NYMEX Light Sweet Crude Oil Future April 2024
            
            
                
    
    
        | 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 | 82.82 | 83.78 | 0.96 | 1.2% | 84.99 |  
                        | High | 83.72 | 84.92 | 1.20 | 1.4% | 85.62 |  
                        | Low | 82.00 | 83.62 | 1.62 | 2.0% | 82.86 |  
                        | Close | 83.40 | 84.60 | 1.20 | 1.4% | 83.13 |  
                        | Range | 1.72 | 1.30 | -0.42 | -24.4% | 2.76 |  
                        | ATR | 1.36 | 1.37 | 0.01 | 0.9% | 0.00 |  
                        | Volume | 10,763 | 24,854 | 14,091 | 130.9% | 80,021 |  | 
    
| 
        
            | Daily Pivots for day following 27-Sep-2023 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 88.28 | 87.74 | 85.32 |  |  
                | R3 | 86.98 | 86.44 | 84.96 |  |  
                | R2 | 85.68 | 85.68 | 84.84 |  |  
                | R1 | 85.14 | 85.14 | 84.72 | 85.41 |  
                | PP | 84.38 | 84.38 | 84.38 | 84.52 |  
                | S1 | 83.84 | 83.84 | 84.48 | 84.11 |  
                | S2 | 83.08 | 83.08 | 84.36 |  |  
                | S3 | 81.78 | 82.54 | 84.24 |  |  
                | S4 | 80.48 | 81.24 | 83.89 |  |  | 
        
            | Weekly Pivots for week ending 22-Sep-2023 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 92.15 | 90.40 | 84.65 |  |  
                | R3 | 89.39 | 87.64 | 83.89 |  |  
                | R2 | 86.63 | 86.63 | 83.64 |  |  
                | R1 | 84.88 | 84.88 | 83.38 | 84.38 |  
                | PP | 83.87 | 83.87 | 83.87 | 83.62 |  
                | S1 | 82.12 | 82.12 | 82.88 | 81.62 |  
                | S2 | 81.11 | 81.11 | 82.62 |  |  
                | S3 | 78.35 | 79.36 | 82.37 |  |  
                | S4 | 75.59 | 76.60 | 81.61 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 84.92 | 82.00 | 2.92 | 3.5% | 1.47 | 1.7% | 89% | True | False | 16,926 |  
                | 10 | 85.75 | 82.00 | 3.75 | 4.4% | 1.37 | 1.6% | 69% | False | False | 15,539 |  
                | 20 | 85.75 | 78.12 | 7.63 | 9.0% | 1.32 | 1.6% | 85% | False | False | 12,321 |  
                | 40 | 85.75 | 75.83 | 9.92 | 11.7% | 1.37 | 1.6% | 88% | False | False | 8,284 |  
                | 60 | 85.75 | 68.61 | 17.14 | 20.3% | 1.30 | 1.5% | 93% | False | False | 6,479 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 90.45 |  
            | 2.618 | 88.32 |  
            | 1.618 | 87.02 |  
            | 1.000 | 86.22 |  
            | 0.618 | 85.72 |  
            | HIGH | 84.92 |  
            | 0.618 | 84.42 |  
            | 0.500 | 84.27 |  
            | 0.382 | 84.12 |  
            | LOW | 83.62 |  
            | 0.618 | 82.82 |  
            | 1.000 | 82.32 |  
            | 1.618 | 81.52 |  
            | 2.618 | 80.22 |  
            | 4.250 | 78.10 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Sep-2023 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 84.49 | 84.22 |  
                                | PP | 84.38 | 83.84 |  
                                | S1 | 84.27 | 83.46 |  |