NYMEX Light Sweet Crude Oil Future February 2024
Trading Metrics calculated at close of trading on 01-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
79.60 |
80.80 |
1.20 |
1.5% |
78.43 |
High |
80.97 |
82.72 |
1.75 |
2.2% |
82.72 |
Low |
79.38 |
80.80 |
1.42 |
1.8% |
77.70 |
Close |
80.93 |
82.38 |
1.45 |
1.8% |
82.38 |
Range |
1.59 |
1.92 |
0.33 |
20.8% |
5.02 |
ATR |
1.53 |
1.56 |
0.03 |
1.8% |
0.00 |
Volume |
29,431 |
31,624 |
2,193 |
7.5% |
93,815 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.73 |
86.97 |
83.44 |
|
R3 |
85.81 |
85.05 |
82.91 |
|
R2 |
83.89 |
83.89 |
82.73 |
|
R1 |
83.13 |
83.13 |
82.56 |
83.51 |
PP |
81.97 |
81.97 |
81.97 |
82.16 |
S1 |
81.21 |
81.21 |
82.20 |
81.59 |
S2 |
80.05 |
80.05 |
82.03 |
|
S3 |
78.13 |
79.29 |
81.85 |
|
S4 |
76.21 |
77.37 |
81.32 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.99 |
94.21 |
85.14 |
|
R3 |
90.97 |
89.19 |
83.76 |
|
R2 |
85.95 |
85.95 |
83.30 |
|
R1 |
84.17 |
84.17 |
82.84 |
85.06 |
PP |
80.93 |
80.93 |
80.93 |
81.38 |
S1 |
79.15 |
79.15 |
81.92 |
80.04 |
S2 |
75.91 |
75.91 |
81.46 |
|
S3 |
70.89 |
74.13 |
81.00 |
|
S4 |
65.87 |
69.11 |
79.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.72 |
77.70 |
5.02 |
6.1% |
1.43 |
1.7% |
93% |
True |
False |
18,763 |
10 |
82.72 |
76.43 |
6.29 |
7.6% |
1.47 |
1.8% |
95% |
True |
False |
17,821 |
20 |
82.72 |
76.43 |
6.29 |
7.6% |
1.52 |
1.8% |
95% |
True |
False |
15,076 |
40 |
82.72 |
71.18 |
11.54 |
14.0% |
1.52 |
1.8% |
97% |
True |
False |
12,407 |
60 |
82.72 |
65.90 |
16.82 |
20.4% |
1.67 |
2.0% |
98% |
True |
False |
10,862 |
80 |
82.72 |
65.90 |
16.82 |
20.4% |
1.69 |
2.1% |
98% |
True |
False |
8,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.88 |
2.618 |
87.75 |
1.618 |
85.83 |
1.000 |
84.64 |
0.618 |
83.91 |
HIGH |
82.72 |
0.618 |
81.99 |
0.500 |
81.76 |
0.382 |
81.53 |
LOW |
80.80 |
0.618 |
79.61 |
1.000 |
78.88 |
1.618 |
77.69 |
2.618 |
75.77 |
4.250 |
72.64 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
82.17 |
81.87 |
PP |
81.97 |
81.36 |
S1 |
81.76 |
80.86 |
|