NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
84.91 |
85.16 |
0.25 |
0.3% |
83.48 |
| High |
85.91 |
86.83 |
0.92 |
1.1% |
85.49 |
| Low |
84.60 |
85.12 |
0.52 |
0.6% |
82.75 |
| Close |
85.15 |
86.50 |
1.35 |
1.6% |
85.15 |
| Range |
1.31 |
1.71 |
0.40 |
30.5% |
2.74 |
| ATR |
1.65 |
1.65 |
0.00 |
0.3% |
0.00 |
| Volume |
61,611 |
60,902 |
-709 |
-1.2% |
196,583 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.28 |
90.60 |
87.44 |
|
| R3 |
89.57 |
88.89 |
86.97 |
|
| R2 |
87.86 |
87.86 |
86.81 |
|
| R1 |
87.18 |
87.18 |
86.66 |
87.52 |
| PP |
86.15 |
86.15 |
86.15 |
86.32 |
| S1 |
85.47 |
85.47 |
86.34 |
85.81 |
| S2 |
84.44 |
84.44 |
86.19 |
|
| S3 |
82.73 |
83.76 |
86.03 |
|
| S4 |
81.02 |
82.05 |
85.56 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.68 |
91.66 |
86.66 |
|
| R3 |
89.94 |
88.92 |
85.90 |
|
| R2 |
87.20 |
87.20 |
85.65 |
|
| R1 |
86.18 |
86.18 |
85.40 |
86.69 |
| PP |
84.46 |
84.46 |
84.46 |
84.72 |
| S1 |
83.44 |
83.44 |
84.90 |
83.95 |
| S2 |
81.72 |
81.72 |
84.65 |
|
| S3 |
78.98 |
80.70 |
84.40 |
|
| S4 |
76.24 |
77.96 |
83.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.83 |
83.77 |
3.06 |
3.5% |
1.49 |
1.7% |
89% |
True |
False |
50,126 |
| 10 |
86.83 |
78.08 |
8.75 |
10.1% |
1.67 |
1.9% |
96% |
True |
False |
51,417 |
| 20 |
86.83 |
76.75 |
10.08 |
11.7% |
1.65 |
1.9% |
97% |
True |
False |
40,985 |
| 40 |
86.83 |
72.92 |
13.91 |
16.1% |
1.64 |
1.9% |
98% |
True |
False |
32,985 |
| 60 |
86.83 |
67.26 |
19.57 |
22.6% |
1.68 |
1.9% |
98% |
True |
False |
28,376 |
| 80 |
86.83 |
66.22 |
20.61 |
23.8% |
1.80 |
2.1% |
98% |
True |
False |
23,741 |
| 100 |
86.83 |
65.00 |
21.83 |
25.2% |
1.84 |
2.1% |
98% |
True |
False |
19,944 |
| 120 |
86.83 |
65.00 |
21.83 |
25.2% |
1.80 |
2.1% |
98% |
True |
False |
17,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.10 |
|
2.618 |
91.31 |
|
1.618 |
89.60 |
|
1.000 |
88.54 |
|
0.618 |
87.89 |
|
HIGH |
86.83 |
|
0.618 |
86.18 |
|
0.500 |
85.98 |
|
0.382 |
85.77 |
|
LOW |
85.12 |
|
0.618 |
84.06 |
|
1.000 |
83.41 |
|
1.618 |
82.35 |
|
2.618 |
80.64 |
|
4.250 |
77.85 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
86.33 |
86.12 |
| PP |
86.15 |
85.74 |
| S1 |
85.98 |
85.36 |
|