NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 22-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
85.65 |
85.84 |
0.19 |
0.2% |
87.05 |
| High |
86.80 |
86.71 |
-0.09 |
-0.1% |
87.86 |
| Low |
84.78 |
85.09 |
0.31 |
0.4% |
84.78 |
| Close |
85.83 |
85.33 |
-0.50 |
-0.6% |
85.33 |
| Range |
2.02 |
1.62 |
-0.40 |
-19.8% |
3.08 |
| ATR |
1.54 |
1.55 |
0.01 |
0.4% |
0.00 |
| Volume |
25,345 |
45,409 |
20,064 |
79.2% |
201,146 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.57 |
89.57 |
86.22 |
|
| R3 |
88.95 |
87.95 |
85.78 |
|
| R2 |
87.33 |
87.33 |
85.63 |
|
| R1 |
86.33 |
86.33 |
85.48 |
86.02 |
| PP |
85.71 |
85.71 |
85.71 |
85.56 |
| S1 |
84.71 |
84.71 |
85.18 |
84.40 |
| S2 |
84.09 |
84.09 |
85.03 |
|
| S3 |
82.47 |
83.09 |
84.88 |
|
| S4 |
80.85 |
81.47 |
84.44 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.23 |
93.36 |
87.02 |
|
| R3 |
92.15 |
90.28 |
86.18 |
|
| R2 |
89.07 |
89.07 |
85.89 |
|
| R1 |
87.20 |
87.20 |
85.61 |
86.60 |
| PP |
85.99 |
85.99 |
85.99 |
85.69 |
| S1 |
84.12 |
84.12 |
85.05 |
83.52 |
| S2 |
82.91 |
82.91 |
84.77 |
|
| S3 |
79.83 |
81.04 |
84.48 |
|
| S4 |
76.75 |
77.96 |
83.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.86 |
84.78 |
3.08 |
3.6% |
1.52 |
1.8% |
18% |
False |
False |
40,229 |
| 10 |
87.86 |
83.81 |
4.05 |
4.7% |
1.48 |
1.7% |
38% |
False |
False |
35,644 |
| 20 |
87.86 |
76.76 |
11.10 |
13.0% |
1.52 |
1.8% |
77% |
False |
False |
28,973 |
| 40 |
87.86 |
76.43 |
11.43 |
13.4% |
1.57 |
1.8% |
78% |
False |
False |
20,857 |
| 60 |
87.86 |
68.70 |
19.16 |
22.5% |
1.54 |
1.8% |
87% |
False |
False |
16,971 |
| 80 |
87.86 |
65.90 |
21.96 |
25.7% |
1.67 |
2.0% |
88% |
False |
False |
14,256 |
| 100 |
87.86 |
65.24 |
22.62 |
26.5% |
1.71 |
2.0% |
89% |
False |
False |
12,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.60 |
|
2.618 |
90.95 |
|
1.618 |
89.33 |
|
1.000 |
88.33 |
|
0.618 |
87.71 |
|
HIGH |
86.71 |
|
0.618 |
86.09 |
|
0.500 |
85.90 |
|
0.382 |
85.71 |
|
LOW |
85.09 |
|
0.618 |
84.09 |
|
1.000 |
83.47 |
|
1.618 |
82.47 |
|
2.618 |
80.85 |
|
4.250 |
78.21 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
85.90 |
85.85 |
| PP |
85.71 |
85.67 |
| S1 |
85.52 |
85.50 |
|