NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 23-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
79.88 |
79.35 |
-0.53 |
-0.7% |
81.87 |
| High |
80.06 |
79.60 |
-0.46 |
-0.6% |
81.91 |
| Low |
79.18 |
77.34 |
-1.84 |
-2.3% |
78.31 |
| Close |
79.35 |
78.59 |
-0.76 |
-1.0% |
80.20 |
| Range |
0.88 |
2.26 |
1.38 |
156.8% |
3.60 |
| ATR |
1.81 |
1.84 |
0.03 |
1.8% |
0.00 |
| Volume |
102,496 |
127,191 |
24,695 |
24.1% |
482,234 |
|
| Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.29 |
84.20 |
79.83 |
|
| R3 |
83.03 |
81.94 |
79.21 |
|
| R2 |
80.77 |
80.77 |
79.00 |
|
| R1 |
79.68 |
79.68 |
78.80 |
79.10 |
| PP |
78.51 |
78.51 |
78.51 |
78.22 |
| S1 |
77.42 |
77.42 |
78.38 |
76.84 |
| S2 |
76.25 |
76.25 |
78.18 |
|
| S3 |
73.99 |
75.16 |
77.97 |
|
| S4 |
71.73 |
72.90 |
77.35 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.94 |
89.17 |
82.18 |
|
| R3 |
87.34 |
85.57 |
81.19 |
|
| R2 |
83.74 |
83.74 |
80.86 |
|
| R1 |
81.97 |
81.97 |
80.53 |
81.06 |
| PP |
80.14 |
80.14 |
80.14 |
79.68 |
| S1 |
78.37 |
78.37 |
79.87 |
77.46 |
| S2 |
76.54 |
76.54 |
79.54 |
|
| S3 |
72.94 |
74.77 |
79.21 |
|
| S4 |
69.34 |
71.17 |
78.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.24 |
77.34 |
3.90 |
5.0% |
1.69 |
2.2% |
32% |
False |
True |
110,851 |
| 10 |
83.49 |
77.34 |
6.15 |
7.8% |
1.74 |
2.2% |
20% |
False |
True |
99,398 |
| 20 |
83.49 |
77.34 |
6.15 |
7.8% |
1.87 |
2.4% |
20% |
False |
True |
90,302 |
| 40 |
83.49 |
67.49 |
16.00 |
20.4% |
1.82 |
2.3% |
69% |
False |
False |
70,542 |
| 60 |
83.49 |
66.67 |
16.82 |
21.4% |
2.01 |
2.6% |
71% |
False |
False |
57,334 |
| 80 |
83.49 |
63.50 |
19.99 |
25.4% |
2.08 |
2.6% |
75% |
False |
False |
47,191 |
| 100 |
83.49 |
63.50 |
19.99 |
25.4% |
2.02 |
2.6% |
75% |
False |
False |
40,158 |
| 120 |
83.49 |
63.50 |
19.99 |
25.4% |
2.12 |
2.7% |
75% |
False |
False |
34,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.21 |
|
2.618 |
85.52 |
|
1.618 |
83.26 |
|
1.000 |
81.86 |
|
0.618 |
81.00 |
|
HIGH |
79.60 |
|
0.618 |
78.74 |
|
0.500 |
78.47 |
|
0.382 |
78.20 |
|
LOW |
77.34 |
|
0.618 |
75.94 |
|
1.000 |
75.08 |
|
1.618 |
73.68 |
|
2.618 |
71.42 |
|
4.250 |
67.74 |
|
|
| Fisher Pivots for day following 23-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
78.55 |
79.29 |
| PP |
78.51 |
79.06 |
| S1 |
78.47 |
78.82 |
|