NYMEX Light Sweet Crude Oil Future December 2023
Trading Metrics calculated at close of trading on 14-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
87.32 |
87.42 |
0.10 |
0.1% |
84.19 |
High |
88.06 |
89.33 |
1.27 |
1.4% |
86.39 |
Low |
86.87 |
87.27 |
0.40 |
0.5% |
83.51 |
Close |
87.11 |
88.81 |
1.70 |
2.0% |
86.00 |
Range |
1.19 |
2.06 |
0.87 |
73.1% |
2.88 |
ATR |
1.71 |
1.75 |
0.04 |
2.1% |
0.00 |
Volume |
149,156 |
144,931 |
-4,225 |
-2.8% |
488,008 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.65 |
93.79 |
89.94 |
|
R3 |
92.59 |
91.73 |
89.38 |
|
R2 |
90.53 |
90.53 |
89.19 |
|
R1 |
89.67 |
89.67 |
89.00 |
90.10 |
PP |
88.47 |
88.47 |
88.47 |
88.69 |
S1 |
87.61 |
87.61 |
88.62 |
88.04 |
S2 |
86.41 |
86.41 |
88.43 |
|
S3 |
84.35 |
85.55 |
88.24 |
|
S4 |
82.29 |
83.49 |
87.68 |
|
|
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 |
89.33 |
84.68 |
4.65 |
5.2% |
1.62 |
1.8% |
89% |
True |
False |
141,918 |
10 |
89.33 |
80.45 |
8.88 |
10.0% |
1.81 |
2.0% |
94% |
True |
False |
144,053 |
20 |
89.33 |
77.03 |
12.30 |
13.8% |
1.70 |
1.9% |
96% |
True |
False |
124,568 |
40 |
89.33 |
73.92 |
15.41 |
17.4% |
1.74 |
2.0% |
97% |
True |
False |
115,650 |
60 |
89.33 |
67.40 |
21.93 |
24.7% |
1.77 |
2.0% |
98% |
True |
False |
107,193 |
80 |
89.33 |
66.36 |
22.97 |
25.9% |
1.92 |
2.2% |
98% |
True |
False |
99,231 |
100 |
89.33 |
63.00 |
26.33 |
29.6% |
2.03 |
2.3% |
98% |
True |
False |
92,044 |
120 |
89.33 |
63.00 |
26.33 |
29.6% |
1.99 |
2.2% |
98% |
True |
False |
87,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.09 |
2.618 |
94.72 |
1.618 |
92.66 |
1.000 |
91.39 |
0.618 |
90.60 |
HIGH |
89.33 |
0.618 |
88.54 |
0.500 |
88.30 |
0.382 |
88.06 |
LOW |
87.27 |
0.618 |
86.00 |
1.000 |
85.21 |
1.618 |
83.94 |
2.618 |
81.88 |
4.250 |
78.52 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
88.64 |
88.41 |
PP |
88.47 |
88.01 |
S1 |
88.30 |
87.61 |
|