NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 31-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
80.78 |
81.14 |
0.36 |
0.4% |
80.27 |
High |
81.54 |
83.02 |
1.48 |
1.8% |
81.24 |
Low |
80.43 |
81.00 |
0.57 |
0.7% |
77.32 |
Close |
81.12 |
82.96 |
1.84 |
2.3% |
79.49 |
Range |
1.11 |
2.02 |
0.91 |
82.0% |
3.92 |
ATR |
1.77 |
1.78 |
0.02 |
1.0% |
0.00 |
Volume |
80,256 |
150,232 |
69,976 |
87.2% |
639,830 |
|
Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.39 |
87.69 |
84.07 |
|
R3 |
86.37 |
85.67 |
83.52 |
|
R2 |
84.35 |
84.35 |
83.33 |
|
R1 |
83.65 |
83.65 |
83.15 |
84.00 |
PP |
82.33 |
82.33 |
82.33 |
82.50 |
S1 |
81.63 |
81.63 |
82.77 |
81.98 |
S2 |
80.31 |
80.31 |
82.59 |
|
S3 |
78.29 |
79.61 |
82.40 |
|
S4 |
76.27 |
77.59 |
81.85 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.11 |
89.22 |
81.65 |
|
R3 |
87.19 |
85.30 |
80.57 |
|
R2 |
83.27 |
83.27 |
80.21 |
|
R1 |
81.38 |
81.38 |
79.85 |
80.37 |
PP |
79.35 |
79.35 |
79.35 |
78.84 |
S1 |
77.46 |
77.46 |
79.13 |
76.45 |
S2 |
75.43 |
75.43 |
78.77 |
|
S3 |
71.51 |
73.54 |
78.41 |
|
S4 |
67.59 |
69.62 |
77.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.02 |
77.82 |
5.20 |
6.3% |
1.69 |
2.0% |
99% |
True |
False |
111,034 |
10 |
83.02 |
77.32 |
5.70 |
6.9% |
1.67 |
2.0% |
99% |
True |
False |
114,531 |
20 |
83.49 |
77.32 |
6.17 |
7.4% |
1.75 |
2.1% |
91% |
False |
False |
104,720 |
40 |
83.49 |
70.77 |
12.72 |
15.3% |
1.79 |
2.2% |
96% |
False |
False |
81,400 |
60 |
83.49 |
66.67 |
16.82 |
20.3% |
1.92 |
2.3% |
97% |
False |
False |
66,674 |
80 |
83.49 |
66.67 |
16.82 |
20.3% |
1.98 |
2.4% |
97% |
False |
False |
54,516 |
100 |
83.49 |
63.50 |
19.99 |
24.1% |
2.01 |
2.4% |
97% |
False |
False |
46,439 |
120 |
83.49 |
63.50 |
19.99 |
24.1% |
2.10 |
2.5% |
97% |
False |
False |
40,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.61 |
2.618 |
88.31 |
1.618 |
86.29 |
1.000 |
85.04 |
0.618 |
84.27 |
HIGH |
83.02 |
0.618 |
82.25 |
0.500 |
82.01 |
0.382 |
81.77 |
LOW |
81.00 |
0.618 |
79.75 |
1.000 |
78.98 |
1.618 |
77.73 |
2.618 |
75.71 |
4.250 |
72.42 |
|
|
Fisher Pivots for day following 31-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
82.64 |
82.30 |
PP |
82.33 |
81.64 |
S1 |
82.01 |
80.98 |
|