NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 22-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
86.78 |
87.01 |
0.23 |
0.3% |
88.21 |
| High |
88.12 |
88.12 |
0.00 |
0.0% |
89.24 |
| Low |
85.94 |
86.40 |
0.46 |
0.5% |
85.94 |
| Close |
87.06 |
86.76 |
-0.30 |
-0.3% |
86.76 |
| Range |
2.18 |
1.72 |
-0.46 |
-21.1% |
3.30 |
| ATR |
1.66 |
1.66 |
0.00 |
0.3% |
0.00 |
| Volume |
64,441 |
100,281 |
35,840 |
55.6% |
456,789 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.25 |
91.23 |
87.71 |
|
| R3 |
90.53 |
89.51 |
87.23 |
|
| R2 |
88.81 |
88.81 |
87.08 |
|
| R1 |
87.79 |
87.79 |
86.92 |
87.44 |
| PP |
87.09 |
87.09 |
87.09 |
86.92 |
| S1 |
86.07 |
86.07 |
86.60 |
85.72 |
| S2 |
85.37 |
85.37 |
86.44 |
|
| S3 |
83.65 |
84.35 |
86.29 |
|
| S4 |
81.93 |
82.63 |
85.81 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.21 |
95.29 |
88.58 |
|
| R3 |
93.91 |
91.99 |
87.67 |
|
| R2 |
90.61 |
90.61 |
87.37 |
|
| R1 |
88.69 |
88.69 |
87.06 |
88.00 |
| PP |
87.31 |
87.31 |
87.31 |
86.97 |
| S1 |
85.39 |
85.39 |
86.46 |
84.70 |
| S2 |
84.01 |
84.01 |
86.16 |
|
| S3 |
80.71 |
82.09 |
85.85 |
|
| S4 |
77.41 |
78.79 |
84.95 |
|
|
| 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% |
25% |
False |
False |
91,357 |
| 10 |
89.24 |
84.60 |
4.64 |
5.3% |
1.61 |
1.9% |
47% |
False |
False |
75,175 |
| 20 |
89.24 |
77.10 |
12.14 |
14.0% |
1.64 |
1.9% |
80% |
False |
False |
59,799 |
| 40 |
89.24 |
76.75 |
12.49 |
14.4% |
1.67 |
1.9% |
80% |
False |
False |
43,977 |
| 60 |
89.24 |
68.84 |
20.40 |
23.5% |
1.64 |
1.9% |
88% |
False |
False |
36,532 |
| 80 |
89.24 |
66.22 |
23.02 |
26.5% |
1.77 |
2.0% |
89% |
False |
False |
30,908 |
| 100 |
89.24 |
65.00 |
24.24 |
27.9% |
1.83 |
2.1% |
90% |
False |
False |
25,886 |
| 120 |
89.24 |
65.00 |
24.24 |
27.9% |
1.78 |
2.1% |
90% |
False |
False |
22,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.43 |
|
2.618 |
92.62 |
|
1.618 |
90.90 |
|
1.000 |
89.84 |
|
0.618 |
89.18 |
|
HIGH |
88.12 |
|
0.618 |
87.46 |
|
0.500 |
87.26 |
|
0.382 |
87.06 |
|
LOW |
86.40 |
|
0.618 |
85.34 |
|
1.000 |
84.68 |
|
1.618 |
83.62 |
|
2.618 |
81.90 |
|
4.250 |
79.09 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
87.26 |
87.09 |
| PP |
87.09 |
86.98 |
| S1 |
86.93 |
86.87 |
|