NYMEX Light Sweet Crude Oil Future December 2023
Trading Metrics calculated at close of trading on 13-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
85.89 |
87.32 |
1.43 |
1.7% |
84.19 |
High |
87.76 |
88.06 |
0.30 |
0.3% |
86.39 |
Low |
85.88 |
86.87 |
0.99 |
1.2% |
83.51 |
Close |
87.36 |
87.11 |
-0.25 |
-0.3% |
86.00 |
Range |
1.88 |
1.19 |
-0.69 |
-36.7% |
2.88 |
ATR |
1.75 |
1.71 |
-0.04 |
-2.3% |
0.00 |
Volume |
171,796 |
149,156 |
-22,640 |
-13.2% |
488,008 |
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.92 |
90.20 |
87.76 |
|
R3 |
89.73 |
89.01 |
87.44 |
|
R2 |
88.54 |
88.54 |
87.33 |
|
R1 |
87.82 |
87.82 |
87.22 |
87.59 |
PP |
87.35 |
87.35 |
87.35 |
87.23 |
S1 |
86.63 |
86.63 |
87.00 |
86.40 |
S2 |
86.16 |
86.16 |
86.89 |
|
S3 |
84.97 |
85.44 |
86.78 |
|
S4 |
83.78 |
84.25 |
86.46 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.94 |
92.85 |
87.58 |
|
R3 |
91.06 |
89.97 |
86.79 |
|
R2 |
88.18 |
88.18 |
86.53 |
|
R1 |
87.09 |
87.09 |
86.26 |
87.64 |
PP |
85.30 |
85.30 |
85.30 |
85.57 |
S1 |
84.21 |
84.21 |
85.74 |
84.76 |
S2 |
82.42 |
82.42 |
85.47 |
|
S3 |
79.54 |
81.33 |
85.21 |
|
S4 |
76.66 |
78.45 |
84.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.06 |
84.68 |
3.38 |
3.9% |
1.47 |
1.7% |
72% |
True |
False |
131,405 |
10 |
88.06 |
79.94 |
8.12 |
9.3% |
1.71 |
2.0% |
88% |
True |
False |
139,035 |
20 |
88.06 |
77.03 |
11.03 |
12.7% |
1.70 |
2.0% |
91% |
True |
False |
124,707 |
40 |
88.06 |
73.92 |
14.14 |
16.2% |
1.72 |
2.0% |
93% |
True |
False |
114,363 |
60 |
88.06 |
67.40 |
20.66 |
23.7% |
1.78 |
2.0% |
95% |
True |
False |
105,913 |
80 |
88.06 |
66.36 |
21.70 |
24.9% |
1.92 |
2.2% |
96% |
True |
False |
98,022 |
100 |
88.06 |
63.00 |
25.06 |
28.8% |
2.02 |
2.3% |
96% |
True |
False |
91,030 |
120 |
88.06 |
63.00 |
25.06 |
28.8% |
1.99 |
2.3% |
96% |
True |
False |
86,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.12 |
2.618 |
91.18 |
1.618 |
89.99 |
1.000 |
89.25 |
0.618 |
88.80 |
HIGH |
88.06 |
0.618 |
87.61 |
0.500 |
87.47 |
0.382 |
87.32 |
LOW |
86.87 |
0.618 |
86.13 |
1.000 |
85.68 |
1.618 |
84.94 |
2.618 |
83.75 |
4.250 |
81.81 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
87.47 |
86.98 |
PP |
87.35 |
86.86 |
S1 |
87.23 |
86.73 |
|