NYMEX Light Sweet Crude Oil Future March 2024
Trading Metrics calculated at close of trading on 29-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
85.78 |
84.84 |
-0.94 |
-1.1% |
84.40 |
High |
86.47 |
85.82 |
-0.65 |
-0.8% |
86.47 |
Low |
84.35 |
83.72 |
-0.63 |
-0.7% |
82.91 |
Close |
84.55 |
83.88 |
-0.67 |
-0.8% |
83.88 |
Range |
2.12 |
2.10 |
-0.02 |
-0.9% |
3.56 |
ATR |
1.55 |
1.59 |
0.04 |
2.5% |
0.00 |
Volume |
54,074 |
48,393 |
-5,681 |
-10.5% |
250,449 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.77 |
89.43 |
85.04 |
|
R3 |
88.67 |
87.33 |
84.46 |
|
R2 |
86.57 |
86.57 |
84.27 |
|
R1 |
85.23 |
85.23 |
84.07 |
84.85 |
PP |
84.47 |
84.47 |
84.47 |
84.29 |
S1 |
83.13 |
83.13 |
83.69 |
82.75 |
S2 |
82.37 |
82.37 |
83.50 |
|
S3 |
80.27 |
81.03 |
83.30 |
|
S4 |
78.17 |
78.93 |
82.73 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.10 |
93.05 |
85.84 |
|
R3 |
91.54 |
89.49 |
84.86 |
|
R2 |
87.98 |
87.98 |
84.53 |
|
R1 |
85.93 |
85.93 |
84.21 |
85.18 |
PP |
84.42 |
84.42 |
84.42 |
84.04 |
S1 |
82.37 |
82.37 |
83.55 |
81.62 |
S2 |
80.86 |
80.86 |
83.23 |
|
S3 |
77.30 |
78.81 |
82.90 |
|
S4 |
73.74 |
75.25 |
81.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
86.47 |
82.91 |
3.56 |
4.2% |
1.78 |
2.1% |
27% |
False |
False |
50,089 |
10 |
86.68 |
82.91 |
3.77 |
4.5% |
1.63 |
1.9% |
26% |
False |
False |
50,564 |
20 |
86.68 |
80.21 |
6.47 |
7.7% |
1.56 |
1.9% |
57% |
False |
False |
44,075 |
40 |
86.68 |
76.10 |
10.58 |
12.6% |
1.50 |
1.8% |
74% |
False |
False |
32,245 |
60 |
86.68 |
69.72 |
16.96 |
20.2% |
1.51 |
1.8% |
83% |
False |
False |
27,027 |
80 |
86.68 |
65.63 |
21.05 |
25.1% |
1.60 |
1.9% |
87% |
False |
False |
24,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.75 |
2.618 |
91.32 |
1.618 |
89.22 |
1.000 |
87.92 |
0.618 |
87.12 |
HIGH |
85.82 |
0.618 |
85.02 |
0.500 |
84.77 |
0.382 |
84.52 |
LOW |
83.72 |
0.618 |
82.42 |
1.000 |
81.62 |
1.618 |
80.32 |
2.618 |
78.22 |
4.250 |
74.80 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
84.77 |
85.10 |
PP |
84.47 |
84.69 |
S1 |
84.18 |
84.29 |
|