NYMEX Light Sweet Crude Oil Future January 2024
Trading Metrics calculated at close of trading on 11-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
84.23 |
84.91 |
0.68 |
0.8% |
83.48 |
High |
85.40 |
85.91 |
0.51 |
0.6% |
85.49 |
Low |
83.89 |
84.60 |
0.71 |
0.8% |
82.75 |
Close |
85.15 |
85.15 |
0.00 |
0.0% |
85.15 |
Range |
1.51 |
1.31 |
-0.20 |
-13.2% |
2.74 |
ATR |
1.67 |
1.65 |
-0.03 |
-1.5% |
0.00 |
Volume |
46,282 |
61,611 |
15,329 |
33.1% |
196,583 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.15 |
88.46 |
85.87 |
|
R3 |
87.84 |
87.15 |
85.51 |
|
R2 |
86.53 |
86.53 |
85.39 |
|
R1 |
85.84 |
85.84 |
85.27 |
86.19 |
PP |
85.22 |
85.22 |
85.22 |
85.39 |
S1 |
84.53 |
84.53 |
85.03 |
84.88 |
S2 |
83.91 |
83.91 |
84.91 |
|
S3 |
82.60 |
83.22 |
84.79 |
|
S4 |
81.29 |
81.91 |
84.43 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.68 |
91.66 |
86.66 |
|
R3 |
89.94 |
88.92 |
85.90 |
|
R2 |
87.20 |
87.20 |
85.65 |
|
R1 |
86.18 |
86.18 |
85.40 |
86.69 |
PP |
84.46 |
84.46 |
84.46 |
84.72 |
S1 |
83.44 |
83.44 |
84.90 |
83.95 |
S2 |
81.72 |
81.72 |
84.65 |
|
S3 |
78.98 |
80.70 |
84.40 |
|
S4 |
76.24 |
77.96 |
83.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.91 |
82.75 |
3.16 |
3.7% |
1.69 |
2.0% |
76% |
True |
False |
51,638 |
10 |
85.91 |
78.08 |
7.83 |
9.2% |
1.61 |
1.9% |
90% |
True |
False |
47,029 |
20 |
85.91 |
76.75 |
9.16 |
10.8% |
1.62 |
1.9% |
92% |
True |
False |
38,900 |
40 |
85.91 |
72.84 |
13.07 |
15.3% |
1.64 |
1.9% |
94% |
True |
False |
31,878 |
60 |
85.91 |
67.26 |
18.65 |
21.9% |
1.70 |
2.0% |
96% |
True |
False |
27,620 |
80 |
85.91 |
66.22 |
19.69 |
23.1% |
1.81 |
2.1% |
96% |
True |
False |
23,043 |
100 |
85.91 |
65.00 |
20.91 |
24.6% |
1.85 |
2.2% |
96% |
True |
False |
19,374 |
120 |
85.91 |
65.00 |
20.91 |
24.6% |
1.80 |
2.1% |
96% |
True |
False |
16,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.48 |
2.618 |
89.34 |
1.618 |
88.03 |
1.000 |
87.22 |
0.618 |
86.72 |
HIGH |
85.91 |
0.618 |
85.41 |
0.500 |
85.26 |
0.382 |
85.10 |
LOW |
84.60 |
0.618 |
83.79 |
1.000 |
83.29 |
1.618 |
82.48 |
2.618 |
81.17 |
4.250 |
79.03 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
85.26 |
85.07 |
PP |
85.22 |
84.98 |
S1 |
85.19 |
84.90 |
|