NYMEX Light Sweet Crude Oil Future December 2023
Trading Metrics calculated at close of trading on 01-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
80.60 |
82.21 |
1.61 |
2.0% |
79.27 |
High |
82.31 |
84.30 |
1.99 |
2.4% |
84.30 |
Low |
80.45 |
82.09 |
1.64 |
2.0% |
78.51 |
Close |
82.26 |
83.90 |
1.64 |
2.0% |
83.90 |
Range |
1.86 |
2.21 |
0.35 |
18.8% |
5.79 |
ATR |
1.71 |
1.74 |
0.04 |
2.1% |
0.00 |
Volume |
159,742 |
187,054 |
27,312 |
17.1% |
586,705 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.06 |
89.19 |
85.12 |
|
R3 |
87.85 |
86.98 |
84.51 |
|
R2 |
85.64 |
85.64 |
84.31 |
|
R1 |
84.77 |
84.77 |
84.10 |
85.21 |
PP |
83.43 |
83.43 |
83.43 |
83.65 |
S1 |
82.56 |
82.56 |
83.70 |
83.00 |
S2 |
81.22 |
81.22 |
83.49 |
|
S3 |
79.01 |
80.35 |
83.29 |
|
S4 |
76.80 |
78.14 |
82.68 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.61 |
97.54 |
87.08 |
|
R3 |
93.82 |
91.75 |
85.49 |
|
R2 |
88.03 |
88.03 |
84.96 |
|
R1 |
85.96 |
85.96 |
84.43 |
87.00 |
PP |
82.24 |
82.24 |
82.24 |
82.75 |
S1 |
80.17 |
80.17 |
83.37 |
81.21 |
S2 |
76.45 |
76.45 |
82.84 |
|
S3 |
70.66 |
74.38 |
82.31 |
|
S4 |
64.87 |
68.59 |
80.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.30 |
78.51 |
5.79 |
6.9% |
1.63 |
1.9% |
93% |
True |
False |
117,341 |
10 |
84.30 |
77.03 |
7.27 |
8.7% |
1.64 |
2.0% |
94% |
True |
False |
114,749 |
20 |
84.30 |
77.03 |
7.27 |
8.7% |
1.70 |
2.0% |
94% |
True |
False |
117,109 |
40 |
84.30 |
71.74 |
12.56 |
15.0% |
1.71 |
2.0% |
97% |
True |
False |
106,425 |
60 |
84.30 |
66.36 |
17.94 |
21.4% |
1.87 |
2.2% |
98% |
True |
False |
100,129 |
80 |
84.30 |
66.36 |
17.94 |
21.4% |
1.95 |
2.3% |
98% |
True |
False |
90,909 |
100 |
84.30 |
63.00 |
21.30 |
25.4% |
2.01 |
2.4% |
98% |
True |
False |
85,424 |
120 |
84.30 |
63.00 |
21.30 |
25.4% |
2.08 |
2.5% |
98% |
True |
False |
83,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.69 |
2.618 |
90.09 |
1.618 |
87.88 |
1.000 |
86.51 |
0.618 |
85.67 |
HIGH |
84.30 |
0.618 |
83.46 |
0.500 |
83.20 |
0.382 |
82.93 |
LOW |
82.09 |
0.618 |
80.72 |
1.000 |
79.88 |
1.618 |
78.51 |
2.618 |
76.30 |
4.250 |
72.70 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
83.67 |
83.31 |
PP |
83.43 |
82.71 |
S1 |
83.20 |
82.12 |
|