NYMEX Light Sweet Crude Oil Future March 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 |
80.21 |
81.97 |
1.76 |
2.2% |
77.96 |
High |
82.02 |
83.85 |
1.83 |
2.2% |
82.02 |
Low |
80.21 |
81.46 |
1.25 |
1.6% |
77.26 |
Close |
81.72 |
82.87 |
1.15 |
1.4% |
81.72 |
Range |
1.81 |
2.39 |
0.58 |
32.0% |
4.76 |
ATR |
1.51 |
1.58 |
0.06 |
4.1% |
0.00 |
Volume |
45,162 |
50,683 |
5,521 |
12.2% |
128,080 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.90 |
88.77 |
84.18 |
|
R3 |
87.51 |
86.38 |
83.53 |
|
R2 |
85.12 |
85.12 |
83.31 |
|
R1 |
83.99 |
83.99 |
83.09 |
84.56 |
PP |
82.73 |
82.73 |
82.73 |
83.01 |
S1 |
81.60 |
81.60 |
82.65 |
82.17 |
S2 |
80.34 |
80.34 |
82.43 |
|
S3 |
77.95 |
79.21 |
82.21 |
|
S4 |
75.56 |
76.82 |
81.56 |
|
|
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 |
83.85 |
77.26 |
6.59 |
8.0% |
1.64 |
2.0% |
85% |
True |
False |
33,493 |
10 |
83.85 |
76.10 |
7.75 |
9.4% |
1.54 |
1.9% |
87% |
True |
False |
28,018 |
20 |
83.85 |
76.10 |
7.75 |
9.4% |
1.53 |
1.8% |
87% |
True |
False |
23,481 |
40 |
83.85 |
71.22 |
12.63 |
15.2% |
1.52 |
1.8% |
92% |
True |
False |
20,014 |
60 |
83.85 |
65.63 |
18.22 |
22.0% |
1.60 |
1.9% |
95% |
True |
False |
18,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.01 |
2.618 |
90.11 |
1.618 |
87.72 |
1.000 |
86.24 |
0.618 |
85.33 |
HIGH |
83.85 |
0.618 |
82.94 |
0.500 |
82.66 |
0.382 |
82.37 |
LOW |
81.46 |
0.618 |
79.98 |
1.000 |
79.07 |
1.618 |
77.59 |
2.618 |
75.20 |
4.250 |
71.30 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
82.80 |
82.37 |
PP |
82.73 |
81.87 |
S1 |
82.66 |
81.38 |
|