NYMEX Light Sweet Crude Oil Future March 2024
Trading Metrics calculated at close of trading on 15-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
84.80 |
86.28 |
1.48 |
1.7% |
83.15 |
High |
86.40 |
86.67 |
0.27 |
0.3% |
86.67 |
Low |
84.75 |
85.12 |
0.37 |
0.4% |
83.10 |
Close |
86.04 |
85.85 |
-0.19 |
-0.2% |
85.85 |
Range |
1.65 |
1.55 |
-0.10 |
-6.1% |
3.57 |
ATR |
1.48 |
1.49 |
0.00 |
0.3% |
0.00 |
Volume |
34,786 |
49,273 |
14,487 |
41.6% |
185,342 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.53 |
89.74 |
86.70 |
|
R3 |
88.98 |
88.19 |
86.28 |
|
R2 |
87.43 |
87.43 |
86.13 |
|
R1 |
86.64 |
86.64 |
85.99 |
86.26 |
PP |
85.88 |
85.88 |
85.88 |
85.69 |
S1 |
85.09 |
85.09 |
85.71 |
84.71 |
S2 |
84.33 |
84.33 |
85.57 |
|
S3 |
82.78 |
83.54 |
85.42 |
|
S4 |
81.23 |
81.99 |
85.00 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.92 |
94.45 |
87.81 |
|
R3 |
92.35 |
90.88 |
86.83 |
|
R2 |
88.78 |
88.78 |
86.50 |
|
R1 |
87.31 |
87.31 |
86.18 |
88.05 |
PP |
85.21 |
85.21 |
85.21 |
85.57 |
S1 |
83.74 |
83.74 |
85.52 |
84.48 |
S2 |
81.64 |
81.64 |
85.20 |
|
S3 |
78.07 |
80.17 |
84.87 |
|
S4 |
74.50 |
76.60 |
83.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
86.67 |
83.10 |
3.57 |
4.2% |
1.37 |
1.6% |
77% |
True |
False |
37,068 |
10 |
86.67 |
80.21 |
6.46 |
7.5% |
1.49 |
1.7% |
87% |
True |
False |
37,585 |
20 |
86.67 |
76.10 |
10.57 |
12.3% |
1.45 |
1.7% |
92% |
True |
False |
30,307 |
40 |
86.67 |
73.96 |
12.71 |
14.8% |
1.50 |
1.7% |
94% |
True |
False |
23,817 |
60 |
86.67 |
66.88 |
19.79 |
23.1% |
1.52 |
1.8% |
96% |
True |
False |
21,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.26 |
2.618 |
90.73 |
1.618 |
89.18 |
1.000 |
88.22 |
0.618 |
87.63 |
HIGH |
86.67 |
0.618 |
86.08 |
0.500 |
85.90 |
0.382 |
85.71 |
LOW |
85.12 |
0.618 |
84.16 |
1.000 |
83.57 |
1.618 |
82.61 |
2.618 |
81.06 |
4.250 |
78.53 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
85.90 |
85.73 |
PP |
85.88 |
85.62 |
S1 |
85.87 |
85.50 |
|