NYMEX Light Sweet Crude Oil Future January 2024
Trading Metrics calculated at close of trading on 31-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
79.75 |
80.04 |
0.29 |
0.4% |
79.14 |
High |
80.48 |
81.63 |
1.15 |
1.4% |
80.30 |
Low |
79.44 |
79.90 |
0.46 |
0.6% |
76.75 |
Close |
80.02 |
81.58 |
1.56 |
1.9% |
78.69 |
Range |
1.04 |
1.73 |
0.69 |
66.3% |
3.55 |
ATR |
1.61 |
1.62 |
0.01 |
0.5% |
0.00 |
Volume |
26,176 |
63,211 |
37,035 |
141.5% |
159,713 |
|
Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.23 |
85.63 |
82.53 |
|
R3 |
84.50 |
83.90 |
82.06 |
|
R2 |
82.77 |
82.77 |
81.90 |
|
R1 |
82.17 |
82.17 |
81.74 |
82.47 |
PP |
81.04 |
81.04 |
81.04 |
81.19 |
S1 |
80.44 |
80.44 |
81.42 |
80.74 |
S2 |
79.31 |
79.31 |
81.26 |
|
S3 |
77.58 |
78.71 |
81.10 |
|
S4 |
75.85 |
76.98 |
80.63 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.23 |
87.51 |
80.64 |
|
R3 |
85.68 |
83.96 |
79.67 |
|
R2 |
82.13 |
82.13 |
79.34 |
|
R1 |
80.41 |
80.41 |
79.02 |
79.50 |
PP |
78.58 |
78.58 |
78.58 |
78.12 |
S1 |
76.86 |
76.86 |
78.36 |
75.95 |
S2 |
75.03 |
75.03 |
78.04 |
|
S3 |
71.48 |
73.31 |
77.71 |
|
S4 |
67.93 |
69.76 |
76.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.63 |
77.10 |
4.53 |
5.6% |
1.52 |
1.9% |
99% |
True |
False |
33,253 |
10 |
81.63 |
76.75 |
4.88 |
6.0% |
1.52 |
1.9% |
99% |
True |
False |
32,277 |
20 |
82.20 |
76.75 |
5.45 |
6.7% |
1.57 |
1.9% |
89% |
False |
False |
30,710 |
40 |
82.20 |
70.23 |
11.97 |
14.7% |
1.62 |
2.0% |
95% |
False |
False |
26,675 |
60 |
82.20 |
66.22 |
15.98 |
19.6% |
1.75 |
2.1% |
96% |
False |
False |
23,216 |
80 |
82.20 |
66.22 |
15.98 |
19.6% |
1.81 |
2.2% |
96% |
False |
False |
19,111 |
100 |
82.20 |
65.00 |
17.20 |
21.1% |
1.81 |
2.2% |
96% |
False |
False |
16,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.98 |
2.618 |
86.16 |
1.618 |
84.43 |
1.000 |
83.36 |
0.618 |
82.70 |
HIGH |
81.63 |
0.618 |
80.97 |
0.500 |
80.77 |
0.382 |
80.56 |
LOW |
79.90 |
0.618 |
78.83 |
1.000 |
78.17 |
1.618 |
77.10 |
2.618 |
75.37 |
4.250 |
72.55 |
|
|
Fisher Pivots for day following 31-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
81.31 |
81.01 |
PP |
81.04 |
80.43 |
S1 |
80.77 |
79.86 |
|