NYMEX Light Sweet Crude Oil Future March 2024
Trading Metrics calculated at close of trading on 14-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
84.75 |
84.80 |
0.05 |
0.1% |
81.97 |
High |
85.32 |
86.40 |
1.08 |
1.3% |
83.85 |
Low |
84.33 |
84.75 |
0.42 |
0.5% |
81.46 |
Close |
84.58 |
86.04 |
1.46 |
1.7% |
83.53 |
Range |
0.99 |
1.65 |
0.66 |
66.7% |
2.39 |
ATR |
1.46 |
1.48 |
0.03 |
1.8% |
0.00 |
Volume |
28,403 |
34,786 |
6,383 |
22.5% |
145,349 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.68 |
90.01 |
86.95 |
|
R3 |
89.03 |
88.36 |
86.49 |
|
R2 |
87.38 |
87.38 |
86.34 |
|
R1 |
86.71 |
86.71 |
86.19 |
87.05 |
PP |
85.73 |
85.73 |
85.73 |
85.90 |
S1 |
85.06 |
85.06 |
85.89 |
85.40 |
S2 |
84.08 |
84.08 |
85.74 |
|
S3 |
82.43 |
83.41 |
85.59 |
|
S4 |
80.78 |
81.76 |
85.13 |
|
|
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 |
86.40 |
82.39 |
4.01 |
4.7% |
1.33 |
1.5% |
91% |
True |
False |
34,930 |
10 |
86.40 |
78.90 |
7.50 |
8.7% |
1.48 |
1.7% |
95% |
True |
False |
36,278 |
20 |
86.40 |
76.10 |
10.30 |
12.0% |
1.45 |
1.7% |
97% |
True |
False |
28,865 |
40 |
86.40 |
73.05 |
13.35 |
15.5% |
1.49 |
1.7% |
97% |
True |
False |
22,909 |
60 |
86.40 |
66.88 |
19.52 |
22.7% |
1.52 |
1.8% |
98% |
True |
False |
20,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.41 |
2.618 |
90.72 |
1.618 |
89.07 |
1.000 |
88.05 |
0.618 |
87.42 |
HIGH |
86.40 |
0.618 |
85.77 |
0.500 |
85.58 |
0.382 |
85.38 |
LOW |
84.75 |
0.618 |
83.73 |
1.000 |
83.10 |
1.618 |
82.08 |
2.618 |
80.43 |
4.250 |
77.74 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
85.89 |
85.69 |
PP |
85.73 |
85.34 |
S1 |
85.58 |
85.00 |
|