NYMEX Light Sweet Crude Oil Future October 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 |
83.51 |
82.33 |
-1.18 |
-1.4% |
82.27 |
High |
84.16 |
83.16 |
-1.00 |
-1.2% |
84.16 |
Low |
82.04 |
81.75 |
-0.29 |
-0.4% |
79.52 |
Close |
82.29 |
82.57 |
0.28 |
0.3% |
82.57 |
Range |
2.12 |
1.41 |
-0.71 |
-33.5% |
4.64 |
ATR |
2.05 |
2.01 |
-0.05 |
-2.2% |
0.00 |
Volume |
166,860 |
174,302 |
7,442 |
4.5% |
931,766 |
|
Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.72 |
86.06 |
83.35 |
|
R3 |
85.31 |
84.65 |
82.96 |
|
R2 |
83.90 |
83.90 |
82.83 |
|
R1 |
83.24 |
83.24 |
82.70 |
83.57 |
PP |
82.49 |
82.49 |
82.49 |
82.66 |
S1 |
81.83 |
81.83 |
82.44 |
82.16 |
S2 |
81.08 |
81.08 |
82.31 |
|
S3 |
79.67 |
80.42 |
82.18 |
|
S4 |
78.26 |
79.01 |
81.79 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.00 |
93.93 |
85.12 |
|
R3 |
91.36 |
89.29 |
83.85 |
|
R2 |
86.72 |
86.72 |
83.42 |
|
R1 |
84.65 |
84.65 |
83.00 |
85.69 |
PP |
82.08 |
82.08 |
82.08 |
82.60 |
S1 |
80.01 |
80.01 |
82.14 |
81.05 |
S2 |
77.44 |
77.44 |
81.72 |
|
S3 |
72.80 |
75.37 |
81.29 |
|
S4 |
68.16 |
70.73 |
80.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.16 |
79.52 |
4.64 |
5.6% |
2.00 |
2.4% |
66% |
False |
False |
186,353 |
10 |
84.16 |
78.33 |
5.83 |
7.1% |
2.13 |
2.6% |
73% |
False |
False |
152,383 |
20 |
84.16 |
73.60 |
10.56 |
12.8% |
1.95 |
2.4% |
85% |
False |
False |
131,218 |
40 |
84.16 |
67.42 |
16.74 |
20.3% |
1.99 |
2.4% |
91% |
False |
False |
104,675 |
60 |
84.16 |
66.83 |
17.33 |
21.0% |
2.15 |
2.6% |
91% |
False |
False |
83,687 |
80 |
84.16 |
64.58 |
19.58 |
23.7% |
2.22 |
2.7% |
92% |
False |
False |
69,471 |
100 |
84.16 |
64.58 |
19.58 |
23.7% |
2.15 |
2.6% |
92% |
False |
False |
58,660 |
120 |
84.16 |
64.42 |
19.74 |
23.9% |
2.22 |
2.7% |
92% |
False |
False |
50,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.15 |
2.618 |
86.85 |
1.618 |
85.44 |
1.000 |
84.57 |
0.618 |
84.03 |
HIGH |
83.16 |
0.618 |
82.62 |
0.500 |
82.46 |
0.382 |
82.29 |
LOW |
81.75 |
0.618 |
80.88 |
1.000 |
80.34 |
1.618 |
79.47 |
2.618 |
78.06 |
4.250 |
75.76 |
|
|
Fisher Pivots for day following 11-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
82.53 |
82.96 |
PP |
82.49 |
82.83 |
S1 |
82.46 |
82.70 |
|