NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 08-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
86.80 |
86.01 |
-0.79 |
-0.9% |
85.19 |
High |
86.99 |
87.20 |
0.21 |
0.2% |
87.27 |
Low |
85.68 |
85.49 |
-0.19 |
-0.2% |
84.29 |
Close |
86.15 |
86.81 |
0.66 |
0.8% |
86.81 |
Range |
1.31 |
1.71 |
0.40 |
30.5% |
2.98 |
ATR |
1.87 |
1.86 |
-0.01 |
-0.6% |
0.00 |
Volume |
111,072 |
125,624 |
14,552 |
13.1% |
526,100 |
|
Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.63 |
90.93 |
87.75 |
|
R3 |
89.92 |
89.22 |
87.28 |
|
R2 |
88.21 |
88.21 |
87.12 |
|
R1 |
87.51 |
87.51 |
86.97 |
87.86 |
PP |
86.50 |
86.50 |
86.50 |
86.68 |
S1 |
85.80 |
85.80 |
86.65 |
86.15 |
S2 |
84.79 |
84.79 |
86.50 |
|
S3 |
83.08 |
84.09 |
86.34 |
|
S4 |
81.37 |
82.38 |
85.87 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.06 |
93.92 |
88.45 |
|
R3 |
92.08 |
90.94 |
87.63 |
|
R2 |
89.10 |
89.10 |
87.36 |
|
R1 |
87.96 |
87.96 |
87.08 |
88.53 |
PP |
86.12 |
86.12 |
86.12 |
86.41 |
S1 |
84.98 |
84.98 |
86.54 |
85.55 |
S2 |
83.14 |
83.14 |
86.26 |
|
S3 |
80.16 |
82.00 |
85.99 |
|
S4 |
77.18 |
79.02 |
85.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.27 |
82.78 |
4.49 |
5.2% |
2.07 |
2.4% |
90% |
False |
False |
139,186 |
10 |
87.27 |
77.82 |
9.45 |
10.9% |
1.88 |
2.2% |
95% |
False |
False |
125,110 |
20 |
87.27 |
77.32 |
9.95 |
11.5% |
1.79 |
2.1% |
95% |
False |
False |
114,910 |
40 |
87.27 |
73.39 |
13.88 |
16.0% |
1.84 |
2.1% |
97% |
False |
False |
93,163 |
60 |
87.27 |
67.49 |
19.78 |
22.8% |
1.88 |
2.2% |
98% |
False |
False |
75,537 |
80 |
87.27 |
66.67 |
20.60 |
23.7% |
1.98 |
2.3% |
98% |
False |
False |
62,463 |
100 |
87.27 |
63.50 |
23.77 |
27.4% |
2.05 |
2.4% |
98% |
False |
False |
52,852 |
120 |
87.27 |
63.50 |
23.77 |
27.4% |
2.02 |
2.3% |
98% |
False |
False |
45,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.47 |
2.618 |
91.68 |
1.618 |
89.97 |
1.000 |
88.91 |
0.618 |
88.26 |
HIGH |
87.20 |
0.618 |
86.55 |
0.500 |
86.35 |
0.382 |
86.14 |
LOW |
85.49 |
0.618 |
84.43 |
1.000 |
83.78 |
1.618 |
82.72 |
2.618 |
81.01 |
4.250 |
78.22 |
|
|
Fisher Pivots for day following 08-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
86.66 |
86.64 |
PP |
86.50 |
86.46 |
S1 |
86.35 |
86.29 |
|