NYMEX Light Sweet Crude Oil Future October 2023
Trading Metrics calculated at close of trading on 04-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
79.40 |
81.22 |
1.82 |
2.3% |
80.23 |
High |
81.40 |
82.66 |
1.26 |
1.5% |
82.66 |
Low |
78.33 |
81.04 |
2.71 |
3.5% |
78.33 |
Close |
81.08 |
82.27 |
1.19 |
1.5% |
82.27 |
Range |
3.07 |
1.62 |
-1.45 |
-47.2% |
4.33 |
ATR |
2.05 |
2.02 |
-0.03 |
-1.5% |
0.00 |
Volume |
150,285 |
108,115 |
-42,170 |
-28.1% |
592,070 |
|
Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.85 |
86.18 |
83.16 |
|
R3 |
85.23 |
84.56 |
82.72 |
|
R2 |
83.61 |
83.61 |
82.57 |
|
R1 |
82.94 |
82.94 |
82.42 |
83.28 |
PP |
81.99 |
81.99 |
81.99 |
82.16 |
S1 |
81.32 |
81.32 |
82.12 |
81.66 |
S2 |
80.37 |
80.37 |
81.97 |
|
S3 |
78.75 |
79.70 |
81.82 |
|
S4 |
77.13 |
78.08 |
81.38 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.08 |
92.50 |
84.65 |
|
R3 |
89.75 |
88.17 |
83.46 |
|
R2 |
85.42 |
85.42 |
83.06 |
|
R1 |
83.84 |
83.84 |
82.67 |
84.63 |
PP |
81.09 |
81.09 |
81.09 |
81.48 |
S1 |
79.51 |
79.51 |
81.87 |
80.30 |
S2 |
76.76 |
76.76 |
81.48 |
|
S3 |
72.43 |
75.18 |
81.08 |
|
S4 |
68.10 |
70.85 |
79.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.66 |
78.33 |
4.33 |
5.3% |
2.26 |
2.7% |
91% |
True |
False |
118,414 |
10 |
82.66 |
76.16 |
6.50 |
7.9% |
1.99 |
2.4% |
94% |
True |
False |
117,751 |
20 |
82.66 |
72.39 |
10.27 |
12.5% |
1.87 |
2.3% |
96% |
True |
False |
106,429 |
40 |
82.66 |
66.83 |
15.83 |
19.2% |
2.08 |
2.5% |
98% |
True |
False |
88,866 |
60 |
82.66 |
66.83 |
15.83 |
19.2% |
2.15 |
2.6% |
98% |
True |
False |
69,947 |
80 |
82.66 |
64.58 |
18.08 |
22.0% |
2.18 |
2.6% |
98% |
True |
False |
58,811 |
100 |
82.66 |
64.42 |
18.24 |
22.2% |
2.25 |
2.7% |
98% |
True |
False |
50,083 |
120 |
82.66 |
64.42 |
18.24 |
22.2% |
2.21 |
2.7% |
98% |
True |
False |
42,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.55 |
2.618 |
86.90 |
1.618 |
85.28 |
1.000 |
84.28 |
0.618 |
83.66 |
HIGH |
82.66 |
0.618 |
82.04 |
0.500 |
81.85 |
0.382 |
81.66 |
LOW |
81.04 |
0.618 |
80.04 |
1.000 |
79.42 |
1.618 |
78.42 |
2.618 |
76.80 |
4.250 |
74.16 |
|
|
Fisher Pivots for day following 04-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
82.13 |
81.68 |
PP |
81.99 |
81.09 |
S1 |
81.85 |
80.50 |
|