NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
88.15 |
88.01 |
-0.14 |
-0.2% |
84.91 |
| High |
89.24 |
88.23 |
-1.01 |
-1.1% |
88.70 |
| Low |
87.81 |
86.56 |
-1.25 |
-1.4% |
84.60 |
| Close |
87.89 |
87.06 |
-0.83 |
-0.9% |
87.92 |
| Range |
1.43 |
1.67 |
0.24 |
16.8% |
4.10 |
| ATR |
1.61 |
1.62 |
0.00 |
0.3% |
0.00 |
| Volume |
123,193 |
84,034 |
-39,159 |
-31.8% |
294,966 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.29 |
91.35 |
87.98 |
|
| R3 |
90.62 |
89.68 |
87.52 |
|
| R2 |
88.95 |
88.95 |
87.37 |
|
| R1 |
88.01 |
88.01 |
87.21 |
87.65 |
| PP |
87.28 |
87.28 |
87.28 |
87.10 |
| S1 |
86.34 |
86.34 |
86.91 |
85.98 |
| S2 |
85.61 |
85.61 |
86.75 |
|
| S3 |
83.94 |
84.67 |
86.60 |
|
| S4 |
82.27 |
83.00 |
86.14 |
|
|
| 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 |
86.43 |
2.81 |
3.2% |
1.61 |
1.8% |
22% |
False |
False |
82,442 |
| 10 |
89.24 |
83.89 |
5.35 |
6.1% |
1.49 |
1.7% |
59% |
False |
False |
67,252 |
| 20 |
89.24 |
76.75 |
12.49 |
14.3% |
1.63 |
1.9% |
83% |
False |
False |
54,783 |
| 40 |
89.24 |
76.75 |
12.49 |
14.3% |
1.63 |
1.9% |
83% |
False |
False |
41,317 |
| 60 |
89.24 |
67.45 |
21.79 |
25.0% |
1.64 |
1.9% |
90% |
False |
False |
34,710 |
| 80 |
89.24 |
66.22 |
23.02 |
26.4% |
1.78 |
2.0% |
91% |
False |
False |
29,012 |
| 100 |
89.24 |
65.00 |
24.24 |
27.8% |
1.83 |
2.1% |
91% |
False |
False |
24,324 |
| 120 |
89.24 |
65.00 |
24.24 |
27.8% |
1.77 |
2.0% |
91% |
False |
False |
21,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.33 |
|
2.618 |
92.60 |
|
1.618 |
90.93 |
|
1.000 |
89.90 |
|
0.618 |
89.26 |
|
HIGH |
88.23 |
|
0.618 |
87.59 |
|
0.500 |
87.40 |
|
0.382 |
87.20 |
|
LOW |
86.56 |
|
0.618 |
85.53 |
|
1.000 |
84.89 |
|
1.618 |
83.86 |
|
2.618 |
82.19 |
|
4.250 |
79.46 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
87.40 |
87.90 |
| PP |
87.28 |
87.62 |
| S1 |
87.17 |
87.34 |
|