NYMEX Light Sweet Crude Oil Future January 2024
Trading Metrics calculated at close of trading on 18-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
88.22 |
88.21 |
-0.01 |
0.0% |
84.91 |
High |
88.70 |
88.73 |
0.03 |
0.0% |
88.70 |
Low |
86.97 |
87.48 |
0.51 |
0.6% |
84.60 |
Close |
87.92 |
88.01 |
0.09 |
0.1% |
87.92 |
Range |
1.73 |
1.25 |
-0.48 |
-27.7% |
4.10 |
ATR |
1.65 |
1.62 |
-0.03 |
-1.7% |
0.00 |
Volume |
66,115 |
84,840 |
18,725 |
28.3% |
294,966 |
|
Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.82 |
91.17 |
88.70 |
|
R3 |
90.57 |
89.92 |
88.35 |
|
R2 |
89.32 |
89.32 |
88.24 |
|
R1 |
88.67 |
88.67 |
88.12 |
88.37 |
PP |
88.07 |
88.07 |
88.07 |
87.93 |
S1 |
87.42 |
87.42 |
87.90 |
87.12 |
S2 |
86.82 |
86.82 |
87.78 |
|
S3 |
85.57 |
86.17 |
87.67 |
|
S4 |
84.32 |
84.92 |
87.32 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.37 |
97.75 |
90.18 |
|
R3 |
95.27 |
93.65 |
89.05 |
|
R2 |
91.17 |
91.17 |
88.67 |
|
R1 |
89.55 |
89.55 |
88.30 |
90.36 |
PP |
87.07 |
87.07 |
87.07 |
87.48 |
S1 |
85.45 |
85.45 |
87.54 |
86.26 |
S2 |
82.97 |
82.97 |
87.17 |
|
S3 |
78.87 |
81.35 |
86.79 |
|
S4 |
74.77 |
77.25 |
85.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.73 |
85.12 |
3.61 |
4.1% |
1.55 |
1.8% |
80% |
True |
False |
63,639 |
10 |
88.73 |
82.75 |
5.98 |
6.8% |
1.62 |
1.8% |
88% |
True |
False |
57,638 |
20 |
88.73 |
76.75 |
11.98 |
13.6% |
1.59 |
1.8% |
94% |
True |
False |
47,410 |
40 |
88.73 |
75.10 |
13.63 |
15.5% |
1.64 |
1.9% |
95% |
True |
False |
37,180 |
60 |
88.73 |
67.26 |
21.47 |
24.4% |
1.64 |
1.9% |
97% |
True |
False |
31,647 |
80 |
88.73 |
66.22 |
22.51 |
25.6% |
1.79 |
2.0% |
97% |
True |
False |
26,720 |
100 |
88.73 |
65.00 |
23.73 |
27.0% |
1.83 |
2.1% |
97% |
True |
False |
22,373 |
120 |
88.73 |
65.00 |
23.73 |
27.0% |
1.77 |
2.0% |
97% |
True |
False |
19,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.04 |
2.618 |
92.00 |
1.618 |
90.75 |
1.000 |
89.98 |
0.618 |
89.50 |
HIGH |
88.73 |
0.618 |
88.25 |
0.500 |
88.11 |
0.382 |
87.96 |
LOW |
87.48 |
0.618 |
86.71 |
1.000 |
86.23 |
1.618 |
85.46 |
2.618 |
84.21 |
4.250 |
82.17 |
|
|
Fisher Pivots for day following 18-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
88.11 |
87.87 |
PP |
88.07 |
87.72 |
S1 |
88.04 |
87.58 |
|