NYMEX Light Sweet Crude Oil Future October 2023
Trading Metrics calculated at close of trading on 07-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
86.72 |
87.54 |
0.82 |
0.9% |
80.15 |
High |
88.08 |
87.74 |
-0.34 |
-0.4% |
86.06 |
Low |
85.93 |
86.39 |
0.46 |
0.5% |
79.34 |
Close |
87.54 |
86.87 |
-0.67 |
-0.8% |
85.55 |
Range |
2.15 |
1.35 |
-0.80 |
-37.2% |
6.72 |
ATR |
2.03 |
1.98 |
-0.05 |
-2.4% |
0.00 |
Volume |
307,115 |
270,736 |
-36,379 |
-11.8% |
1,619,479 |
|
Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.05 |
90.31 |
87.61 |
|
R3 |
89.70 |
88.96 |
87.24 |
|
R2 |
88.35 |
88.35 |
87.12 |
|
R1 |
87.61 |
87.61 |
86.99 |
87.31 |
PP |
87.00 |
87.00 |
87.00 |
86.85 |
S1 |
86.26 |
86.26 |
86.75 |
85.96 |
S2 |
85.65 |
85.65 |
86.62 |
|
S3 |
84.30 |
84.91 |
86.50 |
|
S4 |
82.95 |
83.56 |
86.13 |
|
|
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 |
81.48 |
6.60 |
7.6% |
2.27 |
2.6% |
82% |
False |
False |
364,013 |
10 |
88.08 |
77.59 |
10.49 |
12.1% |
1.99 |
2.3% |
88% |
False |
False |
341,087 |
20 |
88.08 |
77.59 |
10.49 |
12.1% |
1.92 |
2.2% |
88% |
False |
False |
297,974 |
40 |
88.08 |
73.60 |
14.48 |
16.7% |
1.94 |
2.2% |
92% |
False |
False |
210,442 |
60 |
88.08 |
67.27 |
20.81 |
24.0% |
1.99 |
2.3% |
94% |
False |
False |
165,016 |
80 |
88.08 |
66.83 |
21.25 |
24.5% |
2.09 |
2.4% |
94% |
False |
False |
133,449 |
100 |
88.08 |
64.58 |
23.50 |
27.1% |
2.15 |
2.5% |
95% |
False |
False |
112,017 |
120 |
88.08 |
64.42 |
23.66 |
27.2% |
2.14 |
2.5% |
95% |
False |
False |
95,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.48 |
2.618 |
91.27 |
1.618 |
89.92 |
1.000 |
89.09 |
0.618 |
88.57 |
HIGH |
87.74 |
0.618 |
87.22 |
0.500 |
87.07 |
0.382 |
86.91 |
LOW |
86.39 |
0.618 |
85.56 |
1.000 |
85.04 |
1.618 |
84.21 |
2.618 |
82.86 |
4.250 |
80.65 |
|
|
Fisher Pivots for day following 07-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
87.07 |
86.76 |
PP |
87.00 |
86.66 |
S1 |
86.94 |
86.55 |
|