NYMEX Light Sweet Crude Oil Future December 2023
Trading Metrics calculated at close of trading on 05-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
82.21 |
84.19 |
1.98 |
2.4% |
79.27 |
High |
84.30 |
86.34 |
2.04 |
2.4% |
84.30 |
Low |
82.09 |
83.51 |
1.42 |
1.7% |
78.51 |
Close |
83.90 |
85.21 |
1.31 |
1.6% |
83.90 |
Range |
2.21 |
2.83 |
0.62 |
28.1% |
5.79 |
ATR |
1.74 |
1.82 |
0.08 |
4.5% |
0.00 |
Volume |
187,054 |
174,772 |
-12,282 |
-6.6% |
586,705 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.51 |
92.19 |
86.77 |
|
R3 |
90.68 |
89.36 |
85.99 |
|
R2 |
87.85 |
87.85 |
85.73 |
|
R1 |
86.53 |
86.53 |
85.47 |
87.19 |
PP |
85.02 |
85.02 |
85.02 |
85.35 |
S1 |
83.70 |
83.70 |
84.95 |
84.36 |
S2 |
82.19 |
82.19 |
84.69 |
|
S3 |
79.36 |
80.87 |
84.43 |
|
S4 |
76.53 |
78.04 |
83.65 |
|
|
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 |
86.34 |
78.51 |
7.83 |
9.2% |
1.96 |
2.3% |
86% |
True |
False |
140,827 |
10 |
86.34 |
77.03 |
9.31 |
10.9% |
1.77 |
2.1% |
88% |
True |
False |
123,676 |
20 |
86.34 |
77.03 |
9.31 |
10.9% |
1.77 |
2.1% |
88% |
True |
False |
121,288 |
40 |
86.34 |
72.10 |
14.24 |
16.7% |
1.75 |
2.1% |
92% |
True |
False |
108,615 |
60 |
86.34 |
66.36 |
19.98 |
23.4% |
1.85 |
2.2% |
94% |
True |
False |
100,929 |
80 |
86.34 |
66.36 |
19.98 |
23.4% |
1.96 |
2.3% |
94% |
True |
False |
92,174 |
100 |
86.34 |
63.00 |
23.34 |
27.4% |
2.02 |
2.4% |
95% |
True |
False |
86,401 |
120 |
86.34 |
63.00 |
23.34 |
27.4% |
2.08 |
2.4% |
95% |
True |
False |
84,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.37 |
2.618 |
93.75 |
1.618 |
90.92 |
1.000 |
89.17 |
0.618 |
88.09 |
HIGH |
86.34 |
0.618 |
85.26 |
0.500 |
84.93 |
0.382 |
84.59 |
LOW |
83.51 |
0.618 |
81.76 |
1.000 |
80.68 |
1.618 |
78.93 |
2.618 |
76.10 |
4.250 |
71.48 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
85.12 |
84.61 |
PP |
85.02 |
84.00 |
S1 |
84.93 |
83.40 |
|