NYMEX Light Sweet Crude Oil Future March 2024
Trading Metrics calculated at close of trading on 11-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
82.49 |
83.15 |
0.66 |
0.8% |
81.97 |
High |
83.73 |
84.27 |
0.54 |
0.6% |
83.85 |
Low |
82.39 |
83.10 |
0.71 |
0.9% |
81.46 |
Close |
83.53 |
83.60 |
0.07 |
0.1% |
83.53 |
Range |
1.34 |
1.17 |
-0.17 |
-12.7% |
2.39 |
ATR |
1.52 |
1.49 |
-0.02 |
-1.6% |
0.00 |
Volume |
38,584 |
32,430 |
-6,154 |
-15.9% |
145,349 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.17 |
86.55 |
84.24 |
|
R3 |
86.00 |
85.38 |
83.92 |
|
R2 |
84.83 |
84.83 |
83.81 |
|
R1 |
84.21 |
84.21 |
83.71 |
84.52 |
PP |
83.66 |
83.66 |
83.66 |
83.81 |
S1 |
83.04 |
83.04 |
83.49 |
83.35 |
S2 |
82.49 |
82.49 |
83.39 |
|
S3 |
81.32 |
81.87 |
83.28 |
|
S4 |
80.15 |
80.70 |
82.96 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.12 |
89.21 |
84.84 |
|
R3 |
87.73 |
86.82 |
84.19 |
|
R2 |
85.34 |
85.34 |
83.97 |
|
R1 |
84.43 |
84.43 |
83.75 |
84.89 |
PP |
82.95 |
82.95 |
82.95 |
83.17 |
S1 |
82.04 |
82.04 |
83.31 |
82.50 |
S2 |
80.56 |
80.56 |
83.09 |
|
S3 |
78.17 |
79.65 |
82.87 |
|
S4 |
75.78 |
77.26 |
82.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.27 |
81.46 |
2.81 |
3.4% |
1.48 |
1.8% |
76% |
True |
False |
35,555 |
10 |
84.27 |
77.26 |
7.01 |
8.4% |
1.43 |
1.7% |
90% |
True |
False |
30,585 |
20 |
84.27 |
76.10 |
8.17 |
9.8% |
1.48 |
1.8% |
92% |
True |
False |
25,973 |
40 |
84.27 |
72.18 |
12.09 |
14.5% |
1.50 |
1.8% |
94% |
True |
False |
21,351 |
60 |
84.27 |
66.88 |
17.39 |
20.8% |
1.55 |
1.9% |
96% |
True |
False |
19,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.24 |
2.618 |
87.33 |
1.618 |
86.16 |
1.000 |
85.44 |
0.618 |
84.99 |
HIGH |
84.27 |
0.618 |
83.82 |
0.500 |
83.69 |
0.382 |
83.55 |
LOW |
83.10 |
0.618 |
82.38 |
1.000 |
81.93 |
1.618 |
81.21 |
2.618 |
80.04 |
4.250 |
78.13 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
83.69 |
83.51 |
PP |
83.66 |
83.42 |
S1 |
83.63 |
83.33 |
|