NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 29-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
93.78 |
91.76 |
-2.02 |
-2.2% |
90.55 |
High |
95.03 |
93.10 |
-1.93 |
-2.0% |
95.03 |
Low |
91.39 |
90.35 |
-1.04 |
-1.1% |
88.19 |
Close |
91.71 |
90.79 |
-0.92 |
-1.0% |
90.79 |
Range |
3.64 |
2.75 |
-0.89 |
-24.5% |
6.84 |
ATR |
2.19 |
2.23 |
0.04 |
1.8% |
0.00 |
Volume |
406,709 |
355,782 |
-50,927 |
-12.5% |
1,913,506 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.66 |
97.98 |
92.30 |
|
R3 |
96.91 |
95.23 |
91.55 |
|
R2 |
94.16 |
94.16 |
91.29 |
|
R1 |
92.48 |
92.48 |
91.04 |
91.95 |
PP |
91.41 |
91.41 |
91.41 |
91.15 |
S1 |
89.73 |
89.73 |
90.54 |
89.20 |
S2 |
88.66 |
88.66 |
90.29 |
|
S3 |
85.91 |
86.98 |
90.03 |
|
S4 |
83.16 |
84.23 |
89.28 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.86 |
108.16 |
94.55 |
|
R3 |
105.02 |
101.32 |
92.67 |
|
R2 |
98.18 |
98.18 |
92.04 |
|
R1 |
94.48 |
94.48 |
91.42 |
96.33 |
PP |
91.34 |
91.34 |
91.34 |
92.26 |
S1 |
87.64 |
87.64 |
90.16 |
89.49 |
S2 |
84.50 |
84.50 |
89.54 |
|
S3 |
77.66 |
80.80 |
88.91 |
|
S4 |
70.82 |
73.96 |
87.03 |
|
|
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% |
2.90 |
3.2% |
38% |
False |
False |
382,701 |
10 |
95.03 |
88.19 |
6.84 |
7.5% |
2.48 |
2.7% |
38% |
False |
False |
407,619 |
20 |
95.03 |
82.78 |
12.25 |
13.5% |
2.20 |
2.4% |
65% |
False |
False |
299,959 |
40 |
95.03 |
77.32 |
17.71 |
19.5% |
1.97 |
2.2% |
76% |
False |
False |
202,340 |
60 |
95.03 |
70.77 |
24.26 |
26.7% |
1.92 |
2.1% |
83% |
False |
False |
154,253 |
80 |
95.03 |
66.67 |
28.36 |
31.2% |
1.99 |
2.2% |
85% |
False |
False |
124,995 |
100 |
95.03 |
66.67 |
28.36 |
31.2% |
2.02 |
2.2% |
85% |
False |
False |
103,604 |
120 |
95.03 |
63.50 |
31.53 |
34.7% |
2.04 |
2.3% |
87% |
False |
False |
88,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.79 |
2.618 |
100.30 |
1.618 |
97.55 |
1.000 |
95.85 |
0.618 |
94.80 |
HIGH |
93.10 |
0.618 |
92.05 |
0.500 |
91.73 |
0.382 |
91.40 |
LOW |
90.35 |
0.618 |
88.65 |
1.000 |
87.60 |
1.618 |
85.90 |
2.618 |
83.15 |
4.250 |
78.66 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
91.73 |
92.69 |
PP |
91.41 |
92.06 |
S1 |
91.10 |
91.42 |
|