NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 25-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
88.27 |
88.83 |
0.56 |
0.6% |
89.31 |
| High |
89.65 |
89.07 |
-0.58 |
-0.6% |
90.75 |
| Low |
87.82 |
87.52 |
-0.30 |
-0.3% |
87.15 |
| Close |
88.35 |
88.17 |
-0.18 |
-0.2% |
88.35 |
| Range |
1.83 |
1.55 |
-0.28 |
-15.3% |
3.60 |
| ATR |
1.78 |
1.76 |
-0.02 |
-0.9% |
0.00 |
| Volume |
253,887 |
161,520 |
-92,367 |
-36.4% |
1,166,844 |
|
| Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.90 |
92.09 |
89.02 |
|
| R3 |
91.35 |
90.54 |
88.60 |
|
| R2 |
89.80 |
89.80 |
88.45 |
|
| R1 |
88.99 |
88.99 |
88.31 |
88.62 |
| PP |
88.25 |
88.25 |
88.25 |
88.07 |
| S1 |
87.44 |
87.44 |
88.03 |
87.07 |
| S2 |
86.70 |
86.70 |
87.89 |
|
| S3 |
85.15 |
85.89 |
87.74 |
|
| S4 |
83.60 |
84.34 |
87.32 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.55 |
97.55 |
90.33 |
|
| R3 |
95.95 |
93.95 |
89.34 |
|
| R2 |
92.35 |
92.35 |
89.01 |
|
| R1 |
90.35 |
90.35 |
88.68 |
89.55 |
| PP |
88.75 |
88.75 |
88.75 |
88.35 |
| S1 |
86.75 |
86.75 |
88.02 |
85.95 |
| S2 |
85.15 |
85.15 |
87.69 |
|
| S3 |
81.55 |
83.15 |
87.36 |
|
| S4 |
77.95 |
79.55 |
86.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.75 |
87.15 |
3.60 |
4.1% |
1.85 |
2.1% |
28% |
False |
False |
219,755 |
| 10 |
90.75 |
85.88 |
4.87 |
5.5% |
1.76 |
2.0% |
47% |
False |
False |
199,499 |
| 20 |
90.75 |
78.51 |
12.24 |
13.9% |
1.73 |
2.0% |
79% |
False |
False |
160,477 |
| 40 |
90.75 |
77.03 |
13.72 |
15.6% |
1.78 |
2.0% |
81% |
False |
False |
136,453 |
| 60 |
90.75 |
69.32 |
21.43 |
24.3% |
1.74 |
2.0% |
88% |
False |
False |
122,378 |
| 80 |
90.75 |
66.36 |
24.39 |
27.7% |
1.88 |
2.1% |
89% |
False |
False |
112,232 |
| 100 |
90.75 |
63.00 |
27.75 |
31.5% |
1.98 |
2.2% |
91% |
False |
False |
103,110 |
| 120 |
90.75 |
63.00 |
27.75 |
31.5% |
1.96 |
2.2% |
91% |
False |
False |
95,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.66 |
|
2.618 |
93.13 |
|
1.618 |
91.58 |
|
1.000 |
90.62 |
|
0.618 |
90.03 |
|
HIGH |
89.07 |
|
0.618 |
88.48 |
|
0.500 |
88.30 |
|
0.382 |
88.11 |
|
LOW |
87.52 |
|
0.618 |
86.56 |
|
1.000 |
85.97 |
|
1.618 |
85.01 |
|
2.618 |
83.46 |
|
4.250 |
80.93 |
|
|
| Fisher Pivots for day following 25-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
88.30 |
88.40 |
| PP |
88.25 |
88.32 |
| S1 |
88.21 |
88.25 |
|