NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
85.59 |
87.20 |
1.61 |
1.9% |
83.98 |
| High |
87.33 |
87.67 |
0.34 |
0.4% |
87.67 |
| Low |
85.59 |
86.04 |
0.45 |
0.5% |
83.81 |
| Close |
86.95 |
86.85 |
-0.10 |
-0.1% |
86.85 |
| Range |
1.74 |
1.63 |
-0.11 |
-6.3% |
3.86 |
| ATR |
1.54 |
1.55 |
0.01 |
0.4% |
0.00 |
| Volume |
33,901 |
37,095 |
3,194 |
9.4% |
155,295 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.74 |
90.93 |
87.75 |
|
| R3 |
90.11 |
89.30 |
87.30 |
|
| R2 |
88.48 |
88.48 |
87.15 |
|
| R1 |
87.67 |
87.67 |
87.00 |
87.26 |
| PP |
86.85 |
86.85 |
86.85 |
86.65 |
| S1 |
86.04 |
86.04 |
86.70 |
85.63 |
| S2 |
85.22 |
85.22 |
86.55 |
|
| S3 |
83.59 |
84.41 |
86.40 |
|
| S4 |
81.96 |
82.78 |
85.95 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.69 |
96.13 |
88.97 |
|
| R3 |
93.83 |
92.27 |
87.91 |
|
| R2 |
89.97 |
89.97 |
87.56 |
|
| R1 |
88.41 |
88.41 |
87.20 |
89.19 |
| PP |
86.11 |
86.11 |
86.11 |
86.50 |
| S1 |
84.55 |
84.55 |
86.50 |
85.33 |
| S2 |
82.25 |
82.25 |
86.14 |
|
| S3 |
78.39 |
80.69 |
85.79 |
|
| S4 |
74.53 |
76.83 |
84.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.67 |
83.81 |
3.86 |
4.4% |
1.44 |
1.7% |
79% |
True |
False |
31,059 |
| 10 |
87.67 |
80.80 |
6.87 |
7.9% |
1.57 |
1.8% |
88% |
True |
False |
29,740 |
| 20 |
87.67 |
76.43 |
11.24 |
12.9% |
1.51 |
1.7% |
93% |
True |
False |
22,947 |
| 40 |
87.67 |
74.30 |
13.37 |
15.4% |
1.55 |
1.8% |
94% |
True |
False |
17,027 |
| 60 |
87.67 |
67.07 |
20.60 |
23.7% |
1.57 |
1.8% |
96% |
True |
False |
14,383 |
| 80 |
87.67 |
65.90 |
21.77 |
25.1% |
1.70 |
2.0% |
96% |
True |
False |
12,031 |
| 100 |
87.67 |
65.24 |
22.43 |
25.8% |
1.72 |
2.0% |
96% |
True |
False |
10,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.60 |
|
2.618 |
91.94 |
|
1.618 |
90.31 |
|
1.000 |
89.30 |
|
0.618 |
88.68 |
|
HIGH |
87.67 |
|
0.618 |
87.05 |
|
0.500 |
86.86 |
|
0.382 |
86.66 |
|
LOW |
86.04 |
|
0.618 |
85.03 |
|
1.000 |
84.41 |
|
1.618 |
83.40 |
|
2.618 |
81.77 |
|
4.250 |
79.11 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
86.86 |
86.70 |
| PP |
86.85 |
86.56 |
| S1 |
86.85 |
86.41 |
|