NYMEX Light Sweet Crude Oil Future January 2024
Trading Metrics calculated at close of trading on 14-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
86.41 |
86.50 |
0.09 |
0.1% |
83.48 |
High |
87.14 |
88.38 |
1.24 |
1.4% |
85.49 |
Low |
86.02 |
86.43 |
0.41 |
0.5% |
82.75 |
Close |
86.27 |
87.90 |
1.63 |
1.9% |
85.15 |
Range |
1.12 |
1.95 |
0.83 |
74.1% |
2.74 |
ATR |
1.61 |
1.65 |
0.04 |
2.2% |
0.00 |
Volume |
52,307 |
54,031 |
1,724 |
3.3% |
196,583 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.42 |
92.61 |
88.97 |
|
R3 |
91.47 |
90.66 |
88.44 |
|
R2 |
89.52 |
89.52 |
88.26 |
|
R1 |
88.71 |
88.71 |
88.08 |
89.12 |
PP |
87.57 |
87.57 |
87.57 |
87.77 |
S1 |
86.76 |
86.76 |
87.72 |
87.17 |
S2 |
85.62 |
85.62 |
87.54 |
|
S3 |
83.67 |
84.81 |
87.36 |
|
S4 |
81.72 |
82.86 |
86.83 |
|
|
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 |
88.38 |
83.89 |
4.49 |
5.1% |
1.52 |
1.7% |
89% |
True |
False |
55,026 |
10 |
88.38 |
79.90 |
8.48 |
9.6% |
1.70 |
1.9% |
94% |
True |
False |
57,002 |
20 |
88.38 |
76.75 |
11.63 |
13.2% |
1.60 |
1.8% |
96% |
True |
False |
43,173 |
40 |
88.38 |
73.64 |
14.74 |
16.8% |
1.64 |
1.9% |
97% |
True |
False |
34,608 |
60 |
88.38 |
67.26 |
21.12 |
24.0% |
1.67 |
1.9% |
98% |
True |
False |
29,798 |
80 |
88.38 |
66.22 |
22.16 |
25.2% |
1.79 |
2.0% |
98% |
True |
False |
24,979 |
100 |
88.38 |
65.00 |
23.38 |
26.6% |
1.85 |
2.1% |
98% |
True |
False |
20,928 |
120 |
88.38 |
65.00 |
23.38 |
26.6% |
1.79 |
2.0% |
98% |
True |
False |
18,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.67 |
2.618 |
93.49 |
1.618 |
91.54 |
1.000 |
90.33 |
0.618 |
89.59 |
HIGH |
88.38 |
0.618 |
87.64 |
0.500 |
87.41 |
0.382 |
87.17 |
LOW |
86.43 |
0.618 |
85.22 |
1.000 |
84.48 |
1.618 |
83.27 |
2.618 |
81.32 |
4.250 |
78.14 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
87.74 |
87.52 |
PP |
87.57 |
87.13 |
S1 |
87.41 |
86.75 |
|