NYMEX Light Sweet Crude Oil Future April 2024
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Sep-2023 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Sep-2023 | 12-Sep-2023 | Change | Change % | Previous Week |  
                        | Open | 82.53 | 83.19 | 0.66 | 0.8% | 81.21 |  
                        | High | 83.50 | 84.27 | 0.77 | 0.9% | 83.08 |  
                        | Low | 82.37 | 83.07 | 0.70 | 0.8% | 80.91 |  
                        | Close | 82.90 | 84.01 | 1.11 | 1.3% | 82.81 |  
                        | Range | 1.13 | 1.20 | 0.07 | 6.2% | 2.17 |  
                        | ATR | 1.34 | 1.34 | 0.00 | 0.2% | 0.00 |  
                        | Volume | 5,780 | 12,056 | 6,276 | 108.6% | 38,388 |  | 
    
| 
        
            | Daily Pivots for day following 12-Sep-2023 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 87.38 | 86.90 | 84.67 |  |  
                | R3 | 86.18 | 85.70 | 84.34 |  |  
                | R2 | 84.98 | 84.98 | 84.23 |  |  
                | R1 | 84.50 | 84.50 | 84.12 | 84.74 |  
                | PP | 83.78 | 83.78 | 83.78 | 83.91 |  
                | S1 | 83.30 | 83.30 | 83.90 | 83.54 |  
                | S2 | 82.58 | 82.58 | 83.79 |  |  
                | S3 | 81.38 | 82.10 | 83.68 |  |  
                | S4 | 80.18 | 80.90 | 83.35 |  |  | 
        
            | Weekly Pivots for week ending 08-Sep-2023 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 88.78 | 87.96 | 84.00 |  |  
                | R3 | 86.61 | 85.79 | 83.41 |  |  
                | R2 | 84.44 | 84.44 | 83.21 |  |  
                | R1 | 83.62 | 83.62 | 83.01 | 84.03 |  
                | PP | 82.27 | 82.27 | 82.27 | 82.47 |  
                | S1 | 81.45 | 81.45 | 82.61 | 81.86 |  
                | S2 | 80.10 | 80.10 | 82.41 |  |  
                | S3 | 77.93 | 79.28 | 82.21 |  |  
                | S4 | 75.76 | 77.11 | 81.62 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 84.27 | 81.70 | 2.57 | 3.1% | 1.17 | 1.4% | 90% | True | False | 8,096 |  
                | 10 | 84.27 | 77.04 | 7.23 | 8.6% | 1.31 | 1.6% | 96% | True | False | 8,683 |  
                | 20 | 84.27 | 75.83 | 8.44 | 10.0% | 1.37 | 1.6% | 97% | True | False | 6,516 |  
                | 40 | 84.27 | 72.06 | 12.21 | 14.5% | 1.29 | 1.5% | 98% | True | False | 5,042 |  
                | 60 | 84.27 | 67.00 | 17.27 | 20.6% | 1.31 | 1.6% | 98% | True | False | 4,211 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 89.37 |  
            | 2.618 | 87.41 |  
            | 1.618 | 86.21 |  
            | 1.000 | 85.47 |  
            | 0.618 | 85.01 |  
            | HIGH | 84.27 |  
            | 0.618 | 83.81 |  
            | 0.500 | 83.67 |  
            | 0.382 | 83.53 |  
            | LOW | 83.07 |  
            | 0.618 | 82.33 |  
            | 1.000 | 81.87 |  
            | 1.618 | 81.13 |  
            | 2.618 | 79.93 |  
            | 4.250 | 77.97 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Sep-2023 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 83.90 | 83.68 |  
                                | PP | 83.78 | 83.34 |  
                                | S1 | 83.67 | 83.01 |  |