NYMEX Light Sweet Crude Oil Future February 2024
Trading Metrics calculated at close of trading on 29-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
87.38 |
86.12 |
-1.26 |
-1.4% |
85.58 |
High |
88.21 |
87.30 |
-0.91 |
-1.0% |
88.21 |
Low |
85.78 |
85.09 |
-0.69 |
-0.8% |
84.06 |
Close |
85.98 |
85.27 |
-0.71 |
-0.8% |
85.27 |
Range |
2.43 |
2.21 |
-0.22 |
-9.1% |
4.15 |
ATR |
1.65 |
1.69 |
0.04 |
2.4% |
0.00 |
Volume |
45,913 |
41,586 |
-4,327 |
-9.4% |
217,012 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.52 |
91.10 |
86.49 |
|
R3 |
90.31 |
88.89 |
85.88 |
|
R2 |
88.10 |
88.10 |
85.68 |
|
R1 |
86.68 |
86.68 |
85.47 |
86.29 |
PP |
85.89 |
85.89 |
85.89 |
85.69 |
S1 |
84.47 |
84.47 |
85.07 |
84.08 |
S2 |
83.68 |
83.68 |
84.86 |
|
S3 |
81.47 |
82.26 |
84.66 |
|
S4 |
79.26 |
80.05 |
84.05 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.30 |
95.93 |
87.55 |
|
R3 |
94.15 |
91.78 |
86.41 |
|
R2 |
90.00 |
90.00 |
86.03 |
|
R1 |
87.63 |
87.63 |
85.65 |
86.74 |
PP |
85.85 |
85.85 |
85.85 |
85.40 |
S1 |
83.48 |
83.48 |
84.89 |
82.59 |
S2 |
81.70 |
81.70 |
84.51 |
|
S3 |
77.55 |
79.33 |
84.13 |
|
S4 |
73.40 |
75.18 |
82.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.21 |
84.06 |
4.15 |
4.9% |
1.97 |
2.3% |
29% |
False |
False |
43,402 |
10 |
88.21 |
84.06 |
4.15 |
4.9% |
1.75 |
2.0% |
29% |
False |
False |
41,815 |
20 |
88.21 |
80.80 |
7.41 |
8.7% |
1.66 |
1.9% |
60% |
False |
False |
35,778 |
40 |
88.21 |
76.43 |
11.78 |
13.8% |
1.58 |
1.8% |
75% |
False |
False |
24,905 |
60 |
88.21 |
70.12 |
18.09 |
21.2% |
1.56 |
1.8% |
84% |
False |
False |
19,847 |
80 |
88.21 |
65.90 |
22.31 |
26.2% |
1.66 |
2.0% |
87% |
False |
False |
16,741 |
100 |
88.21 |
65.90 |
22.31 |
26.2% |
1.69 |
2.0% |
87% |
False |
False |
14,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.69 |
2.618 |
93.09 |
1.618 |
90.88 |
1.000 |
89.51 |
0.618 |
88.67 |
HIGH |
87.30 |
0.618 |
86.46 |
0.500 |
86.20 |
0.382 |
85.93 |
LOW |
85.09 |
0.618 |
83.72 |
1.000 |
82.88 |
1.618 |
81.51 |
2.618 |
79.30 |
4.250 |
75.70 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
86.20 |
86.65 |
PP |
85.89 |
86.19 |
S1 |
85.58 |
85.73 |
|