NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 07-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
86.02 |
86.80 |
0.78 |
0.9% |
79.69 |
High |
87.27 |
86.99 |
-0.28 |
-0.3% |
85.19 |
Low |
85.31 |
85.68 |
0.37 |
0.4% |
78.94 |
Close |
86.79 |
86.15 |
-0.64 |
-0.7% |
84.75 |
Range |
1.96 |
1.31 |
-0.65 |
-33.2% |
6.25 |
ATR |
1.91 |
1.87 |
-0.04 |
-2.3% |
0.00 |
Volume |
135,352 |
111,072 |
-24,280 |
-17.9% |
559,791 |
|
Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.20 |
89.49 |
86.87 |
|
R3 |
88.89 |
88.18 |
86.51 |
|
R2 |
87.58 |
87.58 |
86.39 |
|
R1 |
86.87 |
86.87 |
86.27 |
86.57 |
PP |
86.27 |
86.27 |
86.27 |
86.13 |
S1 |
85.56 |
85.56 |
86.03 |
85.26 |
S2 |
84.96 |
84.96 |
85.91 |
|
S3 |
83.65 |
84.25 |
85.79 |
|
S4 |
82.34 |
82.94 |
85.43 |
|
|
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 |
81.00 |
6.27 |
7.3% |
2.13 |
2.5% |
82% |
False |
False |
144,108 |
10 |
87.27 |
77.32 |
9.95 |
11.5% |
1.87 |
2.2% |
89% |
False |
False |
127,538 |
20 |
87.27 |
77.32 |
9.95 |
11.5% |
1.80 |
2.1% |
89% |
False |
False |
113,468 |
40 |
87.27 |
73.39 |
13.88 |
16.1% |
1.84 |
2.1% |
92% |
False |
False |
91,511 |
60 |
87.27 |
67.20 |
20.07 |
23.3% |
1.89 |
2.2% |
94% |
False |
False |
73,989 |
80 |
87.27 |
66.67 |
20.60 |
23.9% |
1.98 |
2.3% |
95% |
False |
False |
61,001 |
100 |
87.27 |
63.50 |
23.77 |
27.6% |
2.04 |
2.4% |
95% |
False |
False |
51,720 |
120 |
87.27 |
63.50 |
23.77 |
27.6% |
2.03 |
2.4% |
95% |
False |
False |
44,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.56 |
2.618 |
90.42 |
1.618 |
89.11 |
1.000 |
88.30 |
0.618 |
87.80 |
HIGH |
86.99 |
0.618 |
86.49 |
0.500 |
86.34 |
0.382 |
86.18 |
LOW |
85.68 |
0.618 |
84.87 |
1.000 |
84.37 |
1.618 |
83.56 |
2.618 |
82.25 |
4.250 |
80.11 |
|
|
Fisher Pivots for day following 07-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
86.34 |
86.03 |
PP |
86.27 |
85.90 |
S1 |
86.21 |
85.78 |
|