NYMEX Light Sweet Crude Oil Future February 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 |
87.20 |
87.05 |
-0.15 |
-0.2% |
83.98 |
High |
87.67 |
87.56 |
-0.11 |
-0.1% |
87.67 |
Low |
86.04 |
86.34 |
0.30 |
0.3% |
83.81 |
Close |
86.85 |
86.79 |
-0.06 |
-0.1% |
86.85 |
Range |
1.63 |
1.22 |
-0.41 |
-25.2% |
3.86 |
ATR |
1.55 |
1.53 |
-0.02 |
-1.5% |
0.00 |
Volume |
37,095 |
45,010 |
7,915 |
21.3% |
155,295 |
|
Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.56 |
89.89 |
87.46 |
|
R3 |
89.34 |
88.67 |
87.13 |
|
R2 |
88.12 |
88.12 |
87.01 |
|
R1 |
87.45 |
87.45 |
86.90 |
87.18 |
PP |
86.90 |
86.90 |
86.90 |
86.76 |
S1 |
86.23 |
86.23 |
86.68 |
85.96 |
S2 |
85.68 |
85.68 |
86.57 |
|
S3 |
84.46 |
85.01 |
86.45 |
|
S4 |
83.24 |
83.79 |
86.12 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.69 |
96.13 |
88.97 |
|
R3 |
93.83 |
92.27 |
87.91 |
|
R2 |
89.97 |
89.97 |
87.56 |
|
R1 |
88.41 |
88.41 |
87.20 |
89.19 |
PP |
86.11 |
86.11 |
86.11 |
86.50 |
S1 |
84.55 |
84.55 |
86.50 |
85.33 |
S2 |
82.25 |
82.25 |
86.14 |
|
S3 |
78.39 |
80.69 |
85.79 |
|
S4 |
74.53 |
76.83 |
84.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.67 |
84.29 |
3.38 |
3.9% |
1.44 |
1.7% |
74% |
False |
False |
35,069 |
10 |
87.67 |
82.06 |
5.61 |
6.5% |
1.50 |
1.7% |
84% |
False |
False |
31,079 |
20 |
87.67 |
76.43 |
11.24 |
13.0% |
1.49 |
1.7% |
92% |
False |
False |
24,450 |
40 |
87.67 |
74.70 |
12.97 |
14.9% |
1.55 |
1.8% |
93% |
False |
False |
17,888 |
60 |
87.67 |
67.07 |
20.60 |
23.7% |
1.55 |
1.8% |
96% |
False |
False |
14,870 |
80 |
87.67 |
65.90 |
21.77 |
25.1% |
1.70 |
2.0% |
96% |
False |
False |
12,553 |
100 |
87.67 |
65.24 |
22.43 |
25.8% |
1.71 |
2.0% |
96% |
False |
False |
10,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.75 |
2.618 |
90.75 |
1.618 |
89.53 |
1.000 |
88.78 |
0.618 |
88.31 |
HIGH |
87.56 |
0.618 |
87.09 |
0.500 |
86.95 |
0.382 |
86.81 |
LOW |
86.34 |
0.618 |
85.59 |
1.000 |
85.12 |
1.618 |
84.37 |
2.618 |
83.15 |
4.250 |
81.16 |
|
|
Fisher Pivots for day following 18-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
86.95 |
86.74 |
PP |
86.90 |
86.68 |
S1 |
86.84 |
86.63 |
|