NYMEX Light Sweet Crude Oil Future February 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 |
82.74 |
83.72 |
0.98 |
1.2% |
78.43 |
| High |
84.60 |
84.63 |
0.03 |
0.0% |
82.72 |
| Low |
82.06 |
83.00 |
0.94 |
1.1% |
77.70 |
| Close |
83.59 |
84.22 |
0.63 |
0.8% |
82.38 |
| Range |
2.54 |
1.63 |
-0.91 |
-35.8% |
5.02 |
| ATR |
1.63 |
1.63 |
0.00 |
0.0% |
0.00 |
| Volume |
34,585 |
27,553 |
-7,032 |
-20.3% |
93,815 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.84 |
88.16 |
85.12 |
|
| R3 |
87.21 |
86.53 |
84.67 |
|
| R2 |
85.58 |
85.58 |
84.52 |
|
| R1 |
84.90 |
84.90 |
84.37 |
85.24 |
| PP |
83.95 |
83.95 |
83.95 |
84.12 |
| S1 |
83.27 |
83.27 |
84.07 |
83.61 |
| S2 |
82.32 |
82.32 |
83.92 |
|
| S3 |
80.69 |
81.64 |
83.77 |
|
| S4 |
79.06 |
80.01 |
83.32 |
|
|
| 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 |
84.63 |
78.99 |
5.64 |
6.7% |
1.73 |
2.1% |
93% |
True |
False |
27,476 |
| 10 |
84.63 |
76.43 |
8.20 |
9.7% |
1.68 |
2.0% |
95% |
True |
False |
21,069 |
| 20 |
84.63 |
76.43 |
8.20 |
9.7% |
1.54 |
1.8% |
95% |
True |
False |
17,056 |
| 40 |
84.63 |
72.60 |
12.03 |
14.3% |
1.56 |
1.9% |
97% |
True |
False |
13,604 |
| 60 |
84.63 |
65.90 |
18.73 |
22.2% |
1.66 |
2.0% |
98% |
True |
False |
11,727 |
| 80 |
84.63 |
65.90 |
18.73 |
22.2% |
1.70 |
2.0% |
98% |
True |
False |
9,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.56 |
|
2.618 |
88.90 |
|
1.618 |
87.27 |
|
1.000 |
86.26 |
|
0.618 |
85.64 |
|
HIGH |
84.63 |
|
0.618 |
84.01 |
|
0.500 |
83.82 |
|
0.382 |
83.62 |
|
LOW |
83.00 |
|
0.618 |
81.99 |
|
1.000 |
81.37 |
|
1.618 |
80.36 |
|
2.618 |
78.73 |
|
4.250 |
76.07 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
84.09 |
83.72 |
| PP |
83.95 |
83.22 |
| S1 |
83.82 |
82.72 |
|