NYMEX Light Sweet Crude Oil Future September 2023
Trading Metrics calculated at close of trading on 15-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
83.09 |
82.52 |
-0.57 |
-0.7% |
82.82 |
High |
83.20 |
82.91 |
-0.29 |
-0.3% |
84.89 |
Low |
81.76 |
80.40 |
-1.36 |
-1.7% |
79.90 |
Close |
82.51 |
80.99 |
-1.52 |
-1.8% |
83.19 |
Range |
1.44 |
2.51 |
1.07 |
74.3% |
4.99 |
ATR |
2.07 |
2.10 |
0.03 |
1.5% |
0.00 |
Volume |
277,352 |
303,207 |
25,855 |
9.3% |
1,889,163 |
|
Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.96 |
87.49 |
82.37 |
|
R3 |
86.45 |
84.98 |
81.68 |
|
R2 |
83.94 |
83.94 |
81.45 |
|
R1 |
82.47 |
82.47 |
81.22 |
81.95 |
PP |
81.43 |
81.43 |
81.43 |
81.18 |
S1 |
79.96 |
79.96 |
80.76 |
79.44 |
S2 |
78.92 |
78.92 |
80.53 |
|
S3 |
76.41 |
77.45 |
80.30 |
|
S4 |
73.90 |
74.94 |
79.61 |
|
|
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 |
80.40 |
4.49 |
5.5% |
1.96 |
2.4% |
13% |
False |
True |
350,428 |
10 |
84.89 |
78.69 |
6.20 |
7.7% |
2.31 |
2.8% |
37% |
False |
False |
360,806 |
20 |
84.89 |
74.52 |
10.37 |
12.8% |
2.03 |
2.5% |
62% |
False |
False |
348,083 |
40 |
84.89 |
67.27 |
17.62 |
21.8% |
2.06 |
2.5% |
78% |
False |
False |
265,932 |
60 |
84.89 |
66.98 |
17.91 |
22.1% |
2.23 |
2.7% |
78% |
False |
False |
212,929 |
80 |
84.89 |
64.21 |
20.68 |
25.5% |
2.31 |
2.9% |
81% |
False |
False |
173,854 |
100 |
84.89 |
64.21 |
20.68 |
25.5% |
2.24 |
2.8% |
81% |
False |
False |
147,512 |
120 |
84.89 |
64.21 |
20.68 |
25.5% |
2.33 |
2.9% |
81% |
False |
False |
128,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.58 |
2.618 |
89.48 |
1.618 |
86.97 |
1.000 |
85.42 |
0.618 |
84.46 |
HIGH |
82.91 |
0.618 |
81.95 |
0.500 |
81.66 |
0.382 |
81.36 |
LOW |
80.40 |
0.618 |
78.85 |
1.000 |
77.89 |
1.618 |
76.34 |
2.618 |
73.83 |
4.250 |
69.73 |
|
|
Fisher Pivots for day following 15-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
81.66 |
82.11 |
PP |
81.43 |
81.73 |
S1 |
81.21 |
81.36 |
|