NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 06-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
86.06 |
86.72 |
0.66 |
0.8% |
80.15 |
| High |
88.07 |
88.08 |
0.01 |
0.0% |
86.06 |
| Low |
85.02 |
85.93 |
0.91 |
1.1% |
79.34 |
| Close |
86.69 |
87.54 |
0.85 |
1.0% |
85.55 |
| Range |
3.05 |
2.15 |
-0.90 |
-29.5% |
6.72 |
| ATR |
2.02 |
2.03 |
0.01 |
0.5% |
0.00 |
| Volume |
452,908 |
307,115 |
-145,793 |
-32.2% |
1,619,479 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.63 |
92.74 |
88.72 |
|
| R3 |
91.48 |
90.59 |
88.13 |
|
| R2 |
89.33 |
89.33 |
87.93 |
|
| R1 |
88.44 |
88.44 |
87.74 |
88.89 |
| PP |
87.18 |
87.18 |
87.18 |
87.41 |
| S1 |
86.29 |
86.29 |
87.34 |
86.74 |
| S2 |
85.03 |
85.03 |
87.15 |
|
| S3 |
82.88 |
84.14 |
86.95 |
|
| S4 |
80.73 |
81.99 |
86.36 |
|
|
| 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 |
88.08 |
80.88 |
7.20 |
8.2% |
2.24 |
2.6% |
93% |
True |
False |
369,750 |
| 10 |
88.08 |
77.59 |
10.49 |
12.0% |
2.08 |
2.4% |
95% |
True |
False |
351,828 |
| 20 |
88.08 |
77.59 |
10.49 |
12.0% |
1.94 |
2.2% |
95% |
True |
False |
298,424 |
| 40 |
88.08 |
73.60 |
14.48 |
16.5% |
1.94 |
2.2% |
96% |
True |
False |
206,704 |
| 60 |
88.08 |
66.83 |
21.25 |
24.3% |
2.02 |
2.3% |
97% |
True |
False |
161,601 |
| 80 |
88.08 |
66.83 |
21.25 |
24.3% |
2.10 |
2.4% |
97% |
True |
False |
130,354 |
| 100 |
88.08 |
64.58 |
23.50 |
26.8% |
2.15 |
2.5% |
98% |
True |
False |
109,496 |
| 120 |
88.08 |
64.42 |
23.66 |
27.0% |
2.15 |
2.5% |
98% |
True |
False |
93,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.22 |
|
2.618 |
93.71 |
|
1.618 |
91.56 |
|
1.000 |
90.23 |
|
0.618 |
89.41 |
|
HIGH |
88.08 |
|
0.618 |
87.26 |
|
0.500 |
87.01 |
|
0.382 |
86.75 |
|
LOW |
85.93 |
|
0.618 |
84.60 |
|
1.000 |
83.78 |
|
1.618 |
82.45 |
|
2.618 |
80.30 |
|
4.250 |
76.79 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
87.36 |
86.95 |
| PP |
87.18 |
86.36 |
| S1 |
87.01 |
85.77 |
|