NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 15-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
81.87 |
81.39 |
-0.48 |
-0.6% |
81.78 |
High |
81.91 |
81.77 |
-0.14 |
-0.2% |
83.49 |
Low |
80.69 |
79.52 |
-1.17 |
-1.4% |
79.12 |
Close |
81.37 |
80.05 |
-1.32 |
-1.6% |
82.02 |
Range |
1.22 |
2.25 |
1.03 |
84.4% |
4.37 |
ATR |
1.86 |
1.89 |
0.03 |
1.5% |
0.00 |
Volume |
61,785 |
88,487 |
26,702 |
43.2% |
526,676 |
|
Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.20 |
85.87 |
81.29 |
|
R3 |
84.95 |
83.62 |
80.67 |
|
R2 |
82.70 |
82.70 |
80.46 |
|
R1 |
81.37 |
81.37 |
80.26 |
80.91 |
PP |
80.45 |
80.45 |
80.45 |
80.22 |
S1 |
79.12 |
79.12 |
79.84 |
78.66 |
S2 |
78.20 |
78.20 |
79.64 |
|
S3 |
75.95 |
76.87 |
79.43 |
|
S4 |
73.70 |
74.62 |
78.81 |
|
|
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 |
79.52 |
3.97 |
5.0% |
1.67 |
2.1% |
13% |
False |
True |
100,394 |
10 |
83.49 |
77.96 |
5.53 |
6.9% |
2.05 |
2.6% |
38% |
False |
False |
89,531 |
20 |
83.49 |
74.18 |
9.31 |
11.6% |
1.82 |
2.3% |
63% |
False |
False |
76,789 |
40 |
83.49 |
67.49 |
16.00 |
20.0% |
1.88 |
2.3% |
79% |
False |
False |
59,813 |
60 |
83.49 |
66.67 |
16.82 |
21.0% |
2.03 |
2.5% |
80% |
False |
False |
48,300 |
80 |
83.49 |
63.50 |
19.99 |
25.0% |
2.11 |
2.6% |
83% |
False |
False |
39,952 |
100 |
83.49 |
63.50 |
19.99 |
25.0% |
2.04 |
2.5% |
83% |
False |
False |
33,973 |
120 |
83.49 |
63.50 |
19.99 |
25.0% |
2.10 |
2.6% |
83% |
False |
False |
29,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.33 |
2.618 |
87.66 |
1.618 |
85.41 |
1.000 |
84.02 |
0.618 |
83.16 |
HIGH |
81.77 |
0.618 |
80.91 |
0.500 |
80.65 |
0.382 |
80.38 |
LOW |
79.52 |
0.618 |
78.13 |
1.000 |
77.27 |
1.618 |
75.88 |
2.618 |
73.63 |
4.250 |
69.96 |
|
|
Fisher Pivots for day following 15-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
80.65 |
81.06 |
PP |
80.45 |
80.72 |
S1 |
80.25 |
80.39 |
|