NYMEX Light Sweet Crude Oil Future December 2023
Trading Metrics calculated at close of trading on 22-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
88.07 |
88.27 |
0.20 |
0.2% |
89.31 |
High |
89.51 |
89.65 |
0.14 |
0.2% |
90.75 |
Low |
87.15 |
87.82 |
0.67 |
0.8% |
87.15 |
Close |
88.32 |
88.35 |
0.03 |
0.0% |
88.35 |
Range |
2.36 |
1.83 |
-0.53 |
-22.5% |
3.60 |
ATR |
1.77 |
1.78 |
0.00 |
0.2% |
0.00 |
Volume |
162,034 |
253,887 |
91,853 |
56.7% |
1,166,844 |
|
Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.10 |
93.05 |
89.36 |
|
R3 |
92.27 |
91.22 |
88.85 |
|
R2 |
90.44 |
90.44 |
88.69 |
|
R1 |
89.39 |
89.39 |
88.52 |
89.92 |
PP |
88.61 |
88.61 |
88.61 |
88.87 |
S1 |
87.56 |
87.56 |
88.18 |
88.09 |
S2 |
86.78 |
86.78 |
88.01 |
|
S3 |
84.95 |
85.73 |
87.85 |
|
S4 |
83.12 |
83.90 |
87.34 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.55 |
97.55 |
90.33 |
|
R3 |
95.95 |
93.95 |
89.34 |
|
R2 |
92.35 |
92.35 |
89.01 |
|
R1 |
90.35 |
90.35 |
88.68 |
89.55 |
PP |
88.75 |
88.75 |
88.75 |
88.35 |
S1 |
86.75 |
86.75 |
88.02 |
85.95 |
S2 |
85.15 |
85.15 |
87.69 |
|
S3 |
81.55 |
83.15 |
87.36 |
|
S4 |
77.95 |
79.55 |
86.37 |
|
|
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 |
False |
233,368 |
10 |
90.75 |
85.40 |
5.35 |
6.1% |
1.73 |
2.0% |
55% |
False |
False |
197,331 |
20 |
90.75 |
77.46 |
13.29 |
15.0% |
1.76 |
2.0% |
82% |
False |
False |
159,090 |
40 |
90.75 |
77.03 |
13.72 |
15.5% |
1.78 |
2.0% |
83% |
False |
False |
134,528 |
60 |
90.75 |
68.99 |
21.76 |
24.6% |
1.74 |
2.0% |
89% |
False |
False |
120,652 |
80 |
90.75 |
66.36 |
24.39 |
27.6% |
1.89 |
2.1% |
90% |
False |
False |
111,340 |
100 |
90.75 |
63.00 |
27.75 |
31.4% |
2.00 |
2.3% |
91% |
False |
False |
102,362 |
120 |
90.75 |
63.00 |
27.75 |
31.4% |
1.97 |
2.2% |
91% |
False |
False |
95,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.43 |
2.618 |
94.44 |
1.618 |
92.61 |
1.000 |
91.48 |
0.618 |
90.78 |
HIGH |
89.65 |
0.618 |
88.95 |
0.500 |
88.74 |
0.382 |
88.52 |
LOW |
87.82 |
0.618 |
86.69 |
1.000 |
85.99 |
1.618 |
84.86 |
2.618 |
83.03 |
4.250 |
80.04 |
|
|
Fisher Pivots for day following 22-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
88.74 |
88.40 |
PP |
88.61 |
88.38 |
S1 |
88.48 |
88.37 |
|