NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
90.53 |
93.78 |
3.25 |
3.6% |
90.41 |
| High |
94.17 |
95.03 |
0.86 |
0.9% |
92.43 |
| Low |
90.40 |
91.39 |
0.99 |
1.1% |
88.37 |
| Close |
93.68 |
91.71 |
-1.97 |
-2.1% |
90.03 |
| Range |
3.77 |
3.64 |
-0.13 |
-3.4% |
4.06 |
| ATR |
2.08 |
2.19 |
0.11 |
5.3% |
0.00 |
| Volume |
504,630 |
406,709 |
-97,921 |
-19.4% |
2,162,684 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.63 |
101.31 |
93.71 |
|
| R3 |
99.99 |
97.67 |
92.71 |
|
| R2 |
96.35 |
96.35 |
92.38 |
|
| R1 |
94.03 |
94.03 |
92.04 |
93.37 |
| PP |
92.71 |
92.71 |
92.71 |
92.38 |
| S1 |
90.39 |
90.39 |
91.38 |
89.73 |
| S2 |
89.07 |
89.07 |
91.04 |
|
| S3 |
85.43 |
86.75 |
90.71 |
|
| S4 |
81.79 |
83.11 |
89.71 |
|
|
| 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 |
95.03 |
88.19 |
6.84 |
7.5% |
2.76 |
3.0% |
51% |
True |
False |
391,962 |
| 10 |
95.03 |
88.19 |
6.84 |
7.5% |
2.40 |
2.6% |
51% |
True |
False |
404,225 |
| 20 |
95.03 |
81.00 |
14.03 |
15.3% |
2.16 |
2.4% |
76% |
True |
False |
289,682 |
| 40 |
95.03 |
77.32 |
17.71 |
19.3% |
1.98 |
2.2% |
81% |
True |
False |
195,552 |
| 60 |
95.03 |
69.89 |
25.14 |
27.4% |
1.91 |
2.1% |
87% |
True |
False |
149,257 |
| 80 |
95.03 |
66.67 |
28.36 |
30.9% |
1.98 |
2.2% |
88% |
True |
False |
120,992 |
| 100 |
95.03 |
66.67 |
28.36 |
30.9% |
2.02 |
2.2% |
88% |
True |
False |
100,198 |
| 120 |
95.03 |
63.50 |
31.53 |
34.4% |
2.03 |
2.2% |
89% |
True |
False |
85,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.50 |
|
2.618 |
104.56 |
|
1.618 |
100.92 |
|
1.000 |
98.67 |
|
0.618 |
97.28 |
|
HIGH |
95.03 |
|
0.618 |
93.64 |
|
0.500 |
93.21 |
|
0.382 |
92.78 |
|
LOW |
91.39 |
|
0.618 |
89.14 |
|
1.000 |
87.75 |
|
1.618 |
85.50 |
|
2.618 |
81.86 |
|
4.250 |
75.92 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
93.21 |
91.68 |
| PP |
92.71 |
91.64 |
| S1 |
92.21 |
91.61 |
|