NYMEX Light Sweet Crude Oil Future February 2024
Trading Metrics calculated at close of trading on 20-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
86.86 |
86.76 |
-0.10 |
-0.1% |
83.98 |
High |
87.86 |
86.91 |
-0.95 |
-1.1% |
87.67 |
Low |
86.59 |
85.42 |
-1.17 |
-1.4% |
83.81 |
Close |
86.65 |
85.83 |
-0.82 |
-0.9% |
86.85 |
Range |
1.27 |
1.49 |
0.22 |
17.3% |
3.86 |
ATR |
1.51 |
1.51 |
0.00 |
-0.1% |
0.00 |
Volume |
55,120 |
30,262 |
-24,858 |
-45.1% |
155,295 |
|
Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.52 |
89.67 |
86.65 |
|
R3 |
89.03 |
88.18 |
86.24 |
|
R2 |
87.54 |
87.54 |
86.10 |
|
R1 |
86.69 |
86.69 |
85.97 |
86.37 |
PP |
86.05 |
86.05 |
86.05 |
85.90 |
S1 |
85.20 |
85.20 |
85.69 |
84.88 |
S2 |
84.56 |
84.56 |
85.56 |
|
S3 |
83.07 |
83.71 |
85.42 |
|
S4 |
81.58 |
82.22 |
85.01 |
|
|
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 |
87.86 |
85.42 |
2.44 |
2.8% |
1.47 |
1.7% |
17% |
False |
True |
40,277 |
10 |
87.86 |
83.11 |
4.75 |
5.5% |
1.36 |
1.6% |
57% |
False |
False |
33,403 |
20 |
87.86 |
76.43 |
11.43 |
13.3% |
1.52 |
1.8% |
82% |
False |
False |
27,236 |
40 |
87.86 |
76.43 |
11.43 |
13.3% |
1.53 |
1.8% |
82% |
False |
False |
19,553 |
60 |
87.86 |
67.38 |
20.48 |
23.9% |
1.55 |
1.8% |
90% |
False |
False |
16,091 |
80 |
87.86 |
65.90 |
21.96 |
25.6% |
1.69 |
2.0% |
91% |
False |
False |
13,456 |
100 |
87.86 |
65.24 |
22.62 |
26.4% |
1.70 |
2.0% |
91% |
False |
False |
11,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.24 |
2.618 |
90.81 |
1.618 |
89.32 |
1.000 |
88.40 |
0.618 |
87.83 |
HIGH |
86.91 |
0.618 |
86.34 |
0.500 |
86.17 |
0.382 |
85.99 |
LOW |
85.42 |
0.618 |
84.50 |
1.000 |
83.93 |
1.618 |
83.01 |
2.618 |
81.52 |
4.250 |
79.09 |
|
|
Fisher Pivots for day following 20-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
86.17 |
86.64 |
PP |
86.05 |
86.37 |
S1 |
85.94 |
86.10 |
|