NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 11-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
82.91 |
81.82 |
-1.09 |
-1.3% |
81.78 |
High |
83.49 |
82.59 |
-0.90 |
-1.1% |
83.49 |
Low |
81.55 |
81.30 |
-0.25 |
-0.3% |
79.12 |
Close |
81.80 |
82.02 |
0.22 |
0.3% |
82.02 |
Range |
1.94 |
1.29 |
-0.65 |
-33.5% |
4.37 |
ATR |
1.95 |
1.90 |
-0.05 |
-2.4% |
0.00 |
Volume |
96,780 |
90,254 |
-6,526 |
-6.7% |
526,676 |
|
Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.84 |
85.22 |
82.73 |
|
R3 |
84.55 |
83.93 |
82.37 |
|
R2 |
83.26 |
83.26 |
82.26 |
|
R1 |
82.64 |
82.64 |
82.14 |
82.95 |
PP |
81.97 |
81.97 |
81.97 |
82.13 |
S1 |
81.35 |
81.35 |
81.90 |
81.66 |
S2 |
80.68 |
80.68 |
81.78 |
|
S3 |
79.39 |
80.06 |
81.67 |
|
S4 |
78.10 |
78.77 |
81.31 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.65 |
92.71 |
84.42 |
|
R3 |
90.28 |
88.34 |
83.22 |
|
R2 |
85.91 |
85.91 |
82.82 |
|
R1 |
83.97 |
83.97 |
82.42 |
84.94 |
PP |
81.54 |
81.54 |
81.54 |
82.03 |
S1 |
79.60 |
79.60 |
81.62 |
80.57 |
S2 |
77.17 |
77.17 |
81.22 |
|
S3 |
72.80 |
75.23 |
80.82 |
|
S4 |
68.43 |
70.86 |
79.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.49 |
79.12 |
4.37 |
5.3% |
1.86 |
2.3% |
66% |
False |
False |
105,335 |
10 |
83.49 |
77.96 |
5.53 |
6.7% |
2.02 |
2.5% |
73% |
False |
False |
86,307 |
20 |
83.49 |
73.39 |
10.10 |
12.3% |
1.85 |
2.3% |
85% |
False |
False |
74,260 |
40 |
83.49 |
67.49 |
16.00 |
19.5% |
1.90 |
2.3% |
91% |
False |
False |
57,344 |
60 |
83.49 |
66.67 |
16.82 |
20.5% |
2.04 |
2.5% |
91% |
False |
False |
46,332 |
80 |
83.49 |
63.50 |
19.99 |
24.4% |
2.11 |
2.6% |
93% |
False |
False |
38,372 |
100 |
83.49 |
63.50 |
19.99 |
24.4% |
2.05 |
2.5% |
93% |
False |
False |
32,624 |
120 |
83.49 |
63.50 |
19.99 |
24.4% |
2.10 |
2.6% |
93% |
False |
False |
28,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.07 |
2.618 |
85.97 |
1.618 |
84.68 |
1.000 |
83.88 |
0.618 |
83.39 |
HIGH |
82.59 |
0.618 |
82.10 |
0.500 |
81.95 |
0.382 |
81.79 |
LOW |
81.30 |
0.618 |
80.50 |
1.000 |
80.01 |
1.618 |
79.21 |
2.618 |
77.92 |
4.250 |
75.82 |
|
|
Fisher Pivots for day following 11-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
82.00 |
82.40 |
PP |
81.97 |
82.27 |
S1 |
81.95 |
82.15 |
|