NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
88.01 |
86.78 |
-1.23 |
-1.4% |
84.91 |
| High |
88.23 |
88.12 |
-0.11 |
-0.1% |
88.70 |
| Low |
86.56 |
85.94 |
-0.62 |
-0.7% |
84.60 |
| Close |
87.06 |
87.06 |
0.00 |
0.0% |
87.92 |
| Range |
1.67 |
2.18 |
0.51 |
30.5% |
4.10 |
| ATR |
1.62 |
1.66 |
0.04 |
2.5% |
0.00 |
| Volume |
84,034 |
64,441 |
-19,593 |
-23.3% |
294,966 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.58 |
92.50 |
88.26 |
|
| R3 |
91.40 |
90.32 |
87.66 |
|
| R2 |
89.22 |
89.22 |
87.46 |
|
| R1 |
88.14 |
88.14 |
87.26 |
88.68 |
| PP |
87.04 |
87.04 |
87.04 |
87.31 |
| S1 |
85.96 |
85.96 |
86.86 |
86.50 |
| S2 |
84.86 |
84.86 |
86.66 |
|
| S3 |
82.68 |
83.78 |
86.46 |
|
| S4 |
80.50 |
81.60 |
85.86 |
|
|
| 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 |
85.94 |
3.30 |
3.8% |
1.65 |
1.9% |
34% |
False |
True |
84,524 |
| 10 |
89.24 |
83.89 |
5.35 |
6.1% |
1.59 |
1.8% |
59% |
False |
False |
69,775 |
| 20 |
89.24 |
76.75 |
12.49 |
14.3% |
1.63 |
1.9% |
83% |
False |
False |
56,905 |
| 40 |
89.24 |
76.75 |
12.49 |
14.3% |
1.66 |
1.9% |
83% |
False |
False |
42,321 |
| 60 |
89.24 |
67.45 |
21.79 |
25.0% |
1.65 |
1.9% |
90% |
False |
False |
35,205 |
| 80 |
89.24 |
66.22 |
23.02 |
26.4% |
1.79 |
2.1% |
91% |
False |
False |
29,753 |
| 100 |
89.24 |
65.00 |
24.24 |
27.8% |
1.83 |
2.1% |
91% |
False |
False |
24,905 |
| 120 |
89.24 |
65.00 |
24.24 |
27.8% |
1.78 |
2.0% |
91% |
False |
False |
21,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.39 |
|
2.618 |
93.83 |
|
1.618 |
91.65 |
|
1.000 |
90.30 |
|
0.618 |
89.47 |
|
HIGH |
88.12 |
|
0.618 |
87.29 |
|
0.500 |
87.03 |
|
0.382 |
86.77 |
|
LOW |
85.94 |
|
0.618 |
84.59 |
|
1.000 |
83.76 |
|
1.618 |
82.41 |
|
2.618 |
80.23 |
|
4.250 |
76.68 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
87.05 |
87.59 |
| PP |
87.04 |
87.41 |
| S1 |
87.03 |
87.24 |
|