NYMEX Light Sweet Crude Oil Future April 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 |
82.53 |
83.19 |
0.66 |
0.8% |
81.21 |
High |
83.50 |
84.27 |
0.77 |
0.9% |
83.08 |
Low |
82.37 |
83.07 |
0.70 |
0.8% |
80.91 |
Close |
82.90 |
84.01 |
1.11 |
1.3% |
82.81 |
Range |
1.13 |
1.20 |
0.07 |
6.2% |
2.17 |
ATR |
1.34 |
1.34 |
0.00 |
0.2% |
0.00 |
Volume |
5,780 |
12,056 |
6,276 |
108.6% |
38,388 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.38 |
86.90 |
84.67 |
|
R3 |
86.18 |
85.70 |
84.34 |
|
R2 |
84.98 |
84.98 |
84.23 |
|
R1 |
84.50 |
84.50 |
84.12 |
84.74 |
PP |
83.78 |
83.78 |
83.78 |
83.91 |
S1 |
83.30 |
83.30 |
83.90 |
83.54 |
S2 |
82.58 |
82.58 |
83.79 |
|
S3 |
81.38 |
82.10 |
83.68 |
|
S4 |
80.18 |
80.90 |
83.35 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.78 |
87.96 |
84.00 |
|
R3 |
86.61 |
85.79 |
83.41 |
|
R2 |
84.44 |
84.44 |
83.21 |
|
R1 |
83.62 |
83.62 |
83.01 |
84.03 |
PP |
82.27 |
82.27 |
82.27 |
82.47 |
S1 |
81.45 |
81.45 |
82.61 |
81.86 |
S2 |
80.10 |
80.10 |
82.41 |
|
S3 |
77.93 |
79.28 |
82.21 |
|
S4 |
75.76 |
77.11 |
81.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.27 |
81.70 |
2.57 |
3.1% |
1.17 |
1.4% |
90% |
True |
False |
8,096 |
10 |
84.27 |
77.04 |
7.23 |
8.6% |
1.31 |
1.6% |
96% |
True |
False |
8,683 |
20 |
84.27 |
75.83 |
8.44 |
10.0% |
1.37 |
1.6% |
97% |
True |
False |
6,516 |
40 |
84.27 |
72.06 |
12.21 |
14.5% |
1.29 |
1.5% |
98% |
True |
False |
5,042 |
60 |
84.27 |
67.00 |
17.27 |
20.6% |
1.31 |
1.6% |
98% |
True |
False |
4,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.37 |
2.618 |
87.41 |
1.618 |
86.21 |
1.000 |
85.47 |
0.618 |
85.01 |
HIGH |
84.27 |
0.618 |
83.81 |
0.500 |
83.67 |
0.382 |
83.53 |
LOW |
83.07 |
0.618 |
82.33 |
1.000 |
81.87 |
1.618 |
81.13 |
2.618 |
79.93 |
4.250 |
77.97 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
83.90 |
83.68 |
PP |
83.78 |
83.34 |
S1 |
83.67 |
83.01 |
|