NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
90.63 |
89.30 |
-1.33 |
-1.5% |
86.74 |
| High |
91.07 |
90.98 |
-0.09 |
-0.1% |
90.56 |
| Low |
88.97 |
88.37 |
-0.60 |
-0.7% |
86.12 |
| Close |
89.66 |
89.63 |
-0.03 |
0.0% |
90.02 |
| Range |
2.10 |
2.61 |
0.51 |
24.3% |
4.44 |
| ATR |
1.85 |
1.91 |
0.05 |
2.9% |
0.00 |
| Volume |
457,854 |
351,032 |
-106,822 |
-23.3% |
1,227,068 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.49 |
96.17 |
91.07 |
|
| R3 |
94.88 |
93.56 |
90.35 |
|
| R2 |
92.27 |
92.27 |
90.11 |
|
| R1 |
90.95 |
90.95 |
89.87 |
91.61 |
| PP |
89.66 |
89.66 |
89.66 |
89.99 |
| S1 |
88.34 |
88.34 |
89.39 |
89.00 |
| S2 |
87.05 |
87.05 |
89.15 |
|
| S3 |
84.44 |
85.73 |
88.91 |
|
| S4 |
81.83 |
83.12 |
88.19 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.22 |
100.56 |
92.46 |
|
| R3 |
97.78 |
96.12 |
91.24 |
|
| R2 |
93.34 |
93.34 |
90.83 |
|
| R1 |
91.68 |
91.68 |
90.43 |
92.51 |
| PP |
88.90 |
88.90 |
88.90 |
89.32 |
| S1 |
87.24 |
87.24 |
89.61 |
88.07 |
| S2 |
84.46 |
84.46 |
89.21 |
|
| S3 |
80.02 |
82.80 |
88.80 |
|
| S4 |
75.58 |
78.36 |
87.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.43 |
88.37 |
4.06 |
4.5% |
2.04 |
2.3% |
31% |
False |
True |
416,488 |
| 10 |
92.43 |
85.49 |
6.94 |
7.7% |
1.87 |
2.1% |
60% |
False |
False |
311,328 |
| 20 |
92.43 |
77.32 |
15.11 |
16.9% |
1.87 |
2.1% |
81% |
False |
False |
219,433 |
| 40 |
92.43 |
77.32 |
15.11 |
16.9% |
1.87 |
2.1% |
81% |
False |
False |
154,868 |
| 60 |
92.43 |
67.49 |
24.94 |
27.8% |
1.84 |
2.0% |
89% |
False |
False |
120,173 |
| 80 |
92.43 |
66.67 |
25.76 |
28.7% |
1.98 |
2.2% |
89% |
False |
False |
97,859 |
| 100 |
92.43 |
63.50 |
28.93 |
32.3% |
2.04 |
2.3% |
90% |
False |
False |
81,640 |
| 120 |
92.43 |
63.50 |
28.93 |
32.3% |
1.99 |
2.2% |
90% |
False |
False |
70,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.07 |
|
2.618 |
97.81 |
|
1.618 |
95.20 |
|
1.000 |
93.59 |
|
0.618 |
92.59 |
|
HIGH |
90.98 |
|
0.618 |
89.98 |
|
0.500 |
89.68 |
|
0.382 |
89.37 |
|
LOW |
88.37 |
|
0.618 |
86.76 |
|
1.000 |
85.76 |
|
1.618 |
84.15 |
|
2.618 |
81.54 |
|
4.250 |
77.28 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
89.68 |
90.40 |
| PP |
89.66 |
90.14 |
| S1 |
89.65 |
89.89 |
|