NYMEX Light Sweet Crude Oil Future October 2023
Trading Metrics calculated at close of trading on 08-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
87.54 |
86.78 |
-0.76 |
-0.9% |
86.06 |
High |
87.74 |
87.95 |
0.21 |
0.2% |
88.08 |
Low |
86.39 |
86.15 |
-0.24 |
-0.3% |
85.02 |
Close |
86.87 |
87.51 |
0.64 |
0.7% |
87.51 |
Range |
1.35 |
1.80 |
0.45 |
33.3% |
3.06 |
ATR |
1.98 |
1.96 |
-0.01 |
-0.6% |
0.00 |
Volume |
270,736 |
294,437 |
23,701 |
8.8% |
1,325,196 |
|
Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.60 |
91.86 |
88.50 |
|
R3 |
90.80 |
90.06 |
88.01 |
|
R2 |
89.00 |
89.00 |
87.84 |
|
R1 |
88.26 |
88.26 |
87.68 |
88.63 |
PP |
87.20 |
87.20 |
87.20 |
87.39 |
S1 |
86.46 |
86.46 |
87.35 |
86.83 |
S2 |
85.40 |
85.40 |
87.18 |
|
S3 |
83.60 |
84.66 |
87.02 |
|
S4 |
81.80 |
82.86 |
86.52 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.05 |
94.84 |
89.19 |
|
R3 |
92.99 |
91.78 |
88.35 |
|
R2 |
89.93 |
89.93 |
88.07 |
|
R1 |
88.72 |
88.72 |
87.79 |
89.33 |
PP |
86.87 |
86.87 |
86.87 |
87.17 |
S1 |
85.66 |
85.66 |
87.23 |
86.27 |
S2 |
83.81 |
83.81 |
86.95 |
|
S3 |
80.75 |
82.60 |
86.67 |
|
S4 |
77.69 |
79.54 |
85.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.08 |
83.46 |
4.62 |
5.3% |
2.19 |
2.5% |
88% |
False |
False |
349,131 |
10 |
88.08 |
78.14 |
9.94 |
11.4% |
2.00 |
2.3% |
94% |
False |
False |
335,608 |
20 |
88.08 |
77.59 |
10.49 |
12.0% |
1.90 |
2.2% |
95% |
False |
False |
304,352 |
40 |
88.08 |
73.60 |
14.48 |
16.5% |
1.94 |
2.2% |
96% |
False |
False |
214,967 |
60 |
88.08 |
67.42 |
20.66 |
23.6% |
1.98 |
2.3% |
97% |
False |
False |
169,127 |
80 |
88.08 |
66.83 |
21.25 |
24.3% |
2.09 |
2.4% |
97% |
False |
False |
136,853 |
100 |
88.08 |
64.58 |
23.50 |
26.9% |
2.15 |
2.5% |
98% |
False |
False |
114,851 |
120 |
88.08 |
64.42 |
23.66 |
27.0% |
2.12 |
2.4% |
98% |
False |
False |
98,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.60 |
2.618 |
92.66 |
1.618 |
90.86 |
1.000 |
89.75 |
0.618 |
89.06 |
HIGH |
87.95 |
0.618 |
87.26 |
0.500 |
87.05 |
0.382 |
86.84 |
LOW |
86.15 |
0.618 |
85.04 |
1.000 |
84.35 |
1.618 |
83.24 |
2.618 |
81.44 |
4.250 |
78.50 |
|
|
Fisher Pivots for day following 08-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
87.36 |
87.34 |
PP |
87.20 |
87.17 |
S1 |
87.05 |
87.01 |
|