NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
81.75 |
80.90 |
-0.85 |
-1.0% |
81.00 |
| High |
82.20 |
81.53 |
-0.67 |
-0.8% |
82.20 |
| Low |
80.60 |
80.48 |
-0.12 |
-0.1% |
78.28 |
| Close |
80.85 |
81.00 |
0.15 |
0.2% |
81.00 |
| Range |
1.60 |
1.05 |
-0.55 |
-34.4% |
3.92 |
| ATR |
1.78 |
1.72 |
-0.05 |
-2.9% |
0.00 |
| Volume |
31,888 |
27,398 |
-4,490 |
-14.1% |
152,182 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.15 |
83.63 |
81.58 |
|
| R3 |
83.10 |
82.58 |
81.29 |
|
| R2 |
82.05 |
82.05 |
81.19 |
|
| R1 |
81.53 |
81.53 |
81.10 |
81.79 |
| PP |
81.00 |
81.00 |
81.00 |
81.14 |
| S1 |
80.48 |
80.48 |
80.90 |
80.74 |
| S2 |
79.95 |
79.95 |
80.81 |
|
| S3 |
78.90 |
79.43 |
80.71 |
|
| S4 |
77.85 |
78.38 |
80.42 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.25 |
90.55 |
83.16 |
|
| R3 |
88.33 |
86.63 |
82.08 |
|
| R2 |
84.41 |
84.41 |
81.72 |
|
| R1 |
82.71 |
82.71 |
81.36 |
82.96 |
| PP |
80.49 |
80.49 |
80.49 |
80.62 |
| S1 |
78.79 |
78.79 |
80.64 |
79.04 |
| S2 |
76.57 |
76.57 |
80.28 |
|
| S3 |
72.65 |
74.87 |
79.92 |
|
| S4 |
68.73 |
70.95 |
78.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.20 |
78.28 |
3.92 |
4.8% |
1.63 |
2.0% |
69% |
False |
False |
30,436 |
| 10 |
82.20 |
77.17 |
5.03 |
6.2% |
1.82 |
2.2% |
76% |
False |
False |
26,964 |
| 20 |
82.20 |
72.84 |
9.36 |
11.6% |
1.67 |
2.1% |
87% |
False |
False |
24,855 |
| 40 |
82.20 |
67.26 |
14.94 |
18.4% |
1.74 |
2.1% |
92% |
False |
False |
21,980 |
| 60 |
82.20 |
66.22 |
15.98 |
19.7% |
1.88 |
2.3% |
92% |
False |
False |
17,758 |
| 80 |
82.20 |
65.00 |
17.20 |
21.2% |
1.90 |
2.4% |
93% |
False |
False |
14,492 |
| 100 |
82.20 |
65.00 |
17.20 |
21.2% |
1.84 |
2.3% |
93% |
False |
False |
12,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.99 |
|
2.618 |
84.28 |
|
1.618 |
83.23 |
|
1.000 |
82.58 |
|
0.618 |
82.18 |
|
HIGH |
81.53 |
|
0.618 |
81.13 |
|
0.500 |
81.01 |
|
0.382 |
80.88 |
|
LOW |
80.48 |
|
0.618 |
79.83 |
|
1.000 |
79.43 |
|
1.618 |
78.78 |
|
2.618 |
77.73 |
|
4.250 |
76.02 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
81.01 |
81.34 |
| PP |
81.00 |
81.23 |
| S1 |
81.00 |
81.11 |
|