NYMEX Light Sweet Crude Oil Future March 2024
Trading Metrics calculated at close of trading on 18-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
86.28 |
85.80 |
-0.48 |
-0.6% |
83.15 |
High |
86.67 |
86.49 |
-0.18 |
-0.2% |
86.67 |
Low |
85.12 |
85.30 |
0.18 |
0.2% |
83.10 |
Close |
85.85 |
85.70 |
-0.15 |
-0.2% |
85.85 |
Range |
1.55 |
1.19 |
-0.36 |
-23.2% |
3.57 |
ATR |
1.49 |
1.47 |
-0.02 |
-1.4% |
0.00 |
Volume |
49,273 |
54,274 |
5,001 |
10.1% |
185,342 |
|
Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.40 |
88.74 |
86.35 |
|
R3 |
88.21 |
87.55 |
86.03 |
|
R2 |
87.02 |
87.02 |
85.92 |
|
R1 |
86.36 |
86.36 |
85.81 |
86.10 |
PP |
85.83 |
85.83 |
85.83 |
85.70 |
S1 |
85.17 |
85.17 |
85.59 |
84.91 |
S2 |
84.64 |
84.64 |
85.48 |
|
S3 |
83.45 |
83.98 |
85.37 |
|
S4 |
82.26 |
82.79 |
85.05 |
|
|
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 |
83.59 |
3.08 |
3.6% |
1.37 |
1.6% |
69% |
False |
False |
41,437 |
10 |
86.67 |
81.46 |
5.21 |
6.1% |
1.43 |
1.7% |
81% |
False |
False |
38,496 |
20 |
86.67 |
76.10 |
10.57 |
12.3% |
1.43 |
1.7% |
91% |
False |
False |
31,647 |
40 |
86.67 |
74.34 |
12.33 |
14.4% |
1.50 |
1.7% |
92% |
False |
False |
24,794 |
60 |
86.67 |
66.88 |
19.79 |
23.1% |
1.49 |
1.7% |
95% |
False |
False |
21,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.55 |
2.618 |
89.61 |
1.618 |
88.42 |
1.000 |
87.68 |
0.618 |
87.23 |
HIGH |
86.49 |
0.618 |
86.04 |
0.500 |
85.90 |
0.382 |
85.75 |
LOW |
85.30 |
0.618 |
84.56 |
1.000 |
84.11 |
1.618 |
83.37 |
2.618 |
82.18 |
4.250 |
80.24 |
|
|
Fisher Pivots for day following 18-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
85.90 |
85.71 |
PP |
85.83 |
85.71 |
S1 |
85.77 |
85.70 |
|