NYMEX Light Sweet Crude Oil Future February 2024
| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
84.29 |
85.75 |
1.46 |
1.7% |
82.74 |
| High |
85.93 |
86.13 |
0.20 |
0.2% |
84.63 |
| Low |
84.29 |
85.15 |
0.86 |
1.0% |
82.06 |
| Close |
85.63 |
85.40 |
-0.23 |
-0.3% |
84.31 |
| Range |
1.64 |
0.98 |
-0.66 |
-40.2% |
2.57 |
| ATR |
1.55 |
1.51 |
-0.04 |
-2.6% |
0.00 |
| Volume |
33,495 |
25,848 |
-7,647 |
-22.8% |
110,490 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.50 |
87.93 |
85.94 |
|
| R3 |
87.52 |
86.95 |
85.67 |
|
| R2 |
86.54 |
86.54 |
85.58 |
|
| R1 |
85.97 |
85.97 |
85.49 |
85.77 |
| PP |
85.56 |
85.56 |
85.56 |
85.46 |
| S1 |
84.99 |
84.99 |
85.31 |
84.79 |
| S2 |
84.58 |
84.58 |
85.22 |
|
| S3 |
83.60 |
84.01 |
85.13 |
|
| S4 |
82.62 |
83.03 |
84.86 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.38 |
90.41 |
85.72 |
|
| R3 |
88.81 |
87.84 |
85.02 |
|
| R2 |
86.24 |
86.24 |
84.78 |
|
| R1 |
85.27 |
85.27 |
84.55 |
85.76 |
| PP |
83.67 |
83.67 |
83.67 |
83.91 |
| S1 |
82.70 |
82.70 |
84.07 |
83.19 |
| S2 |
81.10 |
81.10 |
83.84 |
|
| S3 |
78.53 |
80.13 |
83.60 |
|
| S4 |
75.96 |
77.56 |
82.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.13 |
83.11 |
3.02 |
3.5% |
1.26 |
1.5% |
76% |
True |
False |
26,530 |
| 10 |
86.13 |
78.99 |
7.14 |
8.4% |
1.49 |
1.7% |
90% |
True |
False |
27,003 |
| 20 |
86.13 |
76.43 |
9.70 |
11.4% |
1.51 |
1.8% |
92% |
True |
False |
20,663 |
| 40 |
86.13 |
73.38 |
12.75 |
14.9% |
1.53 |
1.8% |
94% |
True |
False |
15,818 |
| 60 |
86.13 |
67.07 |
19.06 |
22.3% |
1.58 |
1.8% |
96% |
True |
False |
13,355 |
| 80 |
86.13 |
65.90 |
20.23 |
23.7% |
1.69 |
2.0% |
96% |
True |
False |
11,211 |
| 100 |
86.13 |
65.24 |
20.89 |
24.5% |
1.72 |
2.0% |
97% |
True |
False |
9,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.30 |
|
2.618 |
88.70 |
|
1.618 |
87.72 |
|
1.000 |
87.11 |
|
0.618 |
86.74 |
|
HIGH |
86.13 |
|
0.618 |
85.76 |
|
0.500 |
85.64 |
|
0.382 |
85.52 |
|
LOW |
85.15 |
|
0.618 |
84.54 |
|
1.000 |
84.17 |
|
1.618 |
83.56 |
|
2.618 |
82.58 |
|
4.250 |
80.99 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
85.64 |
85.26 |
| PP |
85.56 |
85.11 |
| S1 |
85.48 |
84.97 |
|