NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 26-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
90.55 |
89.88 |
-0.67 |
-0.7% |
90.41 |
High |
90.83 |
90.74 |
-0.09 |
-0.1% |
92.43 |
Low |
89.03 |
88.19 |
-0.84 |
-0.9% |
88.37 |
Close |
89.68 |
90.39 |
0.71 |
0.8% |
90.03 |
Range |
1.80 |
2.55 |
0.75 |
41.7% |
4.06 |
ATR |
1.91 |
1.95 |
0.05 |
2.4% |
0.00 |
Volume |
328,369 |
318,016 |
-10,353 |
-3.2% |
2,162,684 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.42 |
96.46 |
91.79 |
|
R3 |
94.87 |
93.91 |
91.09 |
|
R2 |
92.32 |
92.32 |
90.86 |
|
R1 |
91.36 |
91.36 |
90.62 |
91.84 |
PP |
89.77 |
89.77 |
89.77 |
90.02 |
S1 |
88.81 |
88.81 |
90.16 |
89.29 |
S2 |
87.22 |
87.22 |
89.92 |
|
S3 |
84.67 |
86.26 |
89.69 |
|
S4 |
82.12 |
83.71 |
88.99 |
|
|
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 |
91.33 |
88.19 |
3.14 |
3.5% |
2.22 |
2.5% |
70% |
False |
True |
371,471 |
10 |
92.43 |
87.66 |
4.77 |
5.3% |
2.00 |
2.2% |
57% |
False |
False |
363,945 |
20 |
92.43 |
78.94 |
13.49 |
14.9% |
1.94 |
2.1% |
85% |
False |
False |
252,535 |
40 |
92.43 |
77.32 |
15.11 |
16.7% |
1.91 |
2.1% |
86% |
False |
False |
176,344 |
60 |
92.43 |
69.53 |
22.90 |
25.3% |
1.86 |
2.1% |
91% |
False |
False |
135,228 |
80 |
92.43 |
66.67 |
25.76 |
28.5% |
1.94 |
2.1% |
92% |
False |
False |
110,142 |
100 |
92.43 |
63.50 |
28.93 |
32.0% |
2.01 |
2.2% |
93% |
False |
False |
91,438 |
120 |
92.43 |
63.50 |
28.93 |
32.0% |
1.99 |
2.2% |
93% |
False |
False |
78,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.58 |
2.618 |
97.42 |
1.618 |
94.87 |
1.000 |
93.29 |
0.618 |
92.32 |
HIGH |
90.74 |
0.618 |
89.77 |
0.500 |
89.47 |
0.382 |
89.16 |
LOW |
88.19 |
0.618 |
86.61 |
1.000 |
85.64 |
1.618 |
84.06 |
2.618 |
81.51 |
4.250 |
77.35 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
90.08 |
90.18 |
PP |
89.77 |
89.97 |
S1 |
89.47 |
89.76 |
|