NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 21-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
78.50 |
79.14 |
0.64 |
0.8% |
80.78 |
| High |
79.54 |
80.30 |
0.76 |
1.0% |
80.84 |
| Low |
77.85 |
78.91 |
1.06 |
1.4% |
77.70 |
| Close |
79.33 |
79.01 |
-0.32 |
-0.4% |
79.33 |
| Range |
1.69 |
1.39 |
-0.30 |
-17.8% |
3.14 |
| ATR |
1.72 |
1.70 |
-0.02 |
-1.4% |
0.00 |
| Volume |
32,334 |
27,576 |
-4,758 |
-14.7% |
148,007 |
|
| Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.58 |
82.68 |
79.77 |
|
| R3 |
82.19 |
81.29 |
79.39 |
|
| R2 |
80.80 |
80.80 |
79.26 |
|
| R1 |
79.90 |
79.90 |
79.14 |
79.66 |
| PP |
79.41 |
79.41 |
79.41 |
79.28 |
| S1 |
78.51 |
78.51 |
78.88 |
78.27 |
| S2 |
78.02 |
78.02 |
78.76 |
|
| S3 |
76.63 |
77.12 |
78.63 |
|
| S4 |
75.24 |
75.73 |
78.25 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.71 |
87.16 |
81.06 |
|
| R3 |
85.57 |
84.02 |
80.19 |
|
| R2 |
82.43 |
82.43 |
79.91 |
|
| R1 |
80.88 |
80.88 |
79.62 |
80.09 |
| PP |
79.29 |
79.29 |
79.29 |
78.89 |
| S1 |
77.74 |
77.74 |
79.04 |
76.95 |
| S2 |
76.15 |
76.15 |
78.75 |
|
| S3 |
73.01 |
74.60 |
78.47 |
|
| S4 |
69.87 |
71.46 |
77.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.70 |
77.70 |
3.00 |
3.8% |
1.74 |
2.2% |
44% |
False |
False |
31,274 |
| 10 |
82.20 |
77.70 |
4.50 |
5.7% |
1.65 |
2.1% |
29% |
False |
False |
30,674 |
| 20 |
82.20 |
76.67 |
5.53 |
7.0% |
1.65 |
2.1% |
42% |
False |
False |
27,235 |
| 40 |
82.20 |
67.45 |
14.75 |
18.7% |
1.66 |
2.1% |
78% |
False |
False |
24,082 |
| 60 |
82.20 |
66.22 |
15.98 |
20.2% |
1.86 |
2.4% |
80% |
False |
False |
20,107 |
| 80 |
82.20 |
65.00 |
17.20 |
21.8% |
1.88 |
2.4% |
81% |
False |
False |
16,383 |
| 100 |
82.20 |
65.00 |
17.20 |
21.8% |
1.81 |
2.3% |
81% |
False |
False |
14,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.21 |
|
2.618 |
83.94 |
|
1.618 |
82.55 |
|
1.000 |
81.69 |
|
0.618 |
81.16 |
|
HIGH |
80.30 |
|
0.618 |
79.77 |
|
0.500 |
79.61 |
|
0.382 |
79.44 |
|
LOW |
78.91 |
|
0.618 |
78.05 |
|
1.000 |
77.52 |
|
1.618 |
76.66 |
|
2.618 |
75.27 |
|
4.250 |
73.00 |
|
|
| Fisher Pivots for day following 21-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
79.61 |
79.01 |
| PP |
79.41 |
79.00 |
| S1 |
79.21 |
79.00 |
|