NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 06-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
85.19 |
86.02 |
0.83 |
1.0% |
79.69 |
High |
87.25 |
87.27 |
0.02 |
0.0% |
85.19 |
Low |
84.29 |
85.31 |
1.02 |
1.2% |
78.94 |
Close |
86.01 |
86.79 |
0.78 |
0.9% |
84.75 |
Range |
2.96 |
1.96 |
-1.00 |
-33.8% |
6.25 |
ATR |
1.91 |
1.91 |
0.00 |
0.2% |
0.00 |
Volume |
154,052 |
135,352 |
-18,700 |
-12.1% |
559,791 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.34 |
91.52 |
87.87 |
|
R3 |
90.38 |
89.56 |
87.33 |
|
R2 |
88.42 |
88.42 |
87.15 |
|
R1 |
87.60 |
87.60 |
86.97 |
88.01 |
PP |
86.46 |
86.46 |
86.46 |
86.66 |
S1 |
85.64 |
85.64 |
86.61 |
86.05 |
S2 |
84.50 |
84.50 |
86.43 |
|
S3 |
82.54 |
83.68 |
86.25 |
|
S4 |
80.58 |
81.72 |
85.71 |
|
|
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 |
87.27 |
80.43 |
6.84 |
7.9% |
2.09 |
2.4% |
93% |
True |
False |
137,944 |
10 |
87.27 |
77.32 |
9.95 |
11.5% |
1.97 |
2.3% |
95% |
True |
False |
129,150 |
20 |
87.27 |
77.32 |
9.95 |
11.5% |
1.82 |
2.1% |
95% |
True |
False |
116,147 |
40 |
87.27 |
73.39 |
13.88 |
16.0% |
1.84 |
2.1% |
97% |
True |
False |
89,855 |
60 |
87.27 |
66.67 |
20.60 |
23.7% |
1.92 |
2.2% |
98% |
True |
False |
72,763 |
80 |
87.27 |
66.67 |
20.60 |
23.7% |
1.99 |
2.3% |
98% |
True |
False |
59,765 |
100 |
87.27 |
63.50 |
23.77 |
27.4% |
2.04 |
2.4% |
98% |
True |
False |
50,718 |
120 |
87.27 |
63.50 |
23.77 |
27.4% |
2.05 |
2.4% |
98% |
True |
False |
43,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.60 |
2.618 |
92.40 |
1.618 |
90.44 |
1.000 |
89.23 |
0.618 |
88.48 |
HIGH |
87.27 |
0.618 |
86.52 |
0.500 |
86.29 |
0.382 |
86.06 |
LOW |
85.31 |
0.618 |
84.10 |
1.000 |
83.35 |
1.618 |
82.14 |
2.618 |
80.18 |
4.250 |
76.98 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
86.62 |
86.20 |
PP |
86.46 |
85.61 |
S1 |
86.29 |
85.03 |
|