NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 29-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
89.40 |
87.89 |
-1.51 |
-1.7% |
87.18 |
| High |
90.27 |
89.09 |
-1.18 |
-1.3% |
90.27 |
| Low |
87.49 |
86.74 |
-0.75 |
-0.9% |
85.35 |
| Close |
87.75 |
86.98 |
-0.77 |
-0.9% |
86.98 |
| Range |
2.78 |
2.35 |
-0.43 |
-15.5% |
4.92 |
| ATR |
1.80 |
1.84 |
0.04 |
2.2% |
0.00 |
| Volume |
107,050 |
87,892 |
-19,158 |
-17.9% |
472,460 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.65 |
93.17 |
88.27 |
|
| R3 |
92.30 |
90.82 |
87.63 |
|
| R2 |
89.95 |
89.95 |
87.41 |
|
| R1 |
88.47 |
88.47 |
87.20 |
88.04 |
| PP |
87.60 |
87.60 |
87.60 |
87.39 |
| S1 |
86.12 |
86.12 |
86.76 |
85.69 |
| S2 |
85.25 |
85.25 |
86.55 |
|
| S3 |
82.90 |
83.77 |
86.33 |
|
| S4 |
80.55 |
81.42 |
85.69 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.29 |
99.56 |
89.69 |
|
| R3 |
97.37 |
94.64 |
88.33 |
|
| R2 |
92.45 |
92.45 |
87.88 |
|
| R1 |
89.72 |
89.72 |
87.43 |
88.63 |
| PP |
87.53 |
87.53 |
87.53 |
86.99 |
| S1 |
84.80 |
84.80 |
86.53 |
83.71 |
| S2 |
82.61 |
82.61 |
86.08 |
|
| S3 |
77.69 |
79.88 |
85.63 |
|
| S4 |
72.77 |
74.96 |
84.27 |
|
|
| 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 |
5.7% |
2.21 |
2.5% |
33% |
False |
False |
94,492 |
| 10 |
90.27 |
85.35 |
4.92 |
5.7% |
1.93 |
2.2% |
33% |
False |
False |
92,924 |
| 20 |
90.27 |
81.45 |
8.82 |
10.1% |
1.81 |
2.1% |
63% |
False |
False |
75,108 |
| 40 |
90.27 |
76.75 |
13.52 |
15.5% |
1.69 |
1.9% |
76% |
False |
False |
52,909 |
| 60 |
90.27 |
70.23 |
20.04 |
23.0% |
1.68 |
1.9% |
84% |
False |
False |
42,820 |
| 80 |
90.27 |
66.22 |
24.05 |
27.7% |
1.76 |
2.0% |
86% |
False |
False |
36,189 |
| 100 |
90.27 |
66.22 |
24.05 |
27.7% |
1.81 |
2.1% |
86% |
False |
False |
30,310 |
| 120 |
90.27 |
65.00 |
25.27 |
29.1% |
1.81 |
2.1% |
87% |
False |
False |
26,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.08 |
|
2.618 |
95.24 |
|
1.618 |
92.89 |
|
1.000 |
91.44 |
|
0.618 |
90.54 |
|
HIGH |
89.09 |
|
0.618 |
88.19 |
|
0.500 |
87.92 |
|
0.382 |
87.64 |
|
LOW |
86.74 |
|
0.618 |
85.29 |
|
1.000 |
84.39 |
|
1.618 |
82.94 |
|
2.618 |
80.59 |
|
4.250 |
76.75 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
87.92 |
88.51 |
| PP |
87.60 |
88.00 |
| S1 |
87.29 |
87.49 |
|