NYMEX Light Sweet Crude Oil Future February 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 |
80.80 |
82.74 |
1.94 |
2.4% |
78.43 |
| High |
82.72 |
84.60 |
1.88 |
2.3% |
82.72 |
| Low |
80.80 |
82.06 |
1.26 |
1.6% |
77.70 |
| Close |
82.38 |
83.59 |
1.21 |
1.5% |
82.38 |
| Range |
1.92 |
2.54 |
0.62 |
32.3% |
5.02 |
| ATR |
1.56 |
1.63 |
0.07 |
4.5% |
0.00 |
| Volume |
31,624 |
34,585 |
2,961 |
9.4% |
93,815 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.04 |
89.85 |
84.99 |
|
| R3 |
88.50 |
87.31 |
84.29 |
|
| R2 |
85.96 |
85.96 |
84.06 |
|
| R1 |
84.77 |
84.77 |
83.82 |
85.37 |
| PP |
83.42 |
83.42 |
83.42 |
83.71 |
| S1 |
82.23 |
82.23 |
83.36 |
82.83 |
| S2 |
80.88 |
80.88 |
83.12 |
|
| S3 |
78.34 |
79.69 |
82.89 |
|
| S4 |
75.80 |
77.15 |
82.19 |
|
|
| 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 |
84.60 |
77.70 |
6.90 |
8.3% |
1.72 |
2.1% |
85% |
True |
False |
24,090 |
| 10 |
84.60 |
76.43 |
8.17 |
9.8% |
1.60 |
1.9% |
88% |
True |
False |
20,249 |
| 20 |
84.60 |
76.43 |
8.17 |
9.8% |
1.59 |
1.9% |
88% |
True |
False |
16,262 |
| 40 |
84.60 |
71.52 |
13.08 |
15.6% |
1.56 |
1.9% |
92% |
True |
False |
13,110 |
| 60 |
84.60 |
65.90 |
18.70 |
22.4% |
1.65 |
2.0% |
95% |
True |
False |
11,343 |
| 80 |
84.60 |
65.90 |
18.70 |
22.4% |
1.71 |
2.0% |
95% |
True |
False |
9,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.40 |
|
2.618 |
91.25 |
|
1.618 |
88.71 |
|
1.000 |
87.14 |
|
0.618 |
86.17 |
|
HIGH |
84.60 |
|
0.618 |
83.63 |
|
0.500 |
83.33 |
|
0.382 |
83.03 |
|
LOW |
82.06 |
|
0.618 |
80.49 |
|
1.000 |
79.52 |
|
1.618 |
77.95 |
|
2.618 |
75.41 |
|
4.250 |
71.27 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
83.50 |
83.06 |
| PP |
83.42 |
82.52 |
| S1 |
83.33 |
81.99 |
|