NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
88.21 |
88.15 |
-0.06 |
-0.1% |
84.91 |
| High |
88.73 |
89.24 |
0.51 |
0.6% |
88.70 |
| Low |
87.48 |
87.81 |
0.33 |
0.4% |
84.60 |
| Close |
88.01 |
87.89 |
-0.12 |
-0.1% |
87.92 |
| Range |
1.25 |
1.43 |
0.18 |
14.4% |
4.10 |
| ATR |
1.62 |
1.61 |
-0.01 |
-0.9% |
0.00 |
| Volume |
84,840 |
123,193 |
38,353 |
45.2% |
294,966 |
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.60 |
91.68 |
88.68 |
|
| R3 |
91.17 |
90.25 |
88.28 |
|
| R2 |
89.74 |
89.74 |
88.15 |
|
| R1 |
88.82 |
88.82 |
88.02 |
88.57 |
| PP |
88.31 |
88.31 |
88.31 |
88.19 |
| S1 |
87.39 |
87.39 |
87.76 |
87.14 |
| S2 |
86.88 |
86.88 |
87.63 |
|
| S3 |
85.45 |
85.96 |
87.50 |
|
| S4 |
84.02 |
84.53 |
87.10 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.37 |
97.75 |
90.18 |
|
| R3 |
95.27 |
93.65 |
89.05 |
|
| R2 |
91.17 |
91.17 |
88.67 |
|
| R1 |
89.55 |
89.55 |
88.30 |
90.36 |
| PP |
87.07 |
87.07 |
87.07 |
87.48 |
| S1 |
85.45 |
85.45 |
87.54 |
86.26 |
| S2 |
82.97 |
82.97 |
87.17 |
|
| S3 |
78.87 |
81.35 |
86.79 |
|
| S4 |
74.77 |
77.25 |
85.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.24 |
86.02 |
3.22 |
3.7% |
1.50 |
1.7% |
58% |
True |
False |
76,097 |
| 10 |
89.24 |
83.77 |
5.47 |
6.2% |
1.49 |
1.7% |
75% |
True |
False |
63,111 |
| 20 |
89.24 |
76.75 |
12.49 |
14.2% |
1.59 |
1.8% |
89% |
True |
False |
52,191 |
| 40 |
89.24 |
76.67 |
12.57 |
14.3% |
1.62 |
1.8% |
89% |
True |
False |
39,713 |
| 60 |
89.24 |
67.45 |
21.79 |
24.8% |
1.64 |
1.9% |
94% |
True |
False |
33,452 |
| 80 |
89.24 |
66.22 |
23.02 |
26.2% |
1.79 |
2.0% |
94% |
True |
False |
28,128 |
| 100 |
89.24 |
65.00 |
24.24 |
27.6% |
1.82 |
2.1% |
94% |
True |
False |
23,544 |
| 120 |
89.24 |
65.00 |
24.24 |
27.6% |
1.77 |
2.0% |
94% |
True |
False |
20,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.32 |
|
2.618 |
92.98 |
|
1.618 |
91.55 |
|
1.000 |
90.67 |
|
0.618 |
90.12 |
|
HIGH |
89.24 |
|
0.618 |
88.69 |
|
0.500 |
88.53 |
|
0.382 |
88.36 |
|
LOW |
87.81 |
|
0.618 |
86.93 |
|
1.000 |
86.38 |
|
1.618 |
85.50 |
|
2.618 |
84.07 |
|
4.250 |
81.73 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
88.53 |
88.11 |
| PP |
88.31 |
88.03 |
| S1 |
88.10 |
87.96 |
|