NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
85.36 |
85.72 |
0.36 |
0.4% |
87.05 |
| High |
86.01 |
87.76 |
1.75 |
2.0% |
87.86 |
| Low |
84.06 |
85.69 |
1.63 |
1.9% |
84.78 |
| Close |
85.71 |
87.42 |
1.71 |
2.0% |
85.33 |
| Range |
1.95 |
2.07 |
0.12 |
6.2% |
3.08 |
| ATR |
1.55 |
1.59 |
0.04 |
2.4% |
0.00 |
| Volume |
26,121 |
63,756 |
37,635 |
144.1% |
201,146 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.17 |
92.36 |
88.56 |
|
| R3 |
91.10 |
90.29 |
87.99 |
|
| R2 |
89.03 |
89.03 |
87.80 |
|
| R1 |
88.22 |
88.22 |
87.61 |
88.63 |
| PP |
86.96 |
86.96 |
86.96 |
87.16 |
| S1 |
86.15 |
86.15 |
87.23 |
86.56 |
| S2 |
84.89 |
84.89 |
87.04 |
|
| S3 |
82.82 |
84.08 |
86.85 |
|
| S4 |
80.75 |
82.01 |
86.28 |
|
|
| 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 |
87.76 |
84.06 |
3.70 |
4.2% |
1.77 |
2.0% |
91% |
True |
False |
40,053 |
| 10 |
87.86 |
84.06 |
3.80 |
4.3% |
1.62 |
1.9% |
88% |
False |
False |
40,165 |
| 20 |
87.86 |
78.99 |
8.87 |
10.1% |
1.56 |
1.8% |
95% |
False |
False |
33,584 |
| 40 |
87.86 |
76.43 |
11.43 |
13.1% |
1.60 |
1.8% |
96% |
False |
False |
23,307 |
| 60 |
87.86 |
69.05 |
18.81 |
21.5% |
1.55 |
1.8% |
98% |
False |
False |
18,771 |
| 80 |
87.86 |
65.90 |
21.96 |
25.1% |
1.66 |
1.9% |
98% |
False |
False |
15,754 |
| 100 |
87.86 |
65.90 |
21.96 |
25.1% |
1.68 |
1.9% |
98% |
False |
False |
13,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.56 |
|
2.618 |
93.18 |
|
1.618 |
91.11 |
|
1.000 |
89.83 |
|
0.618 |
89.04 |
|
HIGH |
87.76 |
|
0.618 |
86.97 |
|
0.500 |
86.73 |
|
0.382 |
86.48 |
|
LOW |
85.69 |
|
0.618 |
84.41 |
|
1.000 |
83.62 |
|
1.618 |
82.34 |
|
2.618 |
80.27 |
|
4.250 |
76.89 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
87.19 |
86.92 |
| PP |
86.96 |
86.41 |
| S1 |
86.73 |
85.91 |
|