NYMEX Light Sweet Crude Oil Future January 2024
Trading Metrics calculated at close of trading on 25-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
87.01 |
87.18 |
0.17 |
0.2% |
88.21 |
High |
88.12 |
87.39 |
-0.73 |
-0.8% |
89.24 |
Low |
86.40 |
86.05 |
-0.35 |
-0.4% |
85.94 |
Close |
86.76 |
86.70 |
-0.06 |
-0.1% |
86.76 |
Range |
1.72 |
1.34 |
-0.38 |
-22.1% |
3.30 |
ATR |
1.66 |
1.64 |
-0.02 |
-1.4% |
0.00 |
Volume |
100,281 |
77,758 |
-22,523 |
-22.5% |
456,789 |
|
Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.73 |
90.06 |
87.44 |
|
R3 |
89.39 |
88.72 |
87.07 |
|
R2 |
88.05 |
88.05 |
86.95 |
|
R1 |
87.38 |
87.38 |
86.82 |
87.05 |
PP |
86.71 |
86.71 |
86.71 |
86.55 |
S1 |
86.04 |
86.04 |
86.58 |
85.71 |
S2 |
85.37 |
85.37 |
86.45 |
|
S3 |
84.03 |
84.70 |
86.33 |
|
S4 |
82.69 |
83.36 |
85.96 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.21 |
95.29 |
88.58 |
|
R3 |
93.91 |
91.99 |
87.67 |
|
R2 |
90.61 |
90.61 |
87.37 |
|
R1 |
88.69 |
88.69 |
87.06 |
88.00 |
PP |
87.31 |
87.31 |
87.31 |
86.97 |
S1 |
85.39 |
85.39 |
86.46 |
84.70 |
S2 |
84.01 |
84.01 |
86.16 |
|
S3 |
80.71 |
82.09 |
85.85 |
|
S4 |
77.41 |
78.79 |
84.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.24 |
85.94 |
3.30 |
3.8% |
1.67 |
1.9% |
23% |
False |
False |
89,941 |
10 |
89.24 |
85.12 |
4.12 |
4.8% |
1.61 |
1.9% |
38% |
False |
False |
76,790 |
20 |
89.24 |
78.08 |
11.16 |
12.9% |
1.61 |
1.9% |
77% |
False |
False |
61,909 |
40 |
89.24 |
76.75 |
12.49 |
14.4% |
1.67 |
1.9% |
80% |
False |
False |
45,389 |
60 |
89.24 |
69.09 |
20.15 |
23.2% |
1.64 |
1.9% |
87% |
False |
False |
37,652 |
80 |
89.24 |
66.22 |
23.02 |
26.6% |
1.76 |
2.0% |
89% |
False |
False |
31,771 |
100 |
89.24 |
65.00 |
24.24 |
28.0% |
1.81 |
2.1% |
90% |
False |
False |
26,614 |
120 |
89.24 |
65.00 |
24.24 |
28.0% |
1.77 |
2.0% |
90% |
False |
False |
22,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.09 |
2.618 |
90.90 |
1.618 |
89.56 |
1.000 |
88.73 |
0.618 |
88.22 |
HIGH |
87.39 |
0.618 |
86.88 |
0.500 |
86.72 |
0.382 |
86.56 |
LOW |
86.05 |
0.618 |
85.22 |
1.000 |
84.71 |
1.618 |
83.88 |
2.618 |
82.54 |
4.250 |
80.36 |
|
|
Fisher Pivots for day following 25-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
86.72 |
87.03 |
PP |
86.71 |
86.92 |
S1 |
86.71 |
86.81 |
|