NYMEX Light Sweet Crude Oil Future October 2023
Trading Metrics calculated at close of trading on 01-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
81.70 |
83.63 |
1.93 |
2.4% |
80.15 |
High |
83.69 |
86.06 |
2.37 |
2.8% |
86.06 |
Low |
81.48 |
83.46 |
1.98 |
2.4% |
79.34 |
Close |
83.63 |
85.55 |
1.92 |
2.3% |
85.55 |
Range |
2.21 |
2.60 |
0.39 |
17.6% |
6.72 |
ATR |
1.89 |
1.94 |
0.05 |
2.7% |
0.00 |
Volume |
368,848 |
420,461 |
51,613 |
14.0% |
1,619,479 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.82 |
91.79 |
86.98 |
|
R3 |
90.22 |
89.19 |
86.27 |
|
R2 |
87.62 |
87.62 |
86.03 |
|
R1 |
86.59 |
86.59 |
85.79 |
87.11 |
PP |
85.02 |
85.02 |
85.02 |
85.28 |
S1 |
83.99 |
83.99 |
85.31 |
84.51 |
S2 |
82.42 |
82.42 |
85.07 |
|
S3 |
79.82 |
81.39 |
84.84 |
|
S4 |
77.22 |
78.79 |
84.12 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.81 |
101.40 |
89.25 |
|
R3 |
97.09 |
94.68 |
87.40 |
|
R2 |
90.37 |
90.37 |
86.78 |
|
R1 |
87.96 |
87.96 |
86.17 |
89.17 |
PP |
83.65 |
83.65 |
83.65 |
84.25 |
S1 |
81.24 |
81.24 |
84.93 |
82.45 |
S2 |
76.93 |
76.93 |
84.32 |
|
S3 |
70.21 |
74.52 |
83.70 |
|
S4 |
63.49 |
67.80 |
81.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
86.06 |
79.34 |
6.72 |
7.9% |
1.86 |
2.2% |
92% |
True |
False |
323,895 |
10 |
86.06 |
77.59 |
8.47 |
9.9% |
1.83 |
2.1% |
94% |
True |
False |
340,759 |
20 |
86.06 |
77.59 |
8.47 |
9.9% |
1.91 |
2.2% |
94% |
True |
False |
275,966 |
40 |
86.06 |
72.39 |
13.67 |
16.0% |
1.89 |
2.2% |
96% |
True |
False |
191,197 |
60 |
86.06 |
66.83 |
19.23 |
22.5% |
2.03 |
2.4% |
97% |
True |
False |
151,232 |
80 |
86.06 |
66.83 |
19.23 |
22.5% |
2.09 |
2.4% |
97% |
True |
False |
121,451 |
100 |
86.06 |
64.58 |
21.48 |
25.1% |
2.13 |
2.5% |
98% |
True |
False |
102,242 |
120 |
86.06 |
64.42 |
21.64 |
25.3% |
2.19 |
2.6% |
98% |
True |
False |
87,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.11 |
2.618 |
92.87 |
1.618 |
90.27 |
1.000 |
88.66 |
0.618 |
87.67 |
HIGH |
86.06 |
0.618 |
85.07 |
0.500 |
84.76 |
0.382 |
84.45 |
LOW |
83.46 |
0.618 |
81.85 |
1.000 |
80.86 |
1.618 |
79.25 |
2.618 |
76.65 |
4.250 |
72.41 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
85.29 |
84.86 |
PP |
85.02 |
84.16 |
S1 |
84.76 |
83.47 |
|