NYMEX Light Sweet Crude Oil Future December 2023
Trading Metrics calculated at close of trading on 26-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
88.83 |
88.30 |
-0.53 |
-0.6% |
89.31 |
High |
89.07 |
89.09 |
0.02 |
0.0% |
90.75 |
Low |
87.52 |
86.74 |
-0.78 |
-0.9% |
87.15 |
Close |
88.17 |
88.78 |
0.61 |
0.7% |
88.35 |
Range |
1.55 |
2.35 |
0.80 |
51.6% |
3.60 |
ATR |
1.76 |
1.80 |
0.04 |
2.4% |
0.00 |
Volume |
161,520 |
137,243 |
-24,277 |
-15.0% |
1,166,844 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.25 |
94.37 |
90.07 |
|
R3 |
92.90 |
92.02 |
89.43 |
|
R2 |
90.55 |
90.55 |
89.21 |
|
R1 |
89.67 |
89.67 |
89.00 |
90.11 |
PP |
88.20 |
88.20 |
88.20 |
88.43 |
S1 |
87.32 |
87.32 |
88.56 |
87.76 |
S2 |
85.85 |
85.85 |
88.35 |
|
S3 |
83.50 |
84.97 |
88.13 |
|
S4 |
81.15 |
82.62 |
87.49 |
|
|
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 |
89.65 |
86.74 |
2.91 |
3.3% |
1.99 |
2.2% |
70% |
False |
True |
184,434 |
10 |
90.75 |
86.74 |
4.01 |
4.5% |
1.80 |
2.0% |
51% |
False |
True |
196,044 |
20 |
90.75 |
78.51 |
12.24 |
13.8% |
1.79 |
2.0% |
84% |
False |
False |
164,472 |
40 |
90.75 |
77.03 |
13.72 |
15.5% |
1.79 |
2.0% |
86% |
False |
False |
137,975 |
60 |
90.75 |
69.32 |
21.43 |
24.1% |
1.76 |
2.0% |
91% |
False |
False |
123,012 |
80 |
90.75 |
66.36 |
24.39 |
27.5% |
1.87 |
2.1% |
92% |
False |
False |
113,179 |
100 |
90.75 |
63.00 |
27.75 |
31.3% |
1.97 |
2.2% |
93% |
False |
False |
103,331 |
120 |
90.75 |
63.00 |
27.75 |
31.3% |
1.96 |
2.2% |
93% |
False |
False |
95,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.08 |
2.618 |
95.24 |
1.618 |
92.89 |
1.000 |
91.44 |
0.618 |
90.54 |
HIGH |
89.09 |
0.618 |
88.19 |
0.500 |
87.92 |
0.382 |
87.64 |
LOW |
86.74 |
0.618 |
85.29 |
1.000 |
84.39 |
1.618 |
82.94 |
2.618 |
80.59 |
4.250 |
76.75 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
88.49 |
88.59 |
PP |
88.20 |
88.39 |
S1 |
87.92 |
88.20 |
|