NYMEX Light Sweet Crude Oil Future April 2024
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Sep-2023 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Sep-2023 | 21-Sep-2023 | Change | Change % | Previous Week |  
                        | Open | 84.12 | 83.53 | -0.59 | -0.7% | 82.53 |  
                        | High | 84.79 | 84.66 | -0.13 | -0.2% | 85.75 |  
                        | Low | 83.48 | 82.86 | -0.62 | -0.7% | 82.37 |  
                        | Close | 83.80 | 83.81 | 0.01 | 0.0% | 84.93 |  
                        | Range | 1.31 | 1.80 | 0.49 | 37.4% | 3.38 |  
                        | ATR | 1.31 | 1.34 | 0.04 | 2.7% | 0.00 |  
                        | Volume | 14,668 | 15,427 | 759 | 5.2% | 52,552 |  | 
    
| 
        
            | Daily Pivots for day following 21-Sep-2023 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 89.18 | 88.29 | 84.80 |  |  
                | R3 | 87.38 | 86.49 | 84.31 |  |  
                | R2 | 85.58 | 85.58 | 84.14 |  |  
                | R1 | 84.69 | 84.69 | 83.98 | 85.14 |  
                | PP | 83.78 | 83.78 | 83.78 | 84.00 |  
                | S1 | 82.89 | 82.89 | 83.65 | 83.34 |  
                | S2 | 81.98 | 81.98 | 83.48 |  |  
                | S3 | 80.18 | 81.09 | 83.32 |  |  
                | S4 | 78.38 | 79.29 | 82.82 |  |  | 
        
            | Weekly Pivots for week ending 15-Sep-2023 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 94.49 | 93.09 | 86.79 |  |  
                | R3 | 91.11 | 89.71 | 85.86 |  |  
                | R2 | 87.73 | 87.73 | 85.55 |  |  
                | R1 | 86.33 | 86.33 | 85.24 | 87.03 |  
                | PP | 84.35 | 84.35 | 84.35 | 84.70 |  
                | S1 | 82.95 | 82.95 | 84.62 | 83.65 |  
                | S2 | 80.97 | 80.97 | 84.31 |  |  
                | S3 | 77.59 | 79.57 | 84.00 |  |  
                | S4 | 74.21 | 76.19 | 83.07 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 85.75 | 82.86 | 2.89 | 3.4% | 1.35 | 1.6% | 33% | False | True | 15,397 |  
                | 10 | 85.75 | 81.75 | 4.00 | 4.8% | 1.27 | 1.5% | 52% | False | False | 11,846 |  
                | 20 | 85.75 | 75.84 | 9.91 | 11.8% | 1.32 | 1.6% | 80% | False | False | 9,716 |  
                | 40 | 85.75 | 75.83 | 9.92 | 11.8% | 1.33 | 1.6% | 80% | False | False | 6,892 |  
                | 60 | 85.75 | 67.27 | 18.48 | 22.0% | 1.29 | 1.5% | 90% | False | False | 5,503 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 92.31 |  
            | 2.618 | 89.37 |  
            | 1.618 | 87.57 |  
            | 1.000 | 86.46 |  
            | 0.618 | 85.77 |  
            | HIGH | 84.66 |  
            | 0.618 | 83.97 |  
            | 0.500 | 83.76 |  
            | 0.382 | 83.55 |  
            | LOW | 82.86 |  
            | 0.618 | 81.75 |  
            | 1.000 | 81.06 |  
            | 1.618 | 79.95 |  
            | 2.618 | 78.15 |  
            | 4.250 | 75.21 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Sep-2023 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 83.79 | 84.24 |  
                                | PP | 83.78 | 84.10 |  
                                | S1 | 83.76 | 83.95 |  |