NYMEX Light Sweet Crude Oil Future September 2023
Trading Metrics calculated at close of trading on 16-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
82.52 |
81.23 |
-1.29 |
-1.6% |
82.82 |
High |
82.91 |
81.43 |
-1.48 |
-1.8% |
84.89 |
Low |
80.40 |
79.05 |
-1.35 |
-1.7% |
79.90 |
Close |
80.99 |
79.38 |
-1.61 |
-2.0% |
83.19 |
Range |
2.51 |
2.38 |
-0.13 |
-5.2% |
4.99 |
ATR |
2.10 |
2.12 |
0.02 |
1.0% |
0.00 |
Volume |
303,207 |
325,403 |
22,196 |
7.3% |
1,889,163 |
|
Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.09 |
85.62 |
80.69 |
|
R3 |
84.71 |
83.24 |
80.03 |
|
R2 |
82.33 |
82.33 |
79.82 |
|
R1 |
80.86 |
80.86 |
79.60 |
80.41 |
PP |
79.95 |
79.95 |
79.95 |
79.73 |
S1 |
78.48 |
78.48 |
79.16 |
78.03 |
S2 |
77.57 |
77.57 |
78.94 |
|
S3 |
75.19 |
76.10 |
78.73 |
|
S4 |
72.81 |
73.72 |
78.07 |
|
|
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 |
79.05 |
5.84 |
7.4% |
2.04 |
2.6% |
6% |
False |
True |
319,880 |
10 |
84.89 |
78.69 |
6.20 |
7.8% |
2.21 |
2.8% |
11% |
False |
False |
351,863 |
20 |
84.89 |
74.52 |
10.37 |
13.1% |
2.06 |
2.6% |
47% |
False |
False |
345,074 |
40 |
84.89 |
67.27 |
17.62 |
22.2% |
2.06 |
2.6% |
69% |
False |
False |
271,152 |
60 |
84.89 |
66.98 |
17.91 |
22.6% |
2.23 |
2.8% |
69% |
False |
False |
217,491 |
80 |
84.89 |
64.21 |
20.68 |
26.1% |
2.32 |
2.9% |
73% |
False |
False |
177,425 |
100 |
84.89 |
64.21 |
20.68 |
26.1% |
2.24 |
2.8% |
73% |
False |
False |
150,437 |
120 |
84.89 |
64.21 |
20.68 |
26.1% |
2.34 |
2.9% |
73% |
False |
False |
130,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.55 |
2.618 |
87.66 |
1.618 |
85.28 |
1.000 |
83.81 |
0.618 |
82.90 |
HIGH |
81.43 |
0.618 |
80.52 |
0.500 |
80.24 |
0.382 |
79.96 |
LOW |
79.05 |
0.618 |
77.58 |
1.000 |
76.67 |
1.618 |
75.20 |
2.618 |
72.82 |
4.250 |
68.94 |
|
|
Fisher Pivots for day following 16-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
80.24 |
81.13 |
PP |
79.95 |
80.54 |
S1 |
79.67 |
79.96 |
|