NYMEX Light Sweet Crude Oil Future March 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 |
79.05 |
80.21 |
1.16 |
1.5% |
77.96 |
High |
80.39 |
82.02 |
1.63 |
2.0% |
82.02 |
Low |
78.90 |
80.21 |
1.31 |
1.7% |
77.26 |
Close |
80.35 |
81.72 |
1.37 |
1.7% |
81.72 |
Range |
1.49 |
1.81 |
0.32 |
21.5% |
4.76 |
ATR |
1.49 |
1.51 |
0.02 |
1.5% |
0.00 |
Volume |
36,205 |
45,162 |
8,957 |
24.7% |
128,080 |
|
Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.75 |
86.04 |
82.72 |
|
R3 |
84.94 |
84.23 |
82.22 |
|
R2 |
83.13 |
83.13 |
82.05 |
|
R1 |
82.42 |
82.42 |
81.89 |
82.78 |
PP |
81.32 |
81.32 |
81.32 |
81.49 |
S1 |
80.61 |
80.61 |
81.55 |
80.97 |
S2 |
79.51 |
79.51 |
81.39 |
|
S3 |
77.70 |
78.80 |
81.22 |
|
S4 |
75.89 |
76.99 |
80.72 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.61 |
92.93 |
84.34 |
|
R3 |
89.85 |
88.17 |
83.03 |
|
R2 |
85.09 |
85.09 |
82.59 |
|
R1 |
83.41 |
83.41 |
82.16 |
84.25 |
PP |
80.33 |
80.33 |
80.33 |
80.76 |
S1 |
78.65 |
78.65 |
81.28 |
79.49 |
S2 |
75.57 |
75.57 |
80.85 |
|
S3 |
70.81 |
73.89 |
80.41 |
|
S4 |
66.05 |
69.13 |
79.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.02 |
77.26 |
4.76 |
5.8% |
1.37 |
1.7% |
94% |
True |
False |
25,616 |
10 |
82.02 |
76.10 |
5.92 |
7.2% |
1.43 |
1.7% |
95% |
True |
False |
24,797 |
20 |
82.02 |
76.10 |
5.92 |
7.2% |
1.47 |
1.8% |
95% |
True |
False |
21,734 |
40 |
82.02 |
70.84 |
11.18 |
13.7% |
1.48 |
1.8% |
97% |
True |
False |
19,138 |
60 |
82.02 |
65.63 |
16.39 |
20.1% |
1.61 |
2.0% |
98% |
True |
False |
18,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.71 |
2.618 |
86.76 |
1.618 |
84.95 |
1.000 |
83.83 |
0.618 |
83.14 |
HIGH |
82.02 |
0.618 |
81.33 |
0.500 |
81.12 |
0.382 |
80.90 |
LOW |
80.21 |
0.618 |
79.09 |
1.000 |
78.40 |
1.618 |
77.28 |
2.618 |
75.47 |
4.250 |
72.52 |
|
|
Fisher Pivots for day following 01-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
81.52 |
81.24 |
PP |
81.32 |
80.75 |
S1 |
81.12 |
80.27 |
|