NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 01-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
81.14 |
82.90 |
1.76 |
2.2% |
79.69 |
High |
83.02 |
85.19 |
2.17 |
2.6% |
85.19 |
Low |
81.00 |
82.78 |
1.78 |
2.2% |
78.94 |
Close |
82.96 |
84.75 |
1.79 |
2.2% |
84.75 |
Range |
2.02 |
2.41 |
0.39 |
19.3% |
6.25 |
ATR |
1.78 |
1.83 |
0.04 |
2.5% |
0.00 |
Volume |
150,232 |
169,832 |
19,600 |
13.0% |
559,791 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.47 |
90.52 |
86.08 |
|
R3 |
89.06 |
88.11 |
85.41 |
|
R2 |
86.65 |
86.65 |
85.19 |
|
R1 |
85.70 |
85.70 |
84.97 |
86.18 |
PP |
84.24 |
84.24 |
84.24 |
84.48 |
S1 |
83.29 |
83.29 |
84.53 |
83.77 |
S2 |
81.83 |
81.83 |
84.31 |
|
S3 |
79.42 |
80.88 |
84.09 |
|
S4 |
77.01 |
78.47 |
83.42 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.71 |
99.48 |
88.19 |
|
R3 |
95.46 |
93.23 |
86.47 |
|
R2 |
89.21 |
89.21 |
85.90 |
|
R1 |
86.98 |
86.98 |
85.32 |
88.10 |
PP |
82.96 |
82.96 |
82.96 |
83.52 |
S1 |
80.73 |
80.73 |
84.18 |
81.85 |
S2 |
76.71 |
76.71 |
83.60 |
|
S3 |
70.46 |
74.48 |
83.03 |
|
S4 |
64.21 |
68.23 |
81.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.19 |
78.94 |
6.25 |
7.4% |
1.74 |
2.1% |
93% |
True |
False |
111,958 |
10 |
85.19 |
77.32 |
7.87 |
9.3% |
1.73 |
2.0% |
94% |
True |
False |
119,962 |
20 |
85.19 |
77.32 |
7.87 |
9.3% |
1.80 |
2.1% |
94% |
True |
False |
110,426 |
40 |
85.19 |
72.09 |
13.10 |
15.5% |
1.79 |
2.1% |
97% |
True |
False |
84,530 |
60 |
85.19 |
66.67 |
18.52 |
21.9% |
1.93 |
2.3% |
98% |
True |
False |
69,154 |
80 |
85.19 |
66.67 |
18.52 |
21.9% |
1.98 |
2.3% |
98% |
True |
False |
56,476 |
100 |
85.19 |
63.50 |
21.69 |
25.6% |
2.02 |
2.4% |
98% |
True |
False |
48,027 |
120 |
85.19 |
63.50 |
21.69 |
25.6% |
2.08 |
2.5% |
98% |
True |
False |
41,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.43 |
2.618 |
91.50 |
1.618 |
89.09 |
1.000 |
87.60 |
0.618 |
86.68 |
HIGH |
85.19 |
0.618 |
84.27 |
0.500 |
83.99 |
0.382 |
83.70 |
LOW |
82.78 |
0.618 |
81.29 |
1.000 |
80.37 |
1.618 |
78.88 |
2.618 |
76.47 |
4.250 |
72.54 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
84.50 |
84.10 |
PP |
84.24 |
83.46 |
S1 |
83.99 |
82.81 |
|