NYMEX Light Sweet Crude Oil Future October 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 |
82.46 |
81.98 |
-0.48 |
-0.6% |
82.27 |
High |
82.51 |
82.33 |
-0.18 |
-0.2% |
84.16 |
Low |
81.19 |
79.95 |
-1.24 |
-1.5% |
79.52 |
Close |
81.92 |
80.50 |
-1.42 |
-1.7% |
82.57 |
Range |
1.32 |
2.38 |
1.06 |
80.3% |
4.64 |
ATR |
1.96 |
1.99 |
0.03 |
1.5% |
0.00 |
Volume |
126,692 |
198,944 |
72,252 |
57.0% |
931,766 |
|
Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.07 |
86.66 |
81.81 |
|
R3 |
85.69 |
84.28 |
81.15 |
|
R2 |
83.31 |
83.31 |
80.94 |
|
R1 |
81.90 |
81.90 |
80.72 |
81.42 |
PP |
80.93 |
80.93 |
80.93 |
80.68 |
S1 |
79.52 |
79.52 |
80.28 |
79.04 |
S2 |
78.55 |
78.55 |
80.06 |
|
S3 |
76.17 |
77.14 |
79.85 |
|
S4 |
73.79 |
74.76 |
79.19 |
|
|
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 |
79.95 |
4.21 |
5.2% |
1.81 |
2.2% |
13% |
False |
True |
189,310 |
10 |
84.16 |
78.33 |
5.83 |
7.2% |
2.16 |
2.7% |
37% |
False |
False |
165,159 |
20 |
84.16 |
74.38 |
9.78 |
12.1% |
1.92 |
2.4% |
63% |
False |
False |
138,330 |
40 |
84.16 |
67.42 |
16.74 |
20.8% |
1.97 |
2.4% |
78% |
False |
False |
110,374 |
60 |
84.16 |
66.83 |
17.33 |
21.5% |
2.14 |
2.7% |
79% |
False |
False |
88,314 |
80 |
84.16 |
64.58 |
19.58 |
24.3% |
2.21 |
2.7% |
81% |
False |
False |
72,946 |
100 |
84.16 |
64.58 |
19.58 |
24.3% |
2.14 |
2.7% |
81% |
False |
False |
61,666 |
120 |
84.16 |
64.42 |
19.74 |
24.5% |
2.22 |
2.8% |
81% |
False |
False |
53,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.45 |
2.618 |
88.56 |
1.618 |
86.18 |
1.000 |
84.71 |
0.618 |
83.80 |
HIGH |
82.33 |
0.618 |
81.42 |
0.500 |
81.14 |
0.382 |
80.86 |
LOW |
79.95 |
0.618 |
78.48 |
1.000 |
77.57 |
1.618 |
76.10 |
2.618 |
73.72 |
4.250 |
69.84 |
|
|
Fisher Pivots for day following 15-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
81.14 |
81.56 |
PP |
80.93 |
81.20 |
S1 |
80.71 |
80.85 |
|