NYMEX Light Sweet Crude Oil Future November 2023
| 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 |
89.88 |
90.53 |
0.65 |
0.7% |
90.41 |
| High |
90.74 |
94.17 |
3.43 |
3.8% |
92.43 |
| Low |
88.19 |
90.40 |
2.21 |
2.5% |
88.37 |
| Close |
90.39 |
93.68 |
3.29 |
3.6% |
90.03 |
| Range |
2.55 |
3.77 |
1.22 |
47.8% |
4.06 |
| ATR |
1.95 |
2.08 |
0.13 |
6.7% |
0.00 |
| Volume |
318,016 |
504,630 |
186,614 |
58.7% |
2,162,684 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.06 |
102.64 |
95.75 |
|
| R3 |
100.29 |
98.87 |
94.72 |
|
| R2 |
96.52 |
96.52 |
94.37 |
|
| R1 |
95.10 |
95.10 |
94.03 |
95.81 |
| PP |
92.75 |
92.75 |
92.75 |
93.11 |
| S1 |
91.33 |
91.33 |
93.33 |
92.04 |
| S2 |
88.98 |
88.98 |
92.99 |
|
| S3 |
85.21 |
87.56 |
92.64 |
|
| S4 |
81.44 |
83.79 |
91.61 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.46 |
100.30 |
92.26 |
|
| R3 |
98.40 |
96.24 |
91.15 |
|
| R2 |
94.34 |
94.34 |
90.77 |
|
| R1 |
92.18 |
92.18 |
90.40 |
91.23 |
| PP |
90.28 |
90.28 |
90.28 |
89.80 |
| S1 |
88.12 |
88.12 |
89.66 |
87.17 |
| S2 |
86.22 |
86.22 |
89.29 |
|
| S3 |
82.16 |
84.06 |
88.91 |
|
| S4 |
78.10 |
80.00 |
87.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.17 |
88.19 |
5.98 |
6.4% |
2.55 |
2.7% |
92% |
True |
False |
380,826 |
| 10 |
94.17 |
88.04 |
6.13 |
6.5% |
2.25 |
2.4% |
92% |
True |
False |
389,321 |
| 20 |
94.17 |
80.43 |
13.74 |
14.7% |
2.03 |
2.2% |
96% |
True |
False |
273,359 |
| 40 |
94.17 |
77.32 |
16.85 |
18.0% |
1.97 |
2.1% |
97% |
True |
False |
187,344 |
| 60 |
94.17 |
69.74 |
24.43 |
26.1% |
1.88 |
2.0% |
98% |
True |
False |
143,255 |
| 80 |
94.17 |
66.67 |
27.50 |
29.4% |
1.96 |
2.1% |
98% |
True |
False |
116,173 |
| 100 |
94.17 |
66.67 |
27.50 |
29.4% |
2.00 |
2.1% |
98% |
True |
False |
96,278 |
| 120 |
94.17 |
63.50 |
30.67 |
32.7% |
2.01 |
2.1% |
98% |
True |
False |
82,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.19 |
|
2.618 |
104.04 |
|
1.618 |
100.27 |
|
1.000 |
97.94 |
|
0.618 |
96.50 |
|
HIGH |
94.17 |
|
0.618 |
92.73 |
|
0.500 |
92.29 |
|
0.382 |
91.84 |
|
LOW |
90.40 |
|
0.618 |
88.07 |
|
1.000 |
86.63 |
|
1.618 |
84.30 |
|
2.618 |
80.53 |
|
4.250 |
74.38 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
93.22 |
92.85 |
| PP |
92.75 |
92.01 |
| S1 |
92.29 |
91.18 |
|