |
False |
102,597 |
100 |
92.43 |
63.50 |
28.93 |
32.1% |
2.04 |
2.3% |
92% |
False |
False |
85,533 |
120 |
92.43 |
63.50 |
28.93 |
32.1% |
2.00 |
2.2% |
92% |
False |
False |
73,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.92 |
2.618 |
96.62 |
1.618 |
94.60 |
1.000 |
93.35 |
0.618 |
92.58 |
HIGH |
91.33 |
0.618 |
90.56 |
0.500 |
90.32 |
0.382 |
90.08 |
LOW |
89.31 |
0.618 |
88.06 |
1.000 |
87.29 |
1.618 |
86.04 |
2.618 |
84.02 |
4.250 |
80.73 |
|
|
Fisher Pivots for day following 22-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
90.32 |
89.97 |
PP |
90.22 |
89.91 |
S1 |
90.13 |
89.85 |
|