NYMEX Light Sweet Crude Oil Future February 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 |
85.75 |
85.59 |
-0.16 |
-0.2% |
82.74 |
High |
86.13 |
87.33 |
1.20 |
1.4% |
84.63 |
Low |
85.15 |
85.59 |
0.44 |
0.5% |
82.06 |
Close |
85.40 |
86.95 |
1.55 |
1.8% |
84.31 |
Range |
0.98 |
1.74 |
0.76 |
77.6% |
2.57 |
ATR |
1.51 |
1.54 |
0.03 |
2.0% |
0.00 |
Volume |
25,848 |
33,901 |
8,053 |
31.2% |
110,490 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.84 |
91.14 |
87.91 |
|
R3 |
90.10 |
89.40 |
87.43 |
|
R2 |
88.36 |
88.36 |
87.27 |
|
R1 |
87.66 |
87.66 |
87.11 |
88.01 |
PP |
86.62 |
86.62 |
86.62 |
86.80 |
S1 |
85.92 |
85.92 |
86.79 |
86.27 |
S2 |
84.88 |
84.88 |
86.63 |
|
S3 |
83.14 |
84.18 |
86.47 |
|
S4 |
81.40 |
82.44 |
85.99 |
|
|
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 |
87.33 |
83.11 |
4.22 |
4.9% |
1.40 |
1.6% |
91% |
True |
False |
28,896 |
10 |
87.33 |
79.38 |
7.95 |
9.1% |
1.57 |
1.8% |
95% |
True |
False |
28,974 |
20 |
87.33 |
76.43 |
10.90 |
12.5% |
1.50 |
1.7% |
97% |
True |
False |
21,709 |
40 |
87.33 |
73.38 |
13.95 |
16.0% |
1.54 |
1.8% |
97% |
True |
False |
16,420 |
60 |
87.33 |
67.07 |
20.26 |
23.3% |
1.57 |
1.8% |
98% |
True |
False |
13,838 |
80 |
87.33 |
65.90 |
21.43 |
24.6% |
1.69 |
1.9% |
98% |
True |
False |
11,592 |
100 |
87.33 |
65.24 |
22.09 |
25.4% |
1.72 |
2.0% |
98% |
True |
False |
9,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.73 |
2.618 |
91.89 |
1.618 |
90.15 |
1.000 |
89.07 |
0.618 |
88.41 |
HIGH |
87.33 |
0.618 |
86.67 |
0.500 |
86.46 |
0.382 |
86.25 |
LOW |
85.59 |
0.618 |
84.51 |
1.000 |
83.85 |
1.618 |
82.77 |
2.618 |
81.03 |
4.250 |
78.20 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
86.79 |
86.57 |
PP |
86.62 |
86.19 |
S1 |
86.46 |
85.81 |
|