NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 26-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
87.18 |
86.77 |
-0.41 |
-0.5% |
88.21 |
| High |
87.39 |
87.51 |
0.12 |
0.1% |
89.24 |
| Low |
86.05 |
85.35 |
-0.70 |
-0.8% |
85.94 |
| Close |
86.70 |
87.22 |
0.52 |
0.6% |
86.76 |
| Range |
1.34 |
2.16 |
0.82 |
61.2% |
3.30 |
| ATR |
1.64 |
1.67 |
0.04 |
2.3% |
0.00 |
| Volume |
77,758 |
67,204 |
-10,554 |
-13.6% |
456,789 |
|
| Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.17 |
92.36 |
88.41 |
|
| R3 |
91.01 |
90.20 |
87.81 |
|
| R2 |
88.85 |
88.85 |
87.62 |
|
| R1 |
88.04 |
88.04 |
87.42 |
88.45 |
| PP |
86.69 |
86.69 |
86.69 |
86.90 |
| S1 |
85.88 |
85.88 |
87.02 |
86.29 |
| S2 |
84.53 |
84.53 |
86.82 |
|
| S3 |
82.37 |
83.72 |
86.63 |
|
| S4 |
80.21 |
81.56 |
86.03 |
|
|
| 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 |
88.23 |
85.35 |
2.88 |
3.3% |
1.81 |
2.1% |
65% |
False |
True |
78,743 |
| 10 |
89.24 |
85.35 |
3.89 |
4.5% |
1.66 |
1.9% |
48% |
False |
True |
77,420 |
| 20 |
89.24 |
78.08 |
11.16 |
12.8% |
1.66 |
1.9% |
82% |
False |
False |
64,418 |
| 40 |
89.24 |
76.75 |
12.49 |
14.3% |
1.68 |
1.9% |
84% |
False |
False |
46,657 |
| 60 |
89.24 |
69.09 |
20.15 |
23.1% |
1.65 |
1.9% |
90% |
False |
False |
38,388 |
| 80 |
89.24 |
66.22 |
23.02 |
26.4% |
1.75 |
2.0% |
91% |
False |
False |
32,504 |
| 100 |
89.24 |
65.00 |
24.24 |
27.8% |
1.80 |
2.1% |
92% |
False |
False |
27,173 |
| 120 |
89.24 |
65.00 |
24.24 |
27.8% |
1.78 |
2.0% |
92% |
False |
False |
23,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.69 |
|
2.618 |
93.16 |
|
1.618 |
91.00 |
|
1.000 |
89.67 |
|
0.618 |
88.84 |
|
HIGH |
87.51 |
|
0.618 |
86.68 |
|
0.500 |
86.43 |
|
0.382 |
86.18 |
|
LOW |
85.35 |
|
0.618 |
84.02 |
|
1.000 |
83.19 |
|
1.618 |
81.86 |
|
2.618 |
79.70 |
|
4.250 |
76.17 |
|
|
| Fisher Pivots for day following 26-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
86.96 |
87.06 |
| PP |
86.69 |
86.90 |
| S1 |
86.43 |
86.74 |
|