NYMEX Light Sweet Crude Oil Future December 2023
Trading Metrics calculated at close of trading on 29-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
91.44 |
89.70 |
-1.74 |
-1.9% |
88.83 |
High |
92.48 |
90.96 |
-1.52 |
-1.6% |
92.48 |
Low |
89.31 |
88.45 |
-0.86 |
-1.0% |
86.74 |
Close |
89.59 |
88.80 |
-0.79 |
-0.9% |
88.80 |
Range |
3.17 |
2.51 |
-0.66 |
-20.8% |
5.74 |
ATR |
1.98 |
2.02 |
0.04 |
1.9% |
0.00 |
Volume |
226,831 |
156,927 |
-69,904 |
-30.8% |
975,795 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.93 |
95.38 |
90.18 |
|
R3 |
94.42 |
92.87 |
89.49 |
|
R2 |
91.91 |
91.91 |
89.26 |
|
R1 |
90.36 |
90.36 |
89.03 |
89.88 |
PP |
89.40 |
89.40 |
89.40 |
89.17 |
S1 |
87.85 |
87.85 |
88.57 |
87.37 |
S2 |
86.89 |
86.89 |
88.34 |
|
S3 |
84.38 |
85.34 |
88.11 |
|
S4 |
81.87 |
82.83 |
87.42 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.56 |
103.42 |
91.96 |
|
R3 |
100.82 |
97.68 |
90.38 |
|
R2 |
95.08 |
95.08 |
89.85 |
|
R1 |
91.94 |
91.94 |
89.33 |
90.64 |
PP |
89.34 |
89.34 |
89.34 |
88.69 |
S1 |
86.20 |
86.20 |
88.27 |
84.90 |
S2 |
83.60 |
83.60 |
87.75 |
|
S3 |
77.86 |
80.46 |
87.22 |
|
S4 |
72.12 |
74.72 |
85.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.48 |
86.74 |
5.74 |
6.5% |
2.50 |
2.8% |
36% |
False |
False |
195,159 |
10 |
92.48 |
86.74 |
5.74 |
6.5% |
2.15 |
2.4% |
36% |
False |
False |
214,263 |
20 |
92.48 |
82.09 |
10.39 |
11.7% |
1.98 |
2.2% |
65% |
False |
False |
181,208 |
40 |
92.48 |
77.03 |
15.45 |
17.4% |
1.83 |
2.1% |
76% |
False |
False |
146,755 |
60 |
92.48 |
70.50 |
21.98 |
24.8% |
1.80 |
2.0% |
83% |
False |
False |
130,005 |
80 |
92.48 |
66.36 |
26.12 |
29.4% |
1.89 |
2.1% |
86% |
False |
False |
118,839 |
100 |
92.48 |
66.36 |
26.12 |
29.4% |
1.95 |
2.2% |
86% |
False |
False |
107,726 |
120 |
92.48 |
63.00 |
29.48 |
33.2% |
2.00 |
2.3% |
88% |
False |
False |
100,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.63 |
2.618 |
97.53 |
1.618 |
95.02 |
1.000 |
93.47 |
0.618 |
92.51 |
HIGH |
90.96 |
0.618 |
90.00 |
0.500 |
89.71 |
0.382 |
89.41 |
LOW |
88.45 |
0.618 |
86.90 |
1.000 |
85.94 |
1.618 |
84.39 |
2.618 |
81.88 |
4.250 |
77.78 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
89.71 |
90.47 |
PP |
89.40 |
89.91 |
S1 |
89.10 |
89.36 |
|