NYMEX Light Sweet Crude Oil Future September 2023
Trading Metrics calculated at close of trading on 10-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
82.88 |
84.25 |
1.37 |
1.7% |
80.65 |
High |
84.65 |
84.89 |
0.24 |
0.3% |
83.24 |
Low |
82.67 |
82.58 |
-0.09 |
-0.1% |
78.69 |
Close |
84.40 |
82.82 |
-1.58 |
-1.9% |
82.82 |
Range |
1.98 |
2.31 |
0.33 |
16.7% |
4.55 |
ATR |
2.15 |
2.16 |
0.01 |
0.5% |
0.00 |
Volume |
478,140 |
362,188 |
-115,952 |
-24.3% |
1,743,468 |
|
Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.36 |
88.90 |
84.09 |
|
R3 |
88.05 |
86.59 |
83.46 |
|
R2 |
85.74 |
85.74 |
83.24 |
|
R1 |
84.28 |
84.28 |
83.03 |
83.86 |
PP |
83.43 |
83.43 |
83.43 |
83.22 |
S1 |
81.97 |
81.97 |
82.61 |
81.55 |
S2 |
81.12 |
81.12 |
82.40 |
|
S3 |
78.81 |
79.66 |
82.18 |
|
S4 |
76.50 |
77.35 |
81.55 |
|
|
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 |
84.89 |
79.90 |
4.99 |
6.0% |
2.20 |
2.7% |
59% |
True |
False |
375,756 |
10 |
84.89 |
78.69 |
6.20 |
7.5% |
2.27 |
2.7% |
67% |
True |
False |
360,092 |
20 |
84.89 |
73.78 |
11.11 |
13.4% |
2.08 |
2.5% |
81% |
True |
False |
344,563 |
40 |
84.89 |
67.27 |
17.62 |
21.3% |
2.10 |
2.5% |
88% |
True |
False |
251,938 |
60 |
84.89 |
66.98 |
17.91 |
21.6% |
2.23 |
2.7% |
88% |
True |
False |
200,115 |
80 |
84.89 |
64.21 |
20.68 |
25.0% |
2.31 |
2.8% |
90% |
True |
False |
163,879 |
100 |
84.89 |
64.21 |
20.68 |
25.0% |
2.27 |
2.7% |
90% |
True |
False |
139,496 |
120 |
84.89 |
64.21 |
20.68 |
25.0% |
2.34 |
2.8% |
90% |
True |
False |
120,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.71 |
2.618 |
90.94 |
1.618 |
88.63 |
1.000 |
87.20 |
0.618 |
86.32 |
HIGH |
84.89 |
0.618 |
84.01 |
0.500 |
83.74 |
0.382 |
83.46 |
LOW |
82.58 |
0.618 |
81.15 |
1.000 |
80.27 |
1.618 |
78.84 |
2.618 |
76.53 |
4.250 |
72.76 |
|
|
Fisher Pivots for day following 10-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
83.74 |
82.68 |
PP |
83.43 |
82.54 |
S1 |
83.13 |
82.40 |
|