NYMEX Light Sweet Crude Oil Future February 2024
Trading Metrics calculated at close of trading on 25-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
85.84 |
85.58 |
-0.26 |
-0.3% |
87.05 |
High |
86.71 |
85.85 |
-0.86 |
-1.0% |
87.86 |
Low |
85.09 |
84.65 |
-0.44 |
-0.5% |
84.78 |
Close |
85.33 |
85.29 |
-0.04 |
0.0% |
85.33 |
Range |
1.62 |
1.20 |
-0.42 |
-25.9% |
3.08 |
ATR |
1.55 |
1.52 |
-0.02 |
-1.6% |
0.00 |
Volume |
45,409 |
39,636 |
-5,773 |
-12.7% |
201,146 |
|
Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.86 |
88.28 |
85.95 |
|
R3 |
87.66 |
87.08 |
85.62 |
|
R2 |
86.46 |
86.46 |
85.51 |
|
R1 |
85.88 |
85.88 |
85.40 |
85.57 |
PP |
85.26 |
85.26 |
85.26 |
85.11 |
S1 |
84.68 |
84.68 |
85.18 |
84.37 |
S2 |
84.06 |
84.06 |
85.07 |
|
S3 |
82.86 |
83.48 |
84.96 |
|
S4 |
81.66 |
82.28 |
84.63 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.23 |
93.36 |
87.02 |
|
R3 |
92.15 |
90.28 |
86.18 |
|
R2 |
89.07 |
89.07 |
85.89 |
|
R1 |
87.20 |
87.20 |
85.61 |
86.60 |
PP |
85.99 |
85.99 |
85.99 |
85.69 |
S1 |
84.12 |
84.12 |
85.05 |
83.52 |
S2 |
82.91 |
82.91 |
84.77 |
|
S3 |
79.83 |
81.04 |
84.48 |
|
S4 |
76.75 |
77.96 |
83.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.86 |
84.65 |
3.21 |
3.8% |
1.52 |
1.8% |
20% |
False |
True |
39,154 |
10 |
87.86 |
84.29 |
3.57 |
4.2% |
1.48 |
1.7% |
28% |
False |
False |
37,112 |
20 |
87.86 |
77.70 |
10.16 |
11.9% |
1.49 |
1.7% |
75% |
False |
False |
30,019 |
40 |
87.86 |
76.43 |
11.43 |
13.4% |
1.56 |
1.8% |
78% |
False |
False |
21,554 |
60 |
87.86 |
68.86 |
19.00 |
22.3% |
1.54 |
1.8% |
86% |
False |
False |
17,543 |
80 |
87.86 |
65.90 |
21.96 |
25.7% |
1.66 |
2.0% |
88% |
False |
False |
14,700 |
100 |
87.86 |
65.24 |
22.62 |
26.5% |
1.69 |
2.0% |
89% |
False |
False |
12,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.95 |
2.618 |
88.99 |
1.618 |
87.79 |
1.000 |
87.05 |
0.618 |
86.59 |
HIGH |
85.85 |
0.618 |
85.39 |
0.500 |
85.25 |
0.382 |
85.11 |
LOW |
84.65 |
0.618 |
83.91 |
1.000 |
83.45 |
1.618 |
82.71 |
2.618 |
81.51 |
4.250 |
79.55 |
|
|
Fisher Pivots for day following 25-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
85.28 |
85.73 |
PP |
85.26 |
85.58 |
S1 |
85.25 |
85.44 |
|