NYMEX Light Sweet Crude Oil Future February 2024
Trading Metrics calculated at close of trading on 12-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
83.98 |
84.29 |
0.31 |
0.4% |
82.74 |
High |
85.04 |
85.93 |
0.89 |
1.0% |
84.63 |
Low |
83.81 |
84.29 |
0.48 |
0.6% |
82.06 |
Close |
84.35 |
85.63 |
1.28 |
1.5% |
84.31 |
Range |
1.23 |
1.64 |
0.41 |
33.3% |
2.57 |
ATR |
1.55 |
1.55 |
0.01 |
0.4% |
0.00 |
Volume |
24,956 |
33,495 |
8,539 |
34.2% |
110,490 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.20 |
89.56 |
86.53 |
|
R3 |
88.56 |
87.92 |
86.08 |
|
R2 |
86.92 |
86.92 |
85.93 |
|
R1 |
86.28 |
86.28 |
85.78 |
86.60 |
PP |
85.28 |
85.28 |
85.28 |
85.45 |
S1 |
84.64 |
84.64 |
85.48 |
84.96 |
S2 |
83.64 |
83.64 |
85.33 |
|
S3 |
82.00 |
83.00 |
85.18 |
|
S4 |
80.36 |
81.36 |
84.73 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.38 |
90.41 |
85.72 |
|
R3 |
88.81 |
87.84 |
85.02 |
|
R2 |
86.24 |
86.24 |
84.78 |
|
R1 |
85.27 |
85.27 |
84.55 |
85.76 |
PP |
83.67 |
83.67 |
83.67 |
83.91 |
S1 |
82.70 |
82.70 |
84.07 |
83.19 |
S2 |
81.10 |
81.10 |
83.84 |
|
S3 |
78.53 |
80.13 |
83.60 |
|
S4 |
75.96 |
77.56 |
82.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.93 |
83.00 |
2.93 |
3.4% |
1.39 |
1.6% |
90% |
True |
False |
26,871 |
10 |
85.93 |
77.70 |
8.23 |
9.6% |
1.55 |
1.8% |
96% |
True |
False |
25,480 |
20 |
85.93 |
76.43 |
9.50 |
11.1% |
1.56 |
1.8% |
97% |
True |
False |
19,831 |
40 |
85.93 |
72.61 |
13.32 |
15.6% |
1.55 |
1.8% |
98% |
True |
False |
15,369 |
60 |
85.93 |
67.07 |
18.86 |
22.0% |
1.59 |
1.9% |
98% |
True |
False |
12,982 |
80 |
85.93 |
65.90 |
20.03 |
23.4% |
1.68 |
2.0% |
99% |
True |
False |
10,908 |
100 |
85.93 |
65.24 |
20.69 |
24.2% |
1.72 |
2.0% |
99% |
True |
False |
9,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.90 |
2.618 |
90.22 |
1.618 |
88.58 |
1.000 |
87.57 |
0.618 |
86.94 |
HIGH |
85.93 |
0.618 |
85.30 |
0.500 |
85.11 |
0.382 |
84.92 |
LOW |
84.29 |
0.618 |
83.28 |
1.000 |
82.65 |
1.618 |
81.64 |
2.618 |
80.00 |
4.250 |
77.32 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
85.46 |
85.26 |
PP |
85.28 |
84.89 |
S1 |
85.11 |
84.52 |
|