NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 25-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
89.62 |
90.55 |
0.93 |
1.0% |
90.41 |
High |
91.33 |
90.83 |
-0.50 |
-0.5% |
92.43 |
Low |
89.31 |
89.03 |
-0.28 |
-0.3% |
88.37 |
Close |
90.03 |
89.68 |
-0.35 |
-0.4% |
90.03 |
Range |
2.02 |
1.80 |
-0.22 |
-10.9% |
4.06 |
ATR |
1.92 |
1.91 |
-0.01 |
-0.4% |
0.00 |
Volume |
402,087 |
328,369 |
-73,718 |
-18.3% |
2,162,684 |
|
Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.25 |
94.26 |
90.67 |
|
R3 |
93.45 |
92.46 |
90.18 |
|
R2 |
91.65 |
91.65 |
90.01 |
|
R1 |
90.66 |
90.66 |
89.85 |
90.26 |
PP |
89.85 |
89.85 |
89.85 |
89.64 |
S1 |
88.86 |
88.86 |
89.52 |
88.46 |
S2 |
88.05 |
88.05 |
89.35 |
|
S3 |
86.25 |
87.06 |
89.19 |
|
S4 |
84.45 |
85.26 |
88.69 |
|
|
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% |
2.13 |
2.4% |
32% |
False |
False |
415,372 |
10 |
92.43 |
86.58 |
5.85 |
6.5% |
1.95 |
2.2% |
53% |
False |
False |
353,911 |
20 |
92.43 |
78.94 |
13.49 |
15.0% |
1.87 |
2.1% |
80% |
False |
False |
240,200 |
40 |
92.43 |
77.32 |
15.11 |
16.8% |
1.89 |
2.1% |
82% |
False |
False |
169,728 |
60 |
92.43 |
69.53 |
22.90 |
25.5% |
1.84 |
2.0% |
88% |
False |
False |
130,767 |
80 |
92.43 |
66.67 |
25.76 |
28.7% |
1.95 |
2.2% |
89% |
False |
False |
106,417 |
100 |
92.43 |
63.50 |
28.93 |
32.3% |
2.02 |
2.3% |
90% |
False |
False |
88,544 |
120 |
92.43 |
63.50 |
28.93 |
32.3% |
1.98 |
2.2% |
90% |
False |
False |
75,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.48 |
2.618 |
95.54 |
1.618 |
93.74 |
1.000 |
92.63 |
0.618 |
91.94 |
HIGH |
90.83 |
0.618 |
90.14 |
0.500 |
89.93 |
0.382 |
89.72 |
LOW |
89.03 |
0.618 |
87.92 |
1.000 |
87.23 |
1.618 |
86.12 |
2.618 |
84.32 |
4.250 |
81.38 |
|
|
Fisher Pivots for day following 25-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
89.93 |
89.85 |
PP |
89.85 |
89.79 |
S1 |
89.76 |
89.74 |
|