NYMEX Light Sweet Crude Oil Future September 2023
Trading Metrics calculated at close of trading on 14-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
82.83 |
83.09 |
0.26 |
0.3% |
82.82 |
High |
83.81 |
83.20 |
-0.61 |
-0.7% |
84.89 |
Low |
82.23 |
81.76 |
-0.47 |
-0.6% |
79.90 |
Close |
83.19 |
82.51 |
-0.68 |
-0.8% |
83.19 |
Range |
1.58 |
1.44 |
-0.14 |
-8.9% |
4.99 |
ATR |
2.12 |
2.07 |
-0.05 |
-2.3% |
0.00 |
Volume |
331,254 |
277,352 |
-53,902 |
-16.3% |
1,889,163 |
|
Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.81 |
86.10 |
83.30 |
|
R3 |
85.37 |
84.66 |
82.91 |
|
R2 |
83.93 |
83.93 |
82.77 |
|
R1 |
83.22 |
83.22 |
82.64 |
82.86 |
PP |
82.49 |
82.49 |
82.49 |
82.31 |
S1 |
81.78 |
81.78 |
82.38 |
81.42 |
S2 |
81.05 |
81.05 |
82.25 |
|
S3 |
79.61 |
80.34 |
82.11 |
|
S4 |
78.17 |
78.90 |
81.72 |
|
|
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% |
2.10 |
2.5% |
52% |
False |
False |
374,695 |
10 |
84.89 |
78.69 |
6.20 |
7.5% |
2.22 |
2.7% |
62% |
False |
False |
361,271 |
20 |
84.89 |
73.82 |
11.07 |
13.4% |
2.01 |
2.4% |
79% |
False |
False |
352,341 |
40 |
84.89 |
67.27 |
17.62 |
21.4% |
2.04 |
2.5% |
86% |
False |
False |
261,244 |
60 |
84.89 |
66.98 |
17.91 |
21.7% |
2.21 |
2.7% |
87% |
False |
False |
208,660 |
80 |
84.89 |
64.21 |
20.68 |
25.1% |
2.30 |
2.8% |
88% |
False |
False |
170,690 |
100 |
84.89 |
64.21 |
20.68 |
25.1% |
2.24 |
2.7% |
88% |
False |
False |
144,748 |
120 |
84.89 |
64.21 |
20.68 |
25.1% |
2.33 |
2.8% |
88% |
False |
False |
125,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.32 |
2.618 |
86.97 |
1.618 |
85.53 |
1.000 |
84.64 |
0.618 |
84.09 |
HIGH |
83.20 |
0.618 |
82.65 |
0.500 |
82.48 |
0.382 |
82.31 |
LOW |
81.76 |
0.618 |
80.87 |
1.000 |
80.32 |
1.618 |
79.43 |
2.618 |
77.99 |
4.250 |
75.64 |
|
|
Fisher Pivots for day following 14-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
82.50 |
83.33 |
PP |
82.49 |
83.05 |
S1 |
82.48 |
82.78 |
|