NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 07-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
81.73 |
82.82 |
1.09 |
1.3% |
80.65 |
| High |
83.24 |
83.30 |
0.06 |
0.1% |
83.24 |
| Low |
81.51 |
81.52 |
0.01 |
0.0% |
78.69 |
| Close |
82.82 |
81.94 |
-0.88 |
-1.1% |
82.82 |
| Range |
1.73 |
1.78 |
0.05 |
2.9% |
4.55 |
| ATR |
2.10 |
2.08 |
-0.02 |
-1.1% |
0.00 |
| Volume |
320,873 |
293,036 |
-27,837 |
-8.7% |
1,743,468 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.59 |
86.55 |
82.92 |
|
| R3 |
85.81 |
84.77 |
82.43 |
|
| R2 |
84.03 |
84.03 |
82.27 |
|
| R1 |
82.99 |
82.99 |
82.10 |
82.62 |
| PP |
82.25 |
82.25 |
82.25 |
82.07 |
| S1 |
81.21 |
81.21 |
81.78 |
80.84 |
| S2 |
80.47 |
80.47 |
81.61 |
|
| S3 |
78.69 |
79.43 |
81.45 |
|
| S4 |
76.91 |
77.65 |
80.96 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.23 |
93.58 |
85.32 |
|
| R3 |
90.68 |
89.03 |
84.07 |
|
| R2 |
86.13 |
86.13 |
83.65 |
|
| R1 |
84.48 |
84.48 |
83.24 |
85.31 |
| PP |
81.58 |
81.58 |
81.58 |
82.00 |
| S1 |
79.93 |
79.93 |
82.40 |
80.76 |
| S2 |
77.03 |
77.03 |
81.99 |
|
| S3 |
72.48 |
75.38 |
81.57 |
|
| S4 |
67.93 |
70.83 |
80.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.30 |
78.69 |
4.61 |
5.6% |
2.34 |
2.9% |
70% |
True |
False |
347,846 |
| 10 |
83.30 |
78.29 |
5.01 |
6.1% |
1.98 |
2.4% |
73% |
True |
False |
338,204 |
| 20 |
83.30 |
72.94 |
10.36 |
12.6% |
1.96 |
2.4% |
87% |
True |
False |
318,450 |
| 40 |
83.30 |
66.98 |
16.32 |
19.9% |
2.11 |
2.6% |
92% |
True |
False |
230,979 |
| 60 |
83.30 |
66.98 |
16.32 |
19.9% |
2.22 |
2.7% |
92% |
True |
False |
181,604 |
| 80 |
83.30 |
64.21 |
19.09 |
23.3% |
2.27 |
2.8% |
93% |
True |
False |
149,473 |
| 100 |
83.30 |
64.21 |
19.09 |
23.3% |
2.33 |
2.8% |
93% |
True |
False |
128,673 |
| 120 |
83.30 |
64.21 |
19.09 |
23.3% |
2.32 |
2.8% |
93% |
True |
False |
110,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.87 |
|
2.618 |
87.96 |
|
1.618 |
86.18 |
|
1.000 |
85.08 |
|
0.618 |
84.40 |
|
HIGH |
83.30 |
|
0.618 |
82.62 |
|
0.500 |
82.41 |
|
0.382 |
82.20 |
|
LOW |
81.52 |
|
0.618 |
80.42 |
|
1.000 |
79.74 |
|
1.618 |
78.64 |
|
2.618 |
76.86 |
|
4.250 |
73.96 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
82.41 |
81.63 |
| PP |
82.25 |
81.31 |
| S1 |
82.10 |
81.00 |
|