NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
87.42 |
89.20 |
1.78 |
2.0% |
85.96 |
| High |
89.33 |
89.70 |
0.37 |
0.4% |
89.70 |
| Low |
87.27 |
87.85 |
0.58 |
0.7% |
85.40 |
| Close |
88.81 |
88.97 |
0.16 |
0.2% |
88.97 |
| Range |
2.06 |
1.85 |
-0.21 |
-10.2% |
4.30 |
| ATR |
1.75 |
1.76 |
0.01 |
0.4% |
0.00 |
| Volume |
144,931 |
200,746 |
55,815 |
38.5% |
806,474 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.39 |
93.53 |
89.99 |
|
| R3 |
92.54 |
91.68 |
89.48 |
|
| R2 |
90.69 |
90.69 |
89.31 |
|
| R1 |
89.83 |
89.83 |
89.14 |
89.34 |
| PP |
88.84 |
88.84 |
88.84 |
88.59 |
| S1 |
87.98 |
87.98 |
88.80 |
87.49 |
| S2 |
86.99 |
86.99 |
88.63 |
|
| S3 |
85.14 |
86.13 |
88.46 |
|
| S4 |
83.29 |
84.28 |
87.95 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.92 |
99.25 |
91.34 |
|
| R3 |
96.62 |
94.95 |
90.15 |
|
| R2 |
92.32 |
92.32 |
89.76 |
|
| R1 |
90.65 |
90.65 |
89.36 |
91.49 |
| PP |
88.02 |
88.02 |
88.02 |
88.44 |
| S1 |
86.35 |
86.35 |
88.58 |
87.19 |
| S2 |
83.72 |
83.72 |
88.18 |
|
| S3 |
79.42 |
82.05 |
87.79 |
|
| S4 |
75.12 |
77.75 |
86.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.70 |
85.40 |
4.30 |
4.8% |
1.66 |
1.9% |
83% |
True |
False |
161,294 |
| 10 |
89.70 |
82.09 |
7.61 |
8.6% |
1.81 |
2.0% |
90% |
True |
False |
148,153 |
| 20 |
89.70 |
77.03 |
12.67 |
14.2% |
1.70 |
1.9% |
94% |
True |
False |
128,508 |
| 40 |
89.70 |
74.87 |
14.83 |
16.7% |
1.74 |
2.0% |
95% |
True |
False |
118,286 |
| 60 |
89.70 |
67.40 |
22.30 |
25.1% |
1.77 |
2.0% |
97% |
True |
False |
109,552 |
| 80 |
89.70 |
66.36 |
23.34 |
26.2% |
1.92 |
2.2% |
97% |
True |
False |
101,277 |
| 100 |
89.70 |
63.00 |
26.70 |
30.0% |
2.02 |
2.3% |
97% |
True |
False |
93,639 |
| 120 |
89.70 |
63.00 |
26.70 |
30.0% |
1.97 |
2.2% |
97% |
True |
False |
88,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.56 |
|
2.618 |
94.54 |
|
1.618 |
92.69 |
|
1.000 |
91.55 |
|
0.618 |
90.84 |
|
HIGH |
89.70 |
|
0.618 |
88.99 |
|
0.500 |
88.78 |
|
0.382 |
88.56 |
|
LOW |
87.85 |
|
0.618 |
86.71 |
|
1.000 |
86.00 |
|
1.618 |
84.86 |
|
2.618 |
83.01 |
|
4.250 |
79.99 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
88.91 |
88.74 |
| PP |
88.84 |
88.51 |
| S1 |
88.78 |
88.29 |
|