NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 11-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
86.78 |
87.40 |
0.62 |
0.7% |
86.06 |
| High |
87.95 |
88.15 |
0.20 |
0.2% |
88.08 |
| Low |
86.15 |
86.71 |
0.56 |
0.7% |
85.02 |
| Close |
87.51 |
87.29 |
-0.22 |
-0.3% |
87.51 |
| Range |
1.80 |
1.44 |
-0.36 |
-20.0% |
3.06 |
| ATR |
1.96 |
1.93 |
-0.04 |
-1.9% |
0.00 |
| Volume |
294,437 |
292,388 |
-2,049 |
-0.7% |
1,325,196 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.70 |
90.94 |
88.08 |
|
| R3 |
90.26 |
89.50 |
87.69 |
|
| R2 |
88.82 |
88.82 |
87.55 |
|
| R1 |
88.06 |
88.06 |
87.42 |
87.72 |
| PP |
87.38 |
87.38 |
87.38 |
87.22 |
| S1 |
86.62 |
86.62 |
87.16 |
86.28 |
| S2 |
85.94 |
85.94 |
87.03 |
|
| S3 |
84.50 |
85.18 |
86.89 |
|
| S4 |
83.06 |
83.74 |
86.50 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.05 |
94.84 |
89.19 |
|
| R3 |
92.99 |
91.78 |
88.35 |
|
| R2 |
89.93 |
89.93 |
88.07 |
|
| R1 |
88.72 |
88.72 |
87.79 |
89.33 |
| PP |
86.87 |
86.87 |
86.87 |
87.17 |
| S1 |
85.66 |
85.66 |
87.23 |
86.27 |
| S2 |
83.81 |
83.81 |
86.95 |
|
| S3 |
80.75 |
82.60 |
86.67 |
|
| S4 |
77.69 |
79.54 |
85.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.15 |
85.02 |
3.13 |
3.6% |
1.96 |
2.2% |
73% |
True |
False |
323,516 |
| 10 |
88.15 |
79.34 |
8.81 |
10.1% |
1.91 |
2.2% |
90% |
True |
False |
323,706 |
| 20 |
88.15 |
77.59 |
10.56 |
12.1% |
1.90 |
2.2% |
92% |
True |
False |
310,257 |
| 40 |
88.15 |
73.60 |
14.55 |
16.7% |
1.92 |
2.2% |
94% |
True |
False |
220,737 |
| 60 |
88.15 |
67.42 |
20.73 |
23.7% |
1.96 |
2.2% |
96% |
True |
False |
173,202 |
| 80 |
88.15 |
66.83 |
21.32 |
24.4% |
2.09 |
2.4% |
96% |
True |
False |
140,329 |
| 100 |
88.15 |
64.58 |
23.57 |
27.0% |
2.15 |
2.5% |
96% |
True |
False |
117,628 |
| 120 |
88.15 |
64.58 |
23.57 |
27.0% |
2.11 |
2.4% |
96% |
True |
False |
100,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.27 |
|
2.618 |
91.92 |
|
1.618 |
90.48 |
|
1.000 |
89.59 |
|
0.618 |
89.04 |
|
HIGH |
88.15 |
|
0.618 |
87.60 |
|
0.500 |
87.43 |
|
0.382 |
87.26 |
|
LOW |
86.71 |
|
0.618 |
85.82 |
|
1.000 |
85.27 |
|
1.618 |
84.38 |
|
2.618 |
82.94 |
|
4.250 |
80.59 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
87.43 |
87.24 |
| PP |
87.38 |
87.20 |
| S1 |
87.34 |
87.15 |
|