NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
88.92 |
91.44 |
2.52 |
2.8% |
89.31 |
| High |
91.73 |
92.48 |
0.75 |
0.8% |
90.75 |
| Low |
88.80 |
89.31 |
0.51 |
0.6% |
87.15 |
| Close |
91.30 |
89.59 |
-1.71 |
-1.9% |
88.35 |
| Range |
2.93 |
3.17 |
0.24 |
8.2% |
3.60 |
| ATR |
1.89 |
1.98 |
0.09 |
4.9% |
0.00 |
| Volume |
293,274 |
226,831 |
-66,443 |
-22.7% |
1,166,844 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.97 |
97.95 |
91.33 |
|
| R3 |
96.80 |
94.78 |
90.46 |
|
| R2 |
93.63 |
93.63 |
90.17 |
|
| R1 |
91.61 |
91.61 |
89.88 |
91.04 |
| PP |
90.46 |
90.46 |
90.46 |
90.17 |
| S1 |
88.44 |
88.44 |
89.30 |
87.87 |
| S2 |
87.29 |
87.29 |
89.01 |
|
| S3 |
84.12 |
85.27 |
88.72 |
|
| S4 |
80.95 |
82.10 |
87.85 |
|
|
| 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 |
92.48 |
86.74 |
5.74 |
6.4% |
2.37 |
2.6% |
50% |
True |
False |
214,551 |
| 10 |
92.48 |
86.74 |
5.74 |
6.4% |
2.09 |
2.3% |
50% |
True |
False |
218,645 |
| 20 |
92.48 |
80.45 |
12.03 |
13.4% |
1.95 |
2.2% |
76% |
True |
False |
181,349 |
| 40 |
92.48 |
77.03 |
15.45 |
17.2% |
1.83 |
2.0% |
81% |
True |
False |
145,645 |
| 60 |
92.48 |
69.64 |
22.84 |
25.5% |
1.79 |
2.0% |
87% |
True |
False |
128,964 |
| 80 |
92.48 |
66.36 |
26.12 |
29.2% |
1.89 |
2.1% |
89% |
True |
False |
117,851 |
| 100 |
92.48 |
66.36 |
26.12 |
29.2% |
1.95 |
2.2% |
89% |
True |
False |
106,708 |
| 120 |
92.48 |
63.00 |
29.48 |
32.9% |
1.99 |
2.2% |
90% |
True |
False |
99,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.95 |
|
2.618 |
100.78 |
|
1.618 |
97.61 |
|
1.000 |
95.65 |
|
0.618 |
94.44 |
|
HIGH |
92.48 |
|
0.618 |
91.27 |
|
0.500 |
90.90 |
|
0.382 |
90.52 |
|
LOW |
89.31 |
|
0.618 |
87.35 |
|
1.000 |
86.14 |
|
1.618 |
84.18 |
|
2.618 |
81.01 |
|
4.250 |
75.84 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
90.90 |
89.61 |
| PP |
90.46 |
89.60 |
| S1 |
90.03 |
89.60 |
|