NYMEX Light Sweet Crude Oil Future December 2023
Trading Metrics calculated at close of trading on 21-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
89.30 |
88.07 |
-1.23 |
-1.4% |
85.96 |
High |
89.60 |
89.51 |
-0.09 |
-0.1% |
89.70 |
Low |
87.76 |
87.15 |
-0.61 |
-0.7% |
85.40 |
Close |
88.34 |
88.32 |
-0.02 |
0.0% |
88.97 |
Range |
1.84 |
2.36 |
0.52 |
28.3% |
4.30 |
ATR |
1.73 |
1.77 |
0.05 |
2.6% |
0.00 |
Volume |
207,487 |
162,034 |
-45,453 |
-21.9% |
806,474 |
|
Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.41 |
94.22 |
89.62 |
|
R3 |
93.05 |
91.86 |
88.97 |
|
R2 |
90.69 |
90.69 |
88.75 |
|
R1 |
89.50 |
89.50 |
88.54 |
90.10 |
PP |
88.33 |
88.33 |
88.33 |
88.62 |
S1 |
87.14 |
87.14 |
88.10 |
87.74 |
S2 |
85.97 |
85.97 |
87.89 |
|
S3 |
83.61 |
84.78 |
87.67 |
|
S4 |
81.25 |
82.42 |
87.02 |
|
|
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 |
87.15 |
3.60 |
4.1% |
1.81 |
2.0% |
33% |
False |
True |
222,740 |
10 |
90.75 |
84.68 |
6.07 |
6.9% |
1.72 |
1.9% |
60% |
False |
False |
182,329 |
20 |
90.75 |
77.03 |
13.72 |
15.5% |
1.74 |
2.0% |
82% |
False |
False |
152,835 |
40 |
90.75 |
77.03 |
13.72 |
15.5% |
1.77 |
2.0% |
82% |
False |
False |
130,980 |
60 |
90.75 |
67.48 |
23.27 |
26.3% |
1.75 |
2.0% |
90% |
False |
False |
118,172 |
80 |
90.75 |
66.36 |
24.39 |
27.6% |
1.92 |
2.2% |
90% |
False |
False |
109,207 |
100 |
90.75 |
63.00 |
27.75 |
31.4% |
2.00 |
2.3% |
91% |
False |
False |
100,142 |
120 |
90.75 |
63.00 |
27.75 |
31.4% |
1.97 |
2.2% |
91% |
False |
False |
93,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.54 |
2.618 |
95.69 |
1.618 |
93.33 |
1.000 |
91.87 |
0.618 |
90.97 |
HIGH |
89.51 |
0.618 |
88.61 |
0.500 |
88.33 |
0.382 |
88.05 |
LOW |
87.15 |
0.618 |
85.69 |
1.000 |
84.79 |
1.618 |
83.33 |
2.618 |
80.97 |
4.250 |
77.12 |
|
|
Fisher Pivots for day following 21-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
88.33 |
88.95 |
PP |
88.33 |
88.74 |
S1 |
88.32 |
88.53 |
|