NYMEX Light Sweet Crude Oil Future February 2024
Trading Metrics calculated at close of trading on 26-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
85.58 |
85.36 |
-0.22 |
-0.3% |
87.05 |
High |
85.85 |
86.01 |
0.16 |
0.2% |
87.86 |
Low |
84.65 |
84.06 |
-0.59 |
-0.7% |
84.78 |
Close |
85.29 |
85.71 |
0.42 |
0.5% |
85.33 |
Range |
1.20 |
1.95 |
0.75 |
62.5% |
3.08 |
ATR |
1.52 |
1.55 |
0.03 |
2.0% |
0.00 |
Volume |
39,636 |
26,121 |
-13,515 |
-34.1% |
201,146 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.11 |
90.36 |
86.78 |
|
R3 |
89.16 |
88.41 |
86.25 |
|
R2 |
87.21 |
87.21 |
86.07 |
|
R1 |
86.46 |
86.46 |
85.89 |
86.84 |
PP |
85.26 |
85.26 |
85.26 |
85.45 |
S1 |
84.51 |
84.51 |
85.53 |
84.89 |
S2 |
83.31 |
83.31 |
85.35 |
|
S3 |
81.36 |
82.56 |
85.17 |
|
S4 |
79.41 |
80.61 |
84.64 |
|
|
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 |
86.91 |
84.06 |
2.85 |
3.3% |
1.66 |
1.9% |
58% |
False |
True |
33,354 |
10 |
87.86 |
84.06 |
3.80 |
4.4% |
1.51 |
1.8% |
43% |
False |
True |
36,374 |
20 |
87.86 |
77.70 |
10.16 |
11.9% |
1.53 |
1.8% |
79% |
False |
False |
30,927 |
40 |
87.86 |
76.43 |
11.43 |
13.3% |
1.58 |
1.8% |
81% |
False |
False |
22,025 |
60 |
87.86 |
68.86 |
19.00 |
22.2% |
1.55 |
1.8% |
89% |
False |
False |
17,809 |
80 |
87.86 |
65.90 |
21.96 |
25.6% |
1.65 |
1.9% |
90% |
False |
False |
14,999 |
100 |
87.86 |
65.24 |
22.62 |
26.4% |
1.68 |
2.0% |
90% |
False |
False |
12,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.30 |
2.618 |
91.12 |
1.618 |
89.17 |
1.000 |
87.96 |
0.618 |
87.22 |
HIGH |
86.01 |
0.618 |
85.27 |
0.500 |
85.04 |
0.382 |
84.80 |
LOW |
84.06 |
0.618 |
82.85 |
1.000 |
82.11 |
1.618 |
80.90 |
2.618 |
78.95 |
4.250 |
75.77 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
85.49 |
85.60 |
PP |
85.26 |
85.49 |
S1 |
85.04 |
85.39 |
|