NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
87.05 |
86.86 |
-0.19 |
-0.2% |
83.98 |
| High |
87.56 |
87.86 |
0.30 |
0.3% |
87.67 |
| Low |
86.34 |
86.59 |
0.25 |
0.3% |
83.81 |
| Close |
86.79 |
86.65 |
-0.14 |
-0.2% |
86.85 |
| Range |
1.22 |
1.27 |
0.05 |
4.1% |
3.86 |
| ATR |
1.53 |
1.51 |
-0.02 |
-1.2% |
0.00 |
| Volume |
45,010 |
55,120 |
10,110 |
22.5% |
155,295 |
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.84 |
90.02 |
87.35 |
|
| R3 |
89.57 |
88.75 |
87.00 |
|
| R2 |
88.30 |
88.30 |
86.88 |
|
| R1 |
87.48 |
87.48 |
86.77 |
87.26 |
| PP |
87.03 |
87.03 |
87.03 |
86.92 |
| S1 |
86.21 |
86.21 |
86.53 |
85.99 |
| S2 |
85.76 |
85.76 |
86.42 |
|
| S3 |
84.49 |
84.94 |
86.30 |
|
| S4 |
83.22 |
83.67 |
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 |
87.86 |
85.15 |
2.71 |
3.1% |
1.37 |
1.6% |
55% |
True |
False |
39,394 |
| 10 |
87.86 |
83.00 |
4.86 |
5.6% |
1.38 |
1.6% |
75% |
True |
False |
33,133 |
| 20 |
87.86 |
76.43 |
11.43 |
13.2% |
1.49 |
1.7% |
89% |
True |
False |
26,691 |
| 40 |
87.86 |
76.26 |
11.60 |
13.4% |
1.53 |
1.8% |
90% |
True |
False |
18,998 |
| 60 |
87.86 |
67.38 |
20.48 |
23.6% |
1.54 |
1.8% |
94% |
True |
False |
15,663 |
| 80 |
87.86 |
65.90 |
21.96 |
25.3% |
1.70 |
2.0% |
94% |
True |
False |
13,173 |
| 100 |
87.86 |
65.24 |
22.62 |
26.1% |
1.69 |
2.0% |
95% |
True |
False |
11,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.26 |
|
2.618 |
91.18 |
|
1.618 |
89.91 |
|
1.000 |
89.13 |
|
0.618 |
88.64 |
|
HIGH |
87.86 |
|
0.618 |
87.37 |
|
0.500 |
87.23 |
|
0.382 |
87.08 |
|
LOW |
86.59 |
|
0.618 |
85.81 |
|
1.000 |
85.32 |
|
1.618 |
84.54 |
|
2.618 |
83.27 |
|
4.250 |
81.19 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
87.23 |
86.95 |
| PP |
87.03 |
86.85 |
| S1 |
86.84 |
86.75 |
|