NYMEX Light Sweet Crude Oil Future February 2024
Trading Metrics calculated at close of trading on 21-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
86.76 |
85.65 |
-1.11 |
-1.3% |
83.98 |
High |
86.91 |
86.80 |
-0.11 |
-0.1% |
87.67 |
Low |
85.42 |
84.78 |
-0.64 |
-0.7% |
83.81 |
Close |
85.83 |
85.83 |
0.00 |
0.0% |
86.85 |
Range |
1.49 |
2.02 |
0.53 |
35.6% |
3.86 |
ATR |
1.51 |
1.54 |
0.04 |
2.4% |
0.00 |
Volume |
30,262 |
25,345 |
-4,917 |
-16.2% |
155,295 |
|
Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.86 |
90.87 |
86.94 |
|
R3 |
89.84 |
88.85 |
86.39 |
|
R2 |
87.82 |
87.82 |
86.20 |
|
R1 |
86.83 |
86.83 |
86.02 |
87.33 |
PP |
85.80 |
85.80 |
85.80 |
86.05 |
S1 |
84.81 |
84.81 |
85.64 |
85.31 |
S2 |
83.78 |
83.78 |
85.46 |
|
S3 |
81.76 |
82.79 |
85.27 |
|
S4 |
79.74 |
80.77 |
84.72 |
|
|
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 |
84.78 |
3.08 |
3.6% |
1.53 |
1.8% |
34% |
False |
True |
38,566 |
10 |
87.86 |
83.11 |
4.75 |
5.5% |
1.46 |
1.7% |
57% |
False |
False |
33,731 |
20 |
87.86 |
76.45 |
11.41 |
13.3% |
1.51 |
1.8% |
82% |
False |
False |
27,724 |
40 |
87.86 |
76.43 |
11.43 |
13.3% |
1.56 |
1.8% |
82% |
False |
False |
19,965 |
60 |
87.86 |
67.38 |
20.48 |
23.9% |
1.55 |
1.8% |
90% |
False |
False |
16,349 |
80 |
87.86 |
65.90 |
21.96 |
25.6% |
1.70 |
2.0% |
91% |
False |
False |
13,755 |
100 |
87.86 |
65.24 |
22.62 |
26.4% |
1.70 |
2.0% |
91% |
False |
False |
11,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.39 |
2.618 |
92.09 |
1.618 |
90.07 |
1.000 |
88.82 |
0.618 |
88.05 |
HIGH |
86.80 |
0.618 |
86.03 |
0.500 |
85.79 |
0.382 |
85.55 |
LOW |
84.78 |
0.618 |
83.53 |
1.000 |
82.76 |
1.618 |
81.51 |
2.618 |
79.49 |
4.250 |
76.20 |
|
|
Fisher Pivots for day following 21-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
85.82 |
86.32 |
PP |
85.80 |
86.16 |
S1 |
85.79 |
85.99 |
|