NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
88.30 |
88.92 |
0.62 |
0.7% |
89.31 |
| High |
89.09 |
91.73 |
2.64 |
3.0% |
90.75 |
| Low |
86.74 |
88.80 |
2.06 |
2.4% |
87.15 |
| Close |
88.78 |
91.30 |
2.52 |
2.8% |
88.35 |
| Range |
2.35 |
2.93 |
0.58 |
24.7% |
3.60 |
| ATR |
1.80 |
1.89 |
0.08 |
4.5% |
0.00 |
| Volume |
137,243 |
293,274 |
156,031 |
113.7% |
1,166,844 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.40 |
98.28 |
92.91 |
|
| R3 |
96.47 |
95.35 |
92.11 |
|
| R2 |
93.54 |
93.54 |
91.84 |
|
| R1 |
92.42 |
92.42 |
91.57 |
92.98 |
| PP |
90.61 |
90.61 |
90.61 |
90.89 |
| S1 |
89.49 |
89.49 |
91.03 |
90.05 |
| S2 |
87.68 |
87.68 |
90.76 |
|
| S3 |
84.75 |
86.56 |
90.49 |
|
| S4 |
81.82 |
83.63 |
89.69 |
|
|
| 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 |
91.73 |
86.74 |
4.99 |
5.5% |
2.20 |
2.4% |
91% |
True |
False |
201,591 |
| 10 |
91.73 |
86.74 |
4.99 |
5.5% |
1.98 |
2.2% |
91% |
True |
False |
210,455 |
| 20 |
91.73 |
79.94 |
11.79 |
12.9% |
1.85 |
2.0% |
96% |
True |
False |
174,745 |
| 40 |
91.73 |
77.03 |
14.70 |
16.1% |
1.83 |
2.0% |
97% |
True |
False |
142,857 |
| 60 |
91.73 |
69.50 |
22.23 |
24.3% |
1.78 |
1.9% |
98% |
True |
False |
126,722 |
| 80 |
91.73 |
66.36 |
25.37 |
27.8% |
1.88 |
2.1% |
98% |
True |
False |
116,088 |
| 100 |
91.73 |
66.36 |
25.37 |
27.8% |
1.95 |
2.1% |
98% |
True |
False |
105,173 |
| 120 |
91.73 |
63.00 |
28.73 |
31.5% |
1.97 |
2.2% |
99% |
True |
False |
97,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.18 |
|
2.618 |
99.40 |
|
1.618 |
96.47 |
|
1.000 |
94.66 |
|
0.618 |
93.54 |
|
HIGH |
91.73 |
|
0.618 |
90.61 |
|
0.500 |
90.27 |
|
0.382 |
89.92 |
|
LOW |
88.80 |
|
0.618 |
86.99 |
|
1.000 |
85.87 |
|
1.618 |
84.06 |
|
2.618 |
81.13 |
|
4.250 |
76.35 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
90.96 |
90.61 |
| PP |
90.61 |
89.92 |
| S1 |
90.27 |
89.24 |
|