NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
88.07 |
88.19 |
0.12 |
0.1% |
85.19 |
| High |
88.92 |
90.20 |
1.28 |
1.4% |
87.27 |
| Low |
87.66 |
88.04 |
0.38 |
0.4% |
84.29 |
| Close |
87.88 |
89.61 |
1.73 |
2.0% |
86.81 |
| Range |
1.26 |
2.16 |
0.90 |
71.4% |
2.98 |
| ATR |
1.80 |
1.84 |
0.04 |
2.1% |
0.00 |
| Volume |
250,863 |
257,676 |
6,813 |
2.7% |
526,100 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.76 |
94.85 |
90.80 |
|
| R3 |
93.60 |
92.69 |
90.20 |
|
| R2 |
91.44 |
91.44 |
90.01 |
|
| R1 |
90.53 |
90.53 |
89.81 |
90.99 |
| PP |
89.28 |
89.28 |
89.28 |
89.51 |
| S1 |
88.37 |
88.37 |
89.41 |
88.83 |
| S2 |
87.12 |
87.12 |
89.21 |
|
| S3 |
84.96 |
86.21 |
89.02 |
|
| S4 |
82.80 |
84.05 |
88.42 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.06 |
93.92 |
88.45 |
|
| R3 |
92.08 |
90.94 |
87.63 |
|
| R2 |
89.10 |
89.10 |
87.36 |
|
| R1 |
87.96 |
87.96 |
87.08 |
88.53 |
| PP |
86.12 |
86.12 |
86.12 |
86.41 |
| S1 |
84.98 |
84.98 |
86.54 |
85.55 |
| S2 |
83.14 |
83.14 |
86.26 |
|
| S3 |
80.16 |
82.00 |
85.99 |
|
| S4 |
77.18 |
79.02 |
85.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.20 |
85.49 |
4.71 |
5.3% |
1.71 |
1.9% |
87% |
True |
False |
206,169 |
| 10 |
90.20 |
81.00 |
9.20 |
10.3% |
1.92 |
2.1% |
94% |
True |
False |
175,138 |
| 20 |
90.20 |
77.32 |
12.88 |
14.4% |
1.79 |
2.0% |
95% |
True |
False |
143,024 |
| 40 |
90.20 |
74.18 |
16.02 |
17.9% |
1.82 |
2.0% |
96% |
True |
False |
111,158 |
| 60 |
90.20 |
67.49 |
22.71 |
25.3% |
1.84 |
2.1% |
97% |
True |
False |
88,875 |
| 80 |
90.20 |
66.67 |
23.53 |
26.3% |
1.97 |
2.2% |
97% |
True |
False |
73,112 |
| 100 |
90.20 |
63.50 |
26.70 |
29.8% |
2.05 |
2.3% |
98% |
True |
False |
61,434 |
| 120 |
90.20 |
63.50 |
26.70 |
29.8% |
2.00 |
2.2% |
98% |
True |
False |
52,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.38 |
|
2.618 |
95.85 |
|
1.618 |
93.69 |
|
1.000 |
92.36 |
|
0.618 |
91.53 |
|
HIGH |
90.20 |
|
0.618 |
89.37 |
|
0.500 |
89.12 |
|
0.382 |
88.87 |
|
LOW |
88.04 |
|
0.618 |
86.71 |
|
1.000 |
85.88 |
|
1.618 |
84.55 |
|
2.618 |
82.39 |
|
4.250 |
78.86 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
89.45 |
89.20 |
| PP |
89.28 |
88.80 |
| S1 |
89.12 |
88.39 |
|