NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
78.10 |
79.27 |
1.17 |
1.5% |
79.82 |
| High |
79.51 |
79.99 |
0.48 |
0.6% |
80.77 |
| Low |
77.46 |
78.83 |
1.37 |
1.8% |
77.03 |
| Close |
79.09 |
79.21 |
0.12 |
0.2% |
79.09 |
| Range |
2.05 |
1.16 |
-0.89 |
-43.4% |
3.74 |
| ATR |
1.78 |
1.74 |
-0.04 |
-2.5% |
0.00 |
| Volume |
133,772 |
57,340 |
-76,432 |
-57.1% |
560,785 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.82 |
82.18 |
79.85 |
|
| R3 |
81.66 |
81.02 |
79.53 |
|
| R2 |
80.50 |
80.50 |
79.42 |
|
| R1 |
79.86 |
79.86 |
79.32 |
79.60 |
| PP |
79.34 |
79.34 |
79.34 |
79.22 |
| S1 |
78.70 |
78.70 |
79.10 |
78.44 |
| S2 |
78.18 |
78.18 |
79.00 |
|
| S3 |
77.02 |
77.54 |
78.89 |
|
| S4 |
75.86 |
76.38 |
78.57 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.18 |
88.38 |
81.15 |
|
| R3 |
86.44 |
84.64 |
80.12 |
|
| R2 |
82.70 |
82.70 |
79.78 |
|
| R1 |
80.90 |
80.90 |
79.43 |
79.93 |
| PP |
78.96 |
78.96 |
78.96 |
78.48 |
| S1 |
77.16 |
77.16 |
78.75 |
76.19 |
| S2 |
75.22 |
75.22 |
78.40 |
|
| S3 |
71.48 |
73.42 |
78.06 |
|
| S4 |
67.74 |
69.68 |
77.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.99 |
77.03 |
2.96 |
3.7% |
1.58 |
2.0% |
74% |
True |
False |
106,525 |
| 10 |
81.25 |
77.03 |
4.22 |
5.3% |
1.72 |
2.2% |
52% |
False |
False |
111,537 |
| 20 |
82.85 |
77.03 |
5.82 |
7.3% |
1.80 |
2.3% |
37% |
False |
False |
111,478 |
| 40 |
82.85 |
69.32 |
13.53 |
17.1% |
1.75 |
2.2% |
73% |
False |
False |
102,282 |
| 60 |
82.85 |
66.36 |
16.49 |
20.8% |
1.90 |
2.4% |
78% |
False |
False |
96,081 |
| 80 |
82.85 |
63.00 |
19.85 |
25.1% |
2.01 |
2.5% |
82% |
False |
False |
88,046 |
| 100 |
82.85 |
63.00 |
19.85 |
25.1% |
1.99 |
2.5% |
82% |
False |
False |
82,296 |
| 120 |
82.85 |
63.00 |
19.85 |
25.1% |
2.11 |
2.7% |
82% |
False |
False |
80,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.92 |
|
2.618 |
83.03 |
|
1.618 |
81.87 |
|
1.000 |
81.15 |
|
0.618 |
80.71 |
|
HIGH |
79.99 |
|
0.618 |
79.55 |
|
0.500 |
79.41 |
|
0.382 |
79.27 |
|
LOW |
78.83 |
|
0.618 |
78.11 |
|
1.000 |
77.67 |
|
1.618 |
76.95 |
|
2.618 |
75.79 |
|
4.250 |
73.90 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
79.41 |
78.98 |
| PP |
79.34 |
78.74 |
| S1 |
79.28 |
78.51 |
|