NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
86.77 |
87.33 |
0.56 |
0.6% |
88.21 |
| High |
87.51 |
89.66 |
2.15 |
2.5% |
89.24 |
| Low |
85.35 |
87.22 |
1.87 |
2.2% |
85.94 |
| Close |
87.22 |
89.30 |
2.08 |
2.4% |
86.76 |
| Range |
2.16 |
2.44 |
0.28 |
13.0% |
3.30 |
| ATR |
1.67 |
1.73 |
0.05 |
3.3% |
0.00 |
| Volume |
67,204 |
132,556 |
65,352 |
97.2% |
456,789 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.05 |
95.11 |
90.64 |
|
| R3 |
93.61 |
92.67 |
89.97 |
|
| R2 |
91.17 |
91.17 |
89.75 |
|
| R1 |
90.23 |
90.23 |
89.52 |
90.70 |
| PP |
88.73 |
88.73 |
88.73 |
88.96 |
| S1 |
87.79 |
87.79 |
89.08 |
88.26 |
| S2 |
86.29 |
86.29 |
88.85 |
|
| S3 |
83.85 |
85.35 |
88.63 |
|
| S4 |
81.41 |
82.91 |
87.96 |
|
|
| 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 |
89.66 |
85.35 |
4.31 |
4.8% |
1.97 |
2.2% |
92% |
True |
False |
88,448 |
| 10 |
89.66 |
85.35 |
4.31 |
4.8% |
1.79 |
2.0% |
92% |
True |
False |
85,445 |
| 20 |
89.66 |
79.44 |
10.22 |
11.4% |
1.70 |
1.9% |
96% |
True |
False |
69,831 |
| 40 |
89.66 |
76.75 |
12.91 |
14.5% |
1.71 |
1.9% |
97% |
True |
False |
49,300 |
| 60 |
89.66 |
69.39 |
20.27 |
22.7% |
1.66 |
1.9% |
98% |
True |
False |
40,400 |
| 80 |
89.66 |
66.22 |
23.44 |
26.2% |
1.76 |
2.0% |
98% |
True |
False |
34,035 |
| 100 |
89.66 |
66.22 |
23.44 |
26.2% |
1.80 |
2.0% |
98% |
True |
False |
28,431 |
| 120 |
89.66 |
65.00 |
24.66 |
27.6% |
1.79 |
2.0% |
99% |
True |
False |
24,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.03 |
|
2.618 |
96.05 |
|
1.618 |
93.61 |
|
1.000 |
92.10 |
|
0.618 |
91.17 |
|
HIGH |
89.66 |
|
0.618 |
88.73 |
|
0.500 |
88.44 |
|
0.382 |
88.15 |
|
LOW |
87.22 |
|
0.618 |
85.71 |
|
1.000 |
84.78 |
|
1.618 |
83.27 |
|
2.618 |
80.83 |
|
4.250 |
76.85 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
89.01 |
88.70 |
| PP |
88.73 |
88.10 |
| S1 |
88.44 |
87.51 |
|