NYMEX Light Sweet Crude Oil Future January 2024
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 |
81.54 |
83.48 |
1.94 |
2.4% |
79.00 |
High |
83.47 |
85.44 |
1.97 |
2.4% |
83.47 |
Low |
81.45 |
82.75 |
1.30 |
1.6% |
78.08 |
Close |
83.11 |
84.38 |
1.27 |
1.5% |
83.11 |
Range |
2.02 |
2.69 |
0.67 |
33.2% |
5.39 |
ATR |
1.65 |
1.72 |
0.07 |
4.5% |
0.00 |
Volume |
81,378 |
68,464 |
-12,914 |
-15.9% |
212,101 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.26 |
91.01 |
85.86 |
|
R3 |
89.57 |
88.32 |
85.12 |
|
R2 |
86.88 |
86.88 |
84.87 |
|
R1 |
85.63 |
85.63 |
84.63 |
86.26 |
PP |
84.19 |
84.19 |
84.19 |
84.50 |
S1 |
82.94 |
82.94 |
84.13 |
83.57 |
S2 |
81.50 |
81.50 |
83.89 |
|
S3 |
78.81 |
80.25 |
83.64 |
|
S4 |
76.12 |
77.56 |
82.90 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.72 |
95.81 |
86.07 |
|
R3 |
92.33 |
90.42 |
84.59 |
|
R2 |
86.94 |
86.94 |
84.10 |
|
R1 |
85.03 |
85.03 |
83.60 |
85.99 |
PP |
81.55 |
81.55 |
81.55 |
82.03 |
S1 |
79.64 |
79.64 |
82.62 |
80.60 |
S2 |
76.16 |
76.16 |
82.12 |
|
S3 |
70.77 |
74.25 |
81.63 |
|
S4 |
65.38 |
68.86 |
80.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.44 |
78.08 |
7.36 |
8.7% |
1.85 |
2.2% |
86% |
True |
False |
52,708 |
10 |
85.44 |
76.75 |
8.69 |
10.3% |
1.68 |
2.0% |
88% |
True |
False |
41,270 |
20 |
85.44 |
76.75 |
8.69 |
10.3% |
1.67 |
2.0% |
88% |
True |
False |
35,972 |
40 |
85.44 |
71.79 |
13.65 |
16.2% |
1.65 |
2.0% |
92% |
True |
False |
29,493 |
60 |
85.44 |
66.22 |
19.22 |
22.8% |
1.74 |
2.1% |
94% |
True |
False |
25,377 |
80 |
85.44 |
66.22 |
19.22 |
22.8% |
1.83 |
2.2% |
94% |
True |
False |
20,843 |
100 |
85.44 |
65.00 |
20.44 |
24.2% |
1.83 |
2.2% |
95% |
True |
False |
17,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.87 |
2.618 |
92.48 |
1.618 |
89.79 |
1.000 |
88.13 |
0.618 |
87.10 |
HIGH |
85.44 |
0.618 |
84.41 |
0.500 |
84.10 |
0.382 |
83.78 |
LOW |
82.75 |
0.618 |
81.09 |
1.000 |
80.06 |
1.618 |
78.40 |
2.618 |
75.71 |
4.250 |
71.32 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
84.29 |
83.81 |
PP |
84.19 |
83.24 |
S1 |
84.10 |
82.67 |
|