NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
92.22 |
91.55 |
-0.67 |
-0.7% |
87.40 |
| High |
93.74 |
91.98 |
-1.76 |
-1.9% |
91.23 |
| Low |
91.07 |
89.87 |
-1.20 |
-1.3% |
86.71 |
| Close |
91.20 |
90.28 |
-0.92 |
-1.0% |
90.77 |
| Range |
2.67 |
2.11 |
-0.56 |
-21.0% |
4.52 |
| ATR |
1.97 |
1.98 |
0.01 |
0.5% |
0.00 |
| Volume |
94,597 |
22,148 |
-72,449 |
-76.6% |
1,619,770 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.04 |
95.77 |
91.44 |
|
| R3 |
94.93 |
93.66 |
90.86 |
|
| R2 |
92.82 |
92.82 |
90.67 |
|
| R1 |
91.55 |
91.55 |
90.47 |
91.13 |
| PP |
90.71 |
90.71 |
90.71 |
90.50 |
| S1 |
89.44 |
89.44 |
90.09 |
89.02 |
| S2 |
88.60 |
88.60 |
89.89 |
|
| S3 |
86.49 |
87.33 |
89.70 |
|
| S4 |
84.38 |
85.22 |
89.12 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.13 |
101.47 |
93.26 |
|
| R3 |
98.61 |
96.95 |
92.01 |
|
| R2 |
94.09 |
94.09 |
91.60 |
|
| R1 |
92.43 |
92.43 |
91.18 |
93.26 |
| PP |
89.57 |
89.57 |
89.57 |
89.99 |
| S1 |
87.91 |
87.91 |
90.36 |
88.74 |
| S2 |
85.05 |
85.05 |
89.94 |
|
| S3 |
80.53 |
83.39 |
89.53 |
|
| S4 |
76.01 |
78.87 |
88.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.74 |
88.68 |
5.06 |
5.6% |
2.12 |
2.3% |
32% |
False |
False |
175,255 |
| 10 |
93.74 |
86.15 |
7.59 |
8.4% |
1.87 |
2.1% |
54% |
False |
False |
242,094 |
| 20 |
93.74 |
77.59 |
16.15 |
17.9% |
1.97 |
2.2% |
79% |
False |
False |
296,961 |
| 40 |
93.74 |
77.59 |
16.15 |
17.9% |
1.94 |
2.2% |
79% |
False |
False |
241,136 |
| 60 |
93.74 |
67.42 |
26.32 |
29.2% |
1.93 |
2.1% |
87% |
False |
False |
192,552 |
| 80 |
93.74 |
66.83 |
26.91 |
29.8% |
2.08 |
2.3% |
87% |
False |
False |
157,172 |
| 100 |
93.74 |
64.58 |
29.16 |
32.3% |
2.15 |
2.4% |
88% |
False |
False |
131,467 |
| 120 |
93.74 |
64.58 |
29.16 |
32.3% |
2.09 |
2.3% |
88% |
False |
False |
112,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.95 |
|
2.618 |
97.50 |
|
1.618 |
95.39 |
|
1.000 |
94.09 |
|
0.618 |
93.28 |
|
HIGH |
91.98 |
|
0.618 |
91.17 |
|
0.500 |
90.93 |
|
0.382 |
90.68 |
|
LOW |
89.87 |
|
0.618 |
88.57 |
|
1.000 |
87.76 |
|
1.618 |
86.46 |
|
2.618 |
84.35 |
|
4.250 |
80.90 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
90.93 |
91.81 |
| PP |
90.71 |
91.30 |
| S1 |
90.50 |
90.79 |
|