NYMEX Light Sweet Crude Oil Future December 2023
Trading Metrics calculated at close of trading on 20-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
89.54 |
89.30 |
-0.24 |
-0.3% |
85.96 |
High |
90.75 |
89.60 |
-1.15 |
-1.3% |
89.70 |
Low |
89.08 |
87.76 |
-1.32 |
-1.5% |
85.40 |
Close |
89.17 |
88.34 |
-0.83 |
-0.9% |
88.97 |
Range |
1.67 |
1.84 |
0.17 |
10.2% |
4.30 |
ATR |
1.72 |
1.73 |
0.01 |
0.5% |
0.00 |
Volume |
313,847 |
207,487 |
-106,360 |
-33.9% |
806,474 |
|
Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.09 |
93.05 |
89.35 |
|
R3 |
92.25 |
91.21 |
88.85 |
|
R2 |
90.41 |
90.41 |
88.68 |
|
R1 |
89.37 |
89.37 |
88.51 |
88.97 |
PP |
88.57 |
88.57 |
88.57 |
88.37 |
S1 |
87.53 |
87.53 |
88.17 |
87.13 |
S2 |
86.73 |
86.73 |
88.00 |
|
S3 |
84.89 |
85.69 |
87.83 |
|
S4 |
83.05 |
83.85 |
87.33 |
|
|
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 |
90.75 |
87.27 |
3.48 |
3.9% |
1.75 |
2.0% |
31% |
False |
False |
219,320 |
10 |
90.75 |
84.68 |
6.07 |
6.9% |
1.61 |
1.8% |
60% |
False |
False |
175,362 |
20 |
90.75 |
77.03 |
13.72 |
15.5% |
1.74 |
2.0% |
82% |
False |
False |
150,379 |
40 |
90.75 |
77.03 |
13.72 |
15.5% |
1.73 |
2.0% |
82% |
False |
False |
129,176 |
60 |
90.75 |
67.48 |
23.27 |
26.3% |
1.75 |
2.0% |
90% |
False |
False |
117,473 |
80 |
90.75 |
66.36 |
24.39 |
27.6% |
1.90 |
2.2% |
90% |
False |
False |
107,659 |
100 |
90.75 |
63.00 |
27.75 |
31.4% |
2.00 |
2.3% |
91% |
False |
False |
99,026 |
120 |
90.75 |
63.00 |
27.75 |
31.4% |
1.96 |
2.2% |
91% |
False |
False |
93,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.42 |
2.618 |
94.42 |
1.618 |
92.58 |
1.000 |
91.44 |
0.618 |
90.74 |
HIGH |
89.60 |
0.618 |
88.90 |
0.500 |
88.68 |
0.382 |
88.46 |
LOW |
87.76 |
0.618 |
86.62 |
1.000 |
85.92 |
1.618 |
84.78 |
2.618 |
82.94 |
4.250 |
79.94 |
|
|
Fisher Pivots for day following 20-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
88.68 |
89.26 |
PP |
88.57 |
88.95 |
S1 |
88.45 |
88.65 |
|