NYMEX Light Sweet Crude Oil Future December 2023
Trading Metrics calculated at close of trading on 18-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
89.20 |
89.31 |
0.11 |
0.1% |
85.96 |
High |
89.70 |
89.99 |
0.29 |
0.3% |
89.70 |
Low |
87.85 |
88.66 |
0.81 |
0.9% |
85.40 |
Close |
88.97 |
89.26 |
0.29 |
0.3% |
88.97 |
Range |
1.85 |
1.33 |
-0.52 |
-28.1% |
4.30 |
ATR |
1.76 |
1.73 |
-0.03 |
-1.7% |
0.00 |
Volume |
200,746 |
229,589 |
28,843 |
14.4% |
806,474 |
|
Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.29 |
92.61 |
89.99 |
|
R3 |
91.96 |
91.28 |
89.63 |
|
R2 |
90.63 |
90.63 |
89.50 |
|
R1 |
89.95 |
89.95 |
89.38 |
89.63 |
PP |
89.30 |
89.30 |
89.30 |
89.14 |
S1 |
88.62 |
88.62 |
89.14 |
88.30 |
S2 |
87.97 |
87.97 |
89.02 |
|
S3 |
86.64 |
87.29 |
88.89 |
|
S4 |
85.31 |
85.96 |
88.53 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.92 |
99.25 |
91.34 |
|
R3 |
96.62 |
94.95 |
90.15 |
|
R2 |
92.32 |
92.32 |
89.76 |
|
R1 |
90.65 |
90.65 |
89.36 |
91.49 |
PP |
88.02 |
88.02 |
88.02 |
88.44 |
S1 |
86.35 |
86.35 |
88.58 |
87.19 |
S2 |
83.72 |
83.72 |
88.18 |
|
S3 |
79.42 |
82.05 |
87.79 |
|
S4 |
75.12 |
77.75 |
86.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.99 |
85.88 |
4.11 |
4.6% |
1.66 |
1.9% |
82% |
True |
False |
179,243 |
10 |
89.99 |
83.51 |
6.48 |
7.3% |
1.73 |
1.9% |
89% |
True |
False |
152,407 |
20 |
89.99 |
77.03 |
12.96 |
14.5% |
1.68 |
1.9% |
94% |
True |
False |
133,578 |
40 |
89.99 |
75.47 |
14.52 |
16.3% |
1.74 |
2.0% |
95% |
True |
False |
121,508 |
60 |
89.99 |
67.40 |
22.59 |
25.3% |
1.75 |
2.0% |
97% |
True |
False |
111,128 |
80 |
89.99 |
66.36 |
23.63 |
26.5% |
1.92 |
2.1% |
97% |
True |
False |
103,301 |
100 |
89.99 |
63.00 |
26.99 |
30.2% |
2.01 |
2.3% |
97% |
True |
False |
95,366 |
120 |
89.99 |
63.00 |
26.99 |
30.2% |
1.96 |
2.2% |
97% |
True |
False |
89,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.64 |
2.618 |
93.47 |
1.618 |
92.14 |
1.000 |
91.32 |
0.618 |
90.81 |
HIGH |
89.99 |
0.618 |
89.48 |
0.500 |
89.33 |
0.382 |
89.17 |
LOW |
88.66 |
0.618 |
87.84 |
1.000 |
87.33 |
1.618 |
86.51 |
2.618 |
85.18 |
4.250 |
83.01 |
|
|
Fisher Pivots for day following 18-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
89.33 |
89.05 |
PP |
89.30 |
88.84 |
S1 |
89.28 |
88.63 |
|