NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 05-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
82.90 |
85.19 |
2.29 |
2.8% |
79.69 |
| High |
85.19 |
87.25 |
2.06 |
2.4% |
85.19 |
| Low |
82.78 |
84.29 |
1.51 |
1.8% |
78.94 |
| Close |
84.75 |
86.01 |
1.26 |
1.5% |
84.75 |
| Range |
2.41 |
2.96 |
0.55 |
22.8% |
6.25 |
| ATR |
1.83 |
1.91 |
0.08 |
4.4% |
0.00 |
| Volume |
169,832 |
154,052 |
-15,780 |
-9.3% |
559,791 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.73 |
93.33 |
87.64 |
|
| R3 |
91.77 |
90.37 |
86.82 |
|
| R2 |
88.81 |
88.81 |
86.55 |
|
| R1 |
87.41 |
87.41 |
86.28 |
88.11 |
| PP |
85.85 |
85.85 |
85.85 |
86.20 |
| S1 |
84.45 |
84.45 |
85.74 |
85.15 |
| S2 |
82.89 |
82.89 |
85.47 |
|
| S3 |
79.93 |
81.49 |
85.20 |
|
| S4 |
76.97 |
78.53 |
84.38 |
|
|
| 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 |
87.25 |
78.94 |
8.31 |
9.7% |
2.09 |
2.4% |
85% |
True |
False |
128,503 |
| 10 |
87.25 |
77.32 |
9.93 |
11.5% |
1.86 |
2.2% |
88% |
True |
False |
125,864 |
| 20 |
87.25 |
77.32 |
9.93 |
11.5% |
1.87 |
2.2% |
88% |
True |
False |
114,936 |
| 40 |
87.25 |
72.42 |
14.83 |
17.2% |
1.83 |
2.1% |
92% |
True |
False |
87,372 |
| 60 |
87.25 |
66.67 |
20.58 |
23.9% |
1.91 |
2.2% |
94% |
True |
False |
71,032 |
| 80 |
87.25 |
66.67 |
20.58 |
23.9% |
1.99 |
2.3% |
94% |
True |
False |
58,258 |
| 100 |
87.25 |
63.50 |
23.75 |
27.6% |
2.03 |
2.4% |
95% |
True |
False |
49,429 |
| 120 |
87.25 |
63.50 |
23.75 |
27.6% |
2.08 |
2.4% |
95% |
True |
False |
42,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.83 |
|
2.618 |
95.00 |
|
1.618 |
92.04 |
|
1.000 |
90.21 |
|
0.618 |
89.08 |
|
HIGH |
87.25 |
|
0.618 |
86.12 |
|
0.500 |
85.77 |
|
0.382 |
85.42 |
|
LOW |
84.29 |
|
0.618 |
82.46 |
|
1.000 |
81.33 |
|
1.618 |
79.50 |
|
2.618 |
76.54 |
|
4.250 |
71.71 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
85.93 |
85.38 |
| PP |
85.85 |
84.75 |
| S1 |
85.77 |
84.13 |
|