NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 06-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
84.19 |
85.21 |
1.02 |
1.2% |
79.27 |
| High |
86.34 |
86.39 |
0.05 |
0.1% |
84.30 |
| Low |
83.51 |
84.54 |
1.03 |
1.2% |
78.51 |
| Close |
85.21 |
85.93 |
0.72 |
0.8% |
83.90 |
| Range |
2.83 |
1.85 |
-0.98 |
-34.6% |
5.79 |
| ATR |
1.82 |
1.82 |
0.00 |
0.1% |
0.00 |
| Volume |
174,772 |
117,006 |
-57,766 |
-33.1% |
586,705 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.17 |
90.40 |
86.95 |
|
| R3 |
89.32 |
88.55 |
86.44 |
|
| R2 |
87.47 |
87.47 |
86.27 |
|
| R1 |
86.70 |
86.70 |
86.10 |
87.09 |
| PP |
85.62 |
85.62 |
85.62 |
85.81 |
| S1 |
84.85 |
84.85 |
85.76 |
85.24 |
| S2 |
83.77 |
83.77 |
85.59 |
|
| S3 |
81.92 |
83.00 |
85.42 |
|
| S4 |
80.07 |
81.15 |
84.91 |
|
|
| 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 |
86.39 |
79.94 |
6.45 |
7.5% |
1.96 |
2.3% |
93% |
True |
False |
146,664 |
| 10 |
86.39 |
77.03 |
9.36 |
10.9% |
1.87 |
2.2% |
95% |
True |
False |
125,397 |
| 20 |
86.39 |
77.03 |
9.36 |
10.9% |
1.72 |
2.0% |
95% |
True |
False |
119,984 |
| 40 |
86.39 |
73.12 |
13.27 |
15.4% |
1.76 |
2.0% |
97% |
True |
False |
109,673 |
| 60 |
86.39 |
66.36 |
20.03 |
23.3% |
1.86 |
2.2% |
98% |
True |
False |
101,701 |
| 80 |
86.39 |
66.36 |
20.03 |
23.3% |
1.95 |
2.3% |
98% |
True |
False |
92,784 |
| 100 |
86.39 |
63.00 |
23.39 |
27.2% |
2.03 |
2.4% |
98% |
True |
False |
87,099 |
| 120 |
86.39 |
63.00 |
23.39 |
27.2% |
2.04 |
2.4% |
98% |
True |
False |
84,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.25 |
|
2.618 |
91.23 |
|
1.618 |
89.38 |
|
1.000 |
88.24 |
|
0.618 |
87.53 |
|
HIGH |
86.39 |
|
0.618 |
85.68 |
|
0.500 |
85.47 |
|
0.382 |
85.25 |
|
LOW |
84.54 |
|
0.618 |
83.40 |
|
1.000 |
82.69 |
|
1.618 |
81.55 |
|
2.618 |
79.70 |
|
4.250 |
76.68 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
85.78 |
85.37 |
| PP |
85.62 |
84.80 |
| S1 |
85.47 |
84.24 |
|