NYMEX Light Sweet Crude Oil Future January 2024
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 |
83.48 |
84.39 |
0.91 |
1.1% |
79.00 |
High |
85.44 |
85.49 |
0.05 |
0.1% |
83.47 |
Low |
82.75 |
83.77 |
1.02 |
1.2% |
78.08 |
Close |
84.38 |
85.06 |
0.68 |
0.8% |
83.11 |
Range |
2.69 |
1.72 |
-0.97 |
-36.1% |
5.39 |
ATR |
1.72 |
1.72 |
0.00 |
0.0% |
0.00 |
Volume |
68,464 |
42,624 |
-25,840 |
-37.7% |
212,101 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.93 |
89.22 |
86.01 |
|
R3 |
88.21 |
87.50 |
85.53 |
|
R2 |
86.49 |
86.49 |
85.38 |
|
R1 |
85.78 |
85.78 |
85.22 |
86.14 |
PP |
84.77 |
84.77 |
84.77 |
84.95 |
S1 |
84.06 |
84.06 |
84.90 |
84.42 |
S2 |
83.05 |
83.05 |
84.74 |
|
S3 |
81.33 |
82.34 |
84.59 |
|
S4 |
79.61 |
80.62 |
84.11 |
|
|
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 |
85.49 |
79.44 |
6.05 |
7.1% |
1.84 |
2.2% |
93% |
True |
False |
56,370 |
10 |
85.49 |
76.75 |
8.74 |
10.3% |
1.77 |
2.1% |
95% |
True |
False |
42,314 |
20 |
85.49 |
76.75 |
8.74 |
10.3% |
1.62 |
1.9% |
95% |
True |
False |
36,595 |
40 |
85.49 |
72.84 |
12.65 |
14.9% |
1.66 |
1.9% |
97% |
True |
False |
29,992 |
60 |
85.49 |
66.22 |
19.27 |
22.7% |
1.74 |
2.0% |
98% |
True |
False |
25,899 |
80 |
85.49 |
66.22 |
19.27 |
22.7% |
1.82 |
2.1% |
98% |
True |
False |
21,316 |
100 |
85.49 |
65.00 |
20.49 |
24.1% |
1.84 |
2.2% |
98% |
True |
False |
18,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.80 |
2.618 |
89.99 |
1.618 |
88.27 |
1.000 |
87.21 |
0.618 |
86.55 |
HIGH |
85.49 |
0.618 |
84.83 |
0.500 |
84.63 |
0.382 |
84.43 |
LOW |
83.77 |
0.618 |
82.71 |
1.000 |
82.05 |
1.618 |
80.99 |
2.618 |
79.27 |
4.250 |
76.46 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
84.92 |
84.53 |
PP |
84.77 |
84.00 |
S1 |
84.63 |
83.47 |
|