NYMEX Light Sweet Crude Oil Future March 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 |
81.97 |
82.84 |
0.87 |
1.1% |
77.96 |
High |
83.85 |
83.83 |
-0.02 |
0.0% |
82.02 |
Low |
81.46 |
82.33 |
0.87 |
1.1% |
77.26 |
Close |
82.87 |
83.44 |
0.57 |
0.7% |
81.72 |
Range |
2.39 |
1.50 |
-0.89 |
-37.2% |
4.76 |
ATR |
1.58 |
1.57 |
-0.01 |
-0.3% |
0.00 |
Volume |
50,683 |
34,768 |
-15,915 |
-31.4% |
128,080 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.70 |
87.07 |
84.27 |
|
R3 |
86.20 |
85.57 |
83.85 |
|
R2 |
84.70 |
84.70 |
83.72 |
|
R1 |
84.07 |
84.07 |
83.58 |
84.39 |
PP |
83.20 |
83.20 |
83.20 |
83.36 |
S1 |
82.57 |
82.57 |
83.30 |
82.89 |
S2 |
81.70 |
81.70 |
83.17 |
|
S3 |
80.20 |
81.07 |
83.03 |
|
S4 |
78.70 |
79.57 |
82.62 |
|
|
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 |
78.51 |
5.34 |
6.4% |
1.63 |
1.9% |
92% |
False |
False |
37,213 |
10 |
83.85 |
76.10 |
7.75 |
9.3% |
1.61 |
1.9% |
95% |
False |
False |
29,474 |
20 |
83.85 |
76.10 |
7.75 |
9.3% |
1.48 |
1.8% |
95% |
False |
False |
24,447 |
40 |
83.85 |
72.18 |
11.67 |
14.0% |
1.52 |
1.8% |
96% |
False |
False |
20,414 |
60 |
83.85 |
65.63 |
18.22 |
21.8% |
1.60 |
1.9% |
98% |
False |
False |
19,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.21 |
2.618 |
87.76 |
1.618 |
86.26 |
1.000 |
85.33 |
0.618 |
84.76 |
HIGH |
83.83 |
0.618 |
83.26 |
0.500 |
83.08 |
0.382 |
82.90 |
LOW |
82.33 |
0.618 |
81.40 |
1.000 |
80.83 |
1.618 |
79.90 |
2.618 |
78.40 |
4.250 |
75.96 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
83.32 |
82.97 |
PP |
83.20 |
82.50 |
S1 |
83.08 |
82.03 |
|