NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
85.16 |
86.41 |
1.25 |
1.5% |
83.48 |
| High |
86.83 |
87.14 |
0.31 |
0.4% |
85.49 |
| Low |
85.12 |
86.02 |
0.90 |
1.1% |
82.75 |
| Close |
86.50 |
86.27 |
-0.23 |
-0.3% |
85.15 |
| Range |
1.71 |
1.12 |
-0.59 |
-34.5% |
2.74 |
| ATR |
1.65 |
1.61 |
-0.04 |
-2.3% |
0.00 |
| Volume |
60,902 |
52,307 |
-8,595 |
-14.1% |
196,583 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.84 |
89.17 |
86.89 |
|
| R3 |
88.72 |
88.05 |
86.58 |
|
| R2 |
87.60 |
87.60 |
86.48 |
|
| R1 |
86.93 |
86.93 |
86.37 |
86.71 |
| PP |
86.48 |
86.48 |
86.48 |
86.36 |
| S1 |
85.81 |
85.81 |
86.17 |
85.59 |
| S2 |
85.36 |
85.36 |
86.06 |
|
| S3 |
84.24 |
84.69 |
85.96 |
|
| S4 |
83.12 |
83.57 |
85.65 |
|
|
| 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 |
87.14 |
83.89 |
3.25 |
3.8% |
1.37 |
1.6% |
73% |
True |
False |
52,063 |
| 10 |
87.14 |
79.44 |
7.70 |
8.9% |
1.61 |
1.9% |
89% |
True |
False |
54,216 |
| 20 |
87.14 |
76.75 |
10.39 |
12.0% |
1.60 |
1.9% |
92% |
True |
False |
42,121 |
| 40 |
87.14 |
73.64 |
13.50 |
15.6% |
1.62 |
1.9% |
94% |
True |
False |
33,775 |
| 60 |
87.14 |
67.26 |
19.88 |
23.0% |
1.67 |
1.9% |
96% |
True |
False |
29,093 |
| 80 |
87.14 |
66.22 |
20.92 |
24.2% |
1.80 |
2.1% |
96% |
True |
False |
24,359 |
| 100 |
87.14 |
65.00 |
22.14 |
25.7% |
1.84 |
2.1% |
96% |
True |
False |
20,425 |
| 120 |
87.14 |
65.00 |
22.14 |
25.7% |
1.79 |
2.1% |
96% |
True |
False |
17,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.90 |
|
2.618 |
90.07 |
|
1.618 |
88.95 |
|
1.000 |
88.26 |
|
0.618 |
87.83 |
|
HIGH |
87.14 |
|
0.618 |
86.71 |
|
0.500 |
86.58 |
|
0.382 |
86.45 |
|
LOW |
86.02 |
|
0.618 |
85.33 |
|
1.000 |
84.90 |
|
1.618 |
84.21 |
|
2.618 |
83.09 |
|
4.250 |
81.26 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
86.58 |
86.14 |
| PP |
86.48 |
86.00 |
| S1 |
86.37 |
85.87 |
|