NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
85.72 |
87.38 |
1.66 |
1.9% |
87.05 |
| High |
87.76 |
88.21 |
0.45 |
0.5% |
87.86 |
| Low |
85.69 |
85.78 |
0.09 |
0.1% |
84.78 |
| Close |
87.42 |
85.98 |
-1.44 |
-1.6% |
85.33 |
| Range |
2.07 |
2.43 |
0.36 |
17.4% |
3.08 |
| ATR |
1.59 |
1.65 |
0.06 |
3.8% |
0.00 |
| Volume |
63,756 |
45,913 |
-17,843 |
-28.0% |
201,146 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.95 |
92.39 |
87.32 |
|
| R3 |
91.52 |
89.96 |
86.65 |
|
| R2 |
89.09 |
89.09 |
86.43 |
|
| R1 |
87.53 |
87.53 |
86.20 |
87.10 |
| PP |
86.66 |
86.66 |
86.66 |
86.44 |
| S1 |
85.10 |
85.10 |
85.76 |
84.67 |
| S2 |
84.23 |
84.23 |
85.53 |
|
| S3 |
81.80 |
82.67 |
85.31 |
|
| S4 |
79.37 |
80.24 |
84.64 |
|
|
| 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 |
88.21 |
84.06 |
4.15 |
4.8% |
1.85 |
2.2% |
46% |
True |
False |
44,167 |
| 10 |
88.21 |
84.06 |
4.15 |
4.8% |
1.69 |
2.0% |
46% |
True |
False |
41,366 |
| 20 |
88.21 |
79.38 |
8.83 |
10.3% |
1.63 |
1.9% |
75% |
True |
False |
35,170 |
| 40 |
88.21 |
76.43 |
11.78 |
13.7% |
1.59 |
1.8% |
81% |
True |
False |
24,151 |
| 60 |
88.21 |
69.11 |
19.10 |
22.2% |
1.56 |
1.8% |
88% |
True |
False |
19,340 |
| 80 |
88.21 |
65.90 |
22.31 |
25.9% |
1.66 |
1.9% |
90% |
True |
False |
16,272 |
| 100 |
88.21 |
65.90 |
22.31 |
25.9% |
1.68 |
2.0% |
90% |
True |
False |
13,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.54 |
|
2.618 |
94.57 |
|
1.618 |
92.14 |
|
1.000 |
90.64 |
|
0.618 |
89.71 |
|
HIGH |
88.21 |
|
0.618 |
87.28 |
|
0.500 |
87.00 |
|
0.382 |
86.71 |
|
LOW |
85.78 |
|
0.618 |
84.28 |
|
1.000 |
83.35 |
|
1.618 |
81.85 |
|
2.618 |
79.42 |
|
4.250 |
75.45 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
87.00 |
86.14 |
| PP |
86.66 |
86.08 |
| S1 |
86.32 |
86.03 |
|