NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 11-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
83.40 |
83.98 |
0.58 |
0.7% |
82.74 |
| High |
84.52 |
85.04 |
0.52 |
0.6% |
84.63 |
| Low |
83.11 |
83.81 |
0.70 |
0.8% |
82.06 |
| Close |
84.31 |
84.35 |
0.04 |
0.0% |
84.31 |
| Range |
1.41 |
1.23 |
-0.18 |
-12.8% |
2.57 |
| ATR |
1.57 |
1.55 |
-0.02 |
-1.6% |
0.00 |
| Volume |
26,282 |
24,956 |
-1,326 |
-5.0% |
110,490 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.09 |
87.45 |
85.03 |
|
| R3 |
86.86 |
86.22 |
84.69 |
|
| R2 |
85.63 |
85.63 |
84.58 |
|
| R1 |
84.99 |
84.99 |
84.46 |
85.31 |
| PP |
84.40 |
84.40 |
84.40 |
84.56 |
| S1 |
83.76 |
83.76 |
84.24 |
84.08 |
| S2 |
83.17 |
83.17 |
84.12 |
|
| S3 |
81.94 |
82.53 |
84.01 |
|
| S4 |
80.71 |
81.30 |
83.67 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.38 |
90.41 |
85.72 |
|
| R3 |
88.81 |
87.84 |
85.02 |
|
| R2 |
86.24 |
86.24 |
84.78 |
|
| R1 |
85.27 |
85.27 |
84.55 |
85.76 |
| PP |
83.67 |
83.67 |
83.67 |
83.91 |
| S1 |
82.70 |
82.70 |
84.07 |
83.19 |
| S2 |
81.10 |
81.10 |
83.84 |
|
| S3 |
78.53 |
80.13 |
83.60 |
|
| S4 |
75.96 |
77.56 |
82.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.04 |
82.06 |
2.98 |
3.5% |
1.57 |
1.9% |
77% |
True |
False |
27,089 |
| 10 |
85.04 |
77.70 |
7.34 |
8.7% |
1.50 |
1.8% |
91% |
True |
False |
22,926 |
| 20 |
85.04 |
76.43 |
8.61 |
10.2% |
1.53 |
1.8% |
92% |
True |
False |
18,636 |
| 40 |
85.04 |
72.60 |
12.44 |
14.7% |
1.55 |
1.8% |
94% |
True |
False |
14,746 |
| 60 |
85.04 |
67.07 |
17.97 |
21.3% |
1.60 |
1.9% |
96% |
True |
False |
12,517 |
| 80 |
85.04 |
65.90 |
19.14 |
22.7% |
1.70 |
2.0% |
96% |
True |
False |
10,513 |
| 100 |
85.04 |
65.24 |
19.80 |
23.5% |
1.72 |
2.0% |
97% |
True |
False |
8,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.27 |
|
2.618 |
88.26 |
|
1.618 |
87.03 |
|
1.000 |
86.27 |
|
0.618 |
85.80 |
|
HIGH |
85.04 |
|
0.618 |
84.57 |
|
0.500 |
84.43 |
|
0.382 |
84.28 |
|
LOW |
83.81 |
|
0.618 |
83.05 |
|
1.000 |
82.58 |
|
1.618 |
81.82 |
|
2.618 |
80.59 |
|
4.250 |
78.58 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
84.43 |
84.26 |
| PP |
84.40 |
84.17 |
| S1 |
84.38 |
84.08 |
|