NYMEX Light Sweet Crude Oil Future September 2023
Trading Metrics calculated at close of trading on 04-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
79.77 |
81.73 |
1.96 |
2.5% |
80.65 |
High |
81.86 |
83.24 |
1.38 |
1.7% |
83.24 |
Low |
78.69 |
81.51 |
2.82 |
3.6% |
78.69 |
Close |
81.55 |
82.82 |
1.27 |
1.6% |
82.82 |
Range |
3.17 |
1.73 |
-1.44 |
-45.4% |
4.55 |
ATR |
2.13 |
2.10 |
-0.03 |
-1.3% |
0.00 |
Volume |
402,641 |
320,873 |
-81,768 |
-20.3% |
1,743,468 |
|
Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.71 |
87.00 |
83.77 |
|
R3 |
85.98 |
85.27 |
83.30 |
|
R2 |
84.25 |
84.25 |
83.14 |
|
R1 |
83.54 |
83.54 |
82.98 |
83.90 |
PP |
82.52 |
82.52 |
82.52 |
82.70 |
S1 |
81.81 |
81.81 |
82.66 |
82.17 |
S2 |
80.79 |
80.79 |
82.50 |
|
S3 |
79.06 |
80.08 |
82.34 |
|
S4 |
77.33 |
78.35 |
81.87 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.23 |
93.58 |
85.32 |
|
R3 |
90.68 |
89.03 |
84.07 |
|
R2 |
86.13 |
86.13 |
83.65 |
|
R1 |
84.48 |
84.48 |
83.24 |
85.31 |
PP |
81.58 |
81.58 |
81.58 |
82.00 |
S1 |
79.93 |
79.93 |
82.40 |
80.76 |
S2 |
77.03 |
77.03 |
81.99 |
|
S3 |
72.48 |
75.38 |
81.57 |
|
S4 |
67.93 |
70.83 |
80.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.24 |
78.69 |
4.55 |
5.5% |
2.36 |
2.8% |
91% |
True |
False |
348,693 |
10 |
83.24 |
76.44 |
6.80 |
8.2% |
2.08 |
2.5% |
94% |
True |
False |
345,728 |
20 |
83.24 |
72.63 |
10.61 |
12.8% |
1.94 |
2.3% |
96% |
True |
False |
310,985 |
40 |
83.24 |
66.98 |
16.26 |
19.6% |
2.16 |
2.6% |
97% |
True |
False |
228,900 |
60 |
83.24 |
66.98 |
16.26 |
19.6% |
2.22 |
2.7% |
97% |
True |
False |
177,697 |
80 |
83.24 |
64.21 |
19.03 |
23.0% |
2.27 |
2.7% |
98% |
True |
False |
146,505 |
100 |
83.24 |
64.21 |
19.03 |
23.0% |
2.35 |
2.8% |
98% |
True |
False |
126,015 |
120 |
83.24 |
64.21 |
19.03 |
23.0% |
2.32 |
2.8% |
98% |
True |
False |
108,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.59 |
2.618 |
87.77 |
1.618 |
86.04 |
1.000 |
84.97 |
0.618 |
84.31 |
HIGH |
83.24 |
0.618 |
82.58 |
0.500 |
82.38 |
0.382 |
82.17 |
LOW |
81.51 |
0.618 |
80.44 |
1.000 |
79.78 |
1.618 |
78.71 |
2.618 |
76.98 |
4.250 |
74.16 |
|
|
Fisher Pivots for day following 04-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
82.67 |
82.20 |
PP |
82.52 |
81.58 |
S1 |
82.38 |
80.97 |
|