NYMEX Light Sweet Crude Oil Future March 2024
Trading Metrics calculated at close of trading on 12-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
83.15 |
83.59 |
0.44 |
0.5% |
81.97 |
High |
84.27 |
85.08 |
0.81 |
1.0% |
83.85 |
Low |
83.10 |
83.59 |
0.49 |
0.6% |
81.46 |
Close |
83.60 |
84.80 |
1.20 |
1.4% |
83.53 |
Range |
1.17 |
1.49 |
0.32 |
27.4% |
2.39 |
ATR |
1.49 |
1.49 |
0.00 |
0.0% |
0.00 |
Volume |
32,430 |
40,450 |
8,020 |
24.7% |
145,349 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.96 |
88.37 |
85.62 |
|
R3 |
87.47 |
86.88 |
85.21 |
|
R2 |
85.98 |
85.98 |
85.07 |
|
R1 |
85.39 |
85.39 |
84.94 |
85.69 |
PP |
84.49 |
84.49 |
84.49 |
84.64 |
S1 |
83.90 |
83.90 |
84.66 |
84.20 |
S2 |
83.00 |
83.00 |
84.53 |
|
S3 |
81.51 |
82.41 |
84.39 |
|
S4 |
80.02 |
80.92 |
83.98 |
|
|
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 |
85.08 |
82.33 |
2.75 |
3.2% |
1.30 |
1.5% |
90% |
True |
False |
33,509 |
10 |
85.08 |
77.26 |
7.82 |
9.2% |
1.47 |
1.7% |
96% |
True |
False |
33,501 |
20 |
85.08 |
76.10 |
8.98 |
10.6% |
1.50 |
1.8% |
97% |
True |
False |
27,280 |
40 |
85.08 |
72.31 |
12.77 |
15.1% |
1.50 |
1.8% |
98% |
True |
False |
22,058 |
60 |
85.08 |
66.88 |
18.20 |
21.5% |
1.53 |
1.8% |
98% |
True |
False |
20,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.41 |
2.618 |
88.98 |
1.618 |
87.49 |
1.000 |
86.57 |
0.618 |
86.00 |
HIGH |
85.08 |
0.618 |
84.51 |
0.500 |
84.34 |
0.382 |
84.16 |
LOW |
83.59 |
0.618 |
82.67 |
1.000 |
82.10 |
1.618 |
81.18 |
2.618 |
79.69 |
4.250 |
77.26 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
84.65 |
84.45 |
PP |
84.49 |
84.09 |
S1 |
84.34 |
83.74 |
|