NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
87.33 |
89.40 |
2.07 |
2.4% |
88.21 |
| High |
89.66 |
90.27 |
0.61 |
0.7% |
89.24 |
| Low |
87.22 |
87.49 |
0.27 |
0.3% |
85.94 |
| Close |
89.30 |
87.75 |
-1.55 |
-1.7% |
86.76 |
| Range |
2.44 |
2.78 |
0.34 |
13.9% |
3.30 |
| ATR |
1.73 |
1.80 |
0.08 |
4.3% |
0.00 |
| Volume |
132,556 |
107,050 |
-25,506 |
-19.2% |
456,789 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.84 |
95.08 |
89.28 |
|
| R3 |
94.06 |
92.30 |
88.51 |
|
| R2 |
91.28 |
91.28 |
88.26 |
|
| R1 |
89.52 |
89.52 |
88.00 |
89.01 |
| PP |
88.50 |
88.50 |
88.50 |
88.25 |
| S1 |
86.74 |
86.74 |
87.50 |
86.23 |
| S2 |
85.72 |
85.72 |
87.24 |
|
| S3 |
82.94 |
83.96 |
86.99 |
|
| S4 |
80.16 |
81.18 |
86.22 |
|
|
| 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 |
90.27 |
85.35 |
4.92 |
5.6% |
2.09 |
2.4% |
49% |
True |
False |
96,969 |
| 10 |
90.27 |
85.35 |
4.92 |
5.6% |
1.87 |
2.1% |
49% |
True |
False |
90,747 |
| 20 |
90.27 |
79.90 |
10.37 |
11.8% |
1.78 |
2.0% |
76% |
True |
False |
73,874 |
| 40 |
90.27 |
76.75 |
13.52 |
15.4% |
1.70 |
1.9% |
81% |
True |
False |
51,387 |
| 60 |
90.27 |
69.39 |
20.88 |
23.8% |
1.68 |
1.9% |
88% |
True |
False |
41,752 |
| 80 |
90.27 |
66.22 |
24.05 |
27.4% |
1.76 |
2.0% |
90% |
True |
False |
35,262 |
| 100 |
90.27 |
66.22 |
24.05 |
27.4% |
1.80 |
2.1% |
90% |
True |
False |
29,463 |
| 120 |
90.27 |
65.00 |
25.27 |
28.8% |
1.80 |
2.1% |
90% |
True |
False |
25,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.09 |
|
2.618 |
97.55 |
|
1.618 |
94.77 |
|
1.000 |
93.05 |
|
0.618 |
91.99 |
|
HIGH |
90.27 |
|
0.618 |
89.21 |
|
0.500 |
88.88 |
|
0.382 |
88.55 |
|
LOW |
87.49 |
|
0.618 |
85.77 |
|
1.000 |
84.71 |
|
1.618 |
82.99 |
|
2.618 |
80.21 |
|
4.250 |
75.68 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
88.88 |
87.81 |
| PP |
88.50 |
87.79 |
| S1 |
88.13 |
87.77 |
|