NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
82.05 |
79.77 |
-2.28 |
-2.8% |
77.01 |
| High |
82.43 |
81.86 |
-0.57 |
-0.7% |
80.71 |
| Low |
79.05 |
78.69 |
-0.36 |
-0.5% |
76.44 |
| Close |
79.49 |
81.55 |
2.06 |
2.6% |
80.58 |
| Range |
3.38 |
3.17 |
-0.21 |
-6.2% |
4.27 |
| ATR |
2.05 |
2.13 |
0.08 |
3.9% |
0.00 |
| Volume |
414,825 |
402,641 |
-12,184 |
-2.9% |
1,713,821 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.21 |
89.05 |
83.29 |
|
| R3 |
87.04 |
85.88 |
82.42 |
|
| R2 |
83.87 |
83.87 |
82.13 |
|
| R1 |
82.71 |
82.71 |
81.84 |
83.29 |
| PP |
80.70 |
80.70 |
80.70 |
80.99 |
| S1 |
79.54 |
79.54 |
81.26 |
80.12 |
| S2 |
77.53 |
77.53 |
80.97 |
|
| S3 |
74.36 |
76.37 |
80.68 |
|
| S4 |
71.19 |
73.20 |
79.81 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.05 |
90.59 |
82.93 |
|
| R3 |
87.78 |
86.32 |
81.75 |
|
| R2 |
83.51 |
83.51 |
81.36 |
|
| R1 |
82.05 |
82.05 |
80.97 |
82.78 |
| PP |
79.24 |
79.24 |
79.24 |
79.61 |
| S1 |
77.78 |
77.78 |
80.19 |
78.51 |
| S2 |
74.97 |
74.97 |
79.80 |
|
| S3 |
70.70 |
73.51 |
79.41 |
|
| S4 |
66.43 |
69.24 |
78.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.43 |
78.69 |
3.74 |
4.6% |
2.34 |
2.9% |
76% |
False |
True |
344,428 |
| 10 |
82.43 |
75.69 |
6.74 |
8.3% |
2.07 |
2.5% |
87% |
False |
False |
344,452 |
| 20 |
82.43 |
71.22 |
11.21 |
13.7% |
1.99 |
2.4% |
92% |
False |
False |
303,857 |
| 40 |
82.43 |
66.98 |
15.45 |
18.9% |
2.17 |
2.7% |
94% |
False |
False |
223,292 |
| 60 |
82.43 |
66.98 |
15.45 |
18.9% |
2.23 |
2.7% |
94% |
False |
False |
173,418 |
| 80 |
82.43 |
64.21 |
18.22 |
22.3% |
2.27 |
2.8% |
95% |
False |
False |
142,980 |
| 100 |
82.43 |
64.21 |
18.22 |
22.3% |
2.38 |
2.9% |
95% |
False |
False |
123,101 |
| 120 |
82.43 |
64.21 |
18.22 |
22.3% |
2.33 |
2.9% |
95% |
False |
False |
106,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.33 |
|
2.618 |
90.16 |
|
1.618 |
86.99 |
|
1.000 |
85.03 |
|
0.618 |
83.82 |
|
HIGH |
81.86 |
|
0.618 |
80.65 |
|
0.500 |
80.28 |
|
0.382 |
79.90 |
|
LOW |
78.69 |
|
0.618 |
76.73 |
|
1.000 |
75.52 |
|
1.618 |
73.56 |
|
2.618 |
70.39 |
|
4.250 |
65.22 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
81.13 |
81.22 |
| PP |
80.70 |
80.89 |
| S1 |
80.28 |
80.56 |
|