NYMEX Light Sweet Crude Oil Future April 2024
Trading Metrics calculated at close of trading on 27-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
82.82 |
83.78 |
0.96 |
1.2% |
84.99 |
High |
83.72 |
84.92 |
1.20 |
1.4% |
85.62 |
Low |
82.00 |
83.62 |
1.62 |
2.0% |
82.86 |
Close |
83.40 |
84.60 |
1.20 |
1.4% |
83.13 |
Range |
1.72 |
1.30 |
-0.42 |
-24.4% |
2.76 |
ATR |
1.36 |
1.37 |
0.01 |
0.9% |
0.00 |
Volume |
10,763 |
24,854 |
14,091 |
130.9% |
80,021 |
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.28 |
87.74 |
85.32 |
|
R3 |
86.98 |
86.44 |
84.96 |
|
R2 |
85.68 |
85.68 |
84.84 |
|
R1 |
85.14 |
85.14 |
84.72 |
85.41 |
PP |
84.38 |
84.38 |
84.38 |
84.52 |
S1 |
83.84 |
83.84 |
84.48 |
84.11 |
S2 |
83.08 |
83.08 |
84.36 |
|
S3 |
81.78 |
82.54 |
84.24 |
|
S4 |
80.48 |
81.24 |
83.89 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.15 |
90.40 |
84.65 |
|
R3 |
89.39 |
87.64 |
83.89 |
|
R2 |
86.63 |
86.63 |
83.64 |
|
R1 |
84.88 |
84.88 |
83.38 |
84.38 |
PP |
83.87 |
83.87 |
83.87 |
83.62 |
S1 |
82.12 |
82.12 |
82.88 |
81.62 |
S2 |
81.11 |
81.11 |
82.62 |
|
S3 |
78.35 |
79.36 |
82.37 |
|
S4 |
75.59 |
76.60 |
81.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.92 |
82.00 |
2.92 |
3.5% |
1.47 |
1.7% |
89% |
True |
False |
16,926 |
10 |
85.75 |
82.00 |
3.75 |
4.4% |
1.37 |
1.6% |
69% |
False |
False |
15,539 |
20 |
85.75 |
78.12 |
7.63 |
9.0% |
1.32 |
1.6% |
85% |
False |
False |
12,321 |
40 |
85.75 |
75.83 |
9.92 |
11.7% |
1.37 |
1.6% |
88% |
False |
False |
8,284 |
60 |
85.75 |
68.61 |
17.14 |
20.3% |
1.30 |
1.5% |
93% |
False |
False |
6,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.45 |
2.618 |
88.32 |
1.618 |
87.02 |
1.000 |
86.22 |
0.618 |
85.72 |
HIGH |
84.92 |
0.618 |
84.42 |
0.500 |
84.27 |
0.382 |
84.12 |
LOW |
83.62 |
0.618 |
82.82 |
1.000 |
82.32 |
1.618 |
81.52 |
2.618 |
80.22 |
4.250 |
78.10 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
84.49 |
84.22 |
PP |
84.38 |
83.84 |
S1 |
84.27 |
83.46 |
|