NYMEX Light Sweet Crude Oil Future September 2023
Trading Metrics calculated at close of trading on 11-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
84.25 |
82.83 |
-1.42 |
-1.7% |
82.82 |
High |
84.89 |
83.81 |
-1.08 |
-1.3% |
84.89 |
Low |
82.58 |
82.23 |
-0.35 |
-0.4% |
79.90 |
Close |
82.82 |
83.19 |
0.37 |
0.4% |
83.19 |
Range |
2.31 |
1.58 |
-0.73 |
-31.6% |
4.99 |
ATR |
2.16 |
2.12 |
-0.04 |
-1.9% |
0.00 |
Volume |
362,188 |
331,254 |
-30,934 |
-8.5% |
1,889,163 |
|
Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.82 |
87.08 |
84.06 |
|
R3 |
86.24 |
85.50 |
83.62 |
|
R2 |
84.66 |
84.66 |
83.48 |
|
R1 |
83.92 |
83.92 |
83.33 |
84.29 |
PP |
83.08 |
83.08 |
83.08 |
83.26 |
S1 |
82.34 |
82.34 |
83.05 |
82.71 |
S2 |
81.50 |
81.50 |
82.90 |
|
S3 |
79.92 |
80.76 |
82.76 |
|
S4 |
78.34 |
79.18 |
82.32 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.63 |
95.40 |
85.93 |
|
R3 |
92.64 |
90.41 |
84.56 |
|
R2 |
87.65 |
87.65 |
84.10 |
|
R1 |
85.42 |
85.42 |
83.65 |
86.54 |
PP |
82.66 |
82.66 |
82.66 |
83.22 |
S1 |
80.43 |
80.43 |
82.73 |
81.55 |
S2 |
77.67 |
77.67 |
82.28 |
|
S3 |
72.68 |
75.44 |
81.82 |
|
S4 |
67.69 |
70.45 |
80.45 |
|
|
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% |
2.17 |
2.6% |
66% |
False |
False |
377,832 |
10 |
84.89 |
78.69 |
6.20 |
7.5% |
2.26 |
2.7% |
73% |
False |
False |
363,263 |
20 |
84.89 |
73.78 |
11.11 |
13.4% |
2.05 |
2.5% |
85% |
False |
False |
350,887 |
40 |
84.89 |
67.27 |
17.62 |
21.2% |
2.08 |
2.5% |
90% |
False |
False |
257,073 |
60 |
84.89 |
66.98 |
17.91 |
21.5% |
2.24 |
2.7% |
91% |
False |
False |
205,039 |
80 |
84.89 |
64.21 |
20.68 |
24.9% |
2.32 |
2.8% |
92% |
False |
False |
167,571 |
100 |
84.89 |
64.21 |
20.68 |
24.9% |
2.25 |
2.7% |
92% |
False |
False |
142,355 |
120 |
84.89 |
64.21 |
20.68 |
24.9% |
2.33 |
2.8% |
92% |
False |
False |
123,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.53 |
2.618 |
87.95 |
1.618 |
86.37 |
1.000 |
85.39 |
0.618 |
84.79 |
HIGH |
83.81 |
0.618 |
83.21 |
0.500 |
83.02 |
0.382 |
82.83 |
LOW |
82.23 |
0.618 |
81.25 |
1.000 |
80.65 |
1.618 |
79.67 |
2.618 |
78.09 |
4.250 |
75.52 |
|
|
Fisher Pivots for day following 11-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
83.13 |
83.56 |
PP |
83.08 |
83.44 |
S1 |
83.02 |
83.31 |
|