NYMEX Light Sweet Crude Oil Future December 2023
Trading Metrics calculated at close of trading on 31-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
80.24 |
80.60 |
0.36 |
0.4% |
79.82 |
High |
81.00 |
82.31 |
1.31 |
1.6% |
80.77 |
Low |
79.94 |
80.45 |
0.51 |
0.6% |
77.03 |
Close |
80.57 |
82.26 |
1.69 |
2.1% |
79.09 |
Range |
1.06 |
1.86 |
0.80 |
75.5% |
3.74 |
ATR |
1.70 |
1.71 |
0.01 |
0.7% |
0.00 |
Volume |
94,750 |
159,742 |
64,992 |
68.6% |
560,785 |
|
Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.25 |
86.62 |
83.28 |
|
R3 |
85.39 |
84.76 |
82.77 |
|
R2 |
83.53 |
83.53 |
82.60 |
|
R1 |
82.90 |
82.90 |
82.43 |
83.22 |
PP |
81.67 |
81.67 |
81.67 |
81.83 |
S1 |
81.04 |
81.04 |
82.09 |
81.36 |
S2 |
79.81 |
79.81 |
81.92 |
|
S3 |
77.95 |
79.18 |
81.75 |
|
S4 |
76.09 |
77.32 |
81.24 |
|
|
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 |
82.31 |
77.46 |
4.85 |
5.9% |
1.60 |
1.9% |
99% |
True |
False |
106,684 |
10 |
82.31 |
77.03 |
5.28 |
6.4% |
1.59 |
1.9% |
99% |
True |
False |
108,864 |
20 |
82.85 |
77.03 |
5.82 |
7.1% |
1.67 |
2.0% |
90% |
False |
False |
112,302 |
40 |
82.85 |
70.50 |
12.35 |
15.0% |
1.71 |
2.1% |
95% |
False |
False |
104,403 |
60 |
82.85 |
66.36 |
16.49 |
20.0% |
1.86 |
2.3% |
96% |
False |
False |
98,049 |
80 |
82.85 |
66.36 |
16.49 |
20.0% |
1.95 |
2.4% |
96% |
False |
False |
89,355 |
100 |
82.85 |
63.00 |
19.85 |
24.1% |
2.00 |
2.4% |
97% |
False |
False |
84,143 |
120 |
82.85 |
63.00 |
19.85 |
24.1% |
2.10 |
2.6% |
97% |
False |
False |
82,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.22 |
2.618 |
87.18 |
1.618 |
85.32 |
1.000 |
84.17 |
0.618 |
83.46 |
HIGH |
82.31 |
0.618 |
81.60 |
0.500 |
81.38 |
0.382 |
81.16 |
LOW |
80.45 |
0.618 |
79.30 |
1.000 |
78.59 |
1.618 |
77.44 |
2.618 |
75.58 |
4.250 |
72.55 |
|
|
Fisher Pivots for day following 31-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
81.97 |
81.64 |
PP |
81.67 |
81.03 |
S1 |
81.38 |
80.41 |
|