NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 05-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
83.63 |
86.06 |
2.43 |
2.9% |
80.15 |
| High |
86.06 |
88.07 |
2.01 |
2.3% |
86.06 |
| Low |
83.46 |
85.02 |
1.56 |
1.9% |
79.34 |
| Close |
85.55 |
86.69 |
1.14 |
1.3% |
85.55 |
| Range |
2.60 |
3.05 |
0.45 |
17.3% |
6.72 |
| ATR |
1.94 |
2.02 |
0.08 |
4.1% |
0.00 |
| Volume |
420,461 |
452,908 |
32,447 |
7.7% |
1,619,479 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.74 |
94.27 |
88.37 |
|
| R3 |
92.69 |
91.22 |
87.53 |
|
| R2 |
89.64 |
89.64 |
87.25 |
|
| R1 |
88.17 |
88.17 |
86.97 |
88.91 |
| PP |
86.59 |
86.59 |
86.59 |
86.96 |
| S1 |
85.12 |
85.12 |
86.41 |
85.86 |
| S2 |
83.54 |
83.54 |
86.13 |
|
| S3 |
80.49 |
82.07 |
85.85 |
|
| S4 |
77.44 |
79.02 |
85.01 |
|
|
| 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 |
88.07 |
79.34 |
8.73 |
10.1% |
2.22 |
2.6% |
84% |
True |
False |
365,160 |
| 10 |
88.07 |
77.59 |
10.48 |
12.1% |
1.96 |
2.3% |
87% |
True |
False |
349,866 |
| 20 |
88.07 |
77.59 |
10.48 |
12.1% |
1.98 |
2.3% |
87% |
True |
False |
292,461 |
| 40 |
88.07 |
72.71 |
15.36 |
17.7% |
1.93 |
2.2% |
91% |
True |
False |
200,918 |
| 60 |
88.07 |
66.83 |
21.24 |
24.5% |
2.01 |
2.3% |
94% |
True |
False |
157,344 |
| 80 |
88.07 |
66.83 |
21.24 |
24.5% |
2.10 |
2.4% |
94% |
True |
False |
126,814 |
| 100 |
88.07 |
64.58 |
23.49 |
27.1% |
2.14 |
2.5% |
94% |
True |
False |
106,546 |
| 120 |
88.07 |
64.42 |
23.65 |
27.3% |
2.19 |
2.5% |
94% |
True |
False |
91,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.03 |
|
2.618 |
96.05 |
|
1.618 |
93.00 |
|
1.000 |
91.12 |
|
0.618 |
89.95 |
|
HIGH |
88.07 |
|
0.618 |
86.90 |
|
0.500 |
86.55 |
|
0.382 |
86.19 |
|
LOW |
85.02 |
|
0.618 |
83.14 |
|
1.000 |
81.97 |
|
1.618 |
80.09 |
|
2.618 |
77.04 |
|
4.250 |
72.06 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
86.64 |
86.05 |
| PP |
86.59 |
85.41 |
| S1 |
86.55 |
84.78 |
|