NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 08-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
82.82 |
82.53 |
-0.29 |
-0.4% |
80.65 |
| High |
83.30 |
83.08 |
-0.22 |
-0.3% |
83.24 |
| Low |
81.52 |
79.90 |
-1.62 |
-2.0% |
78.69 |
| Close |
81.94 |
82.92 |
0.98 |
1.2% |
82.82 |
| Range |
1.78 |
3.18 |
1.40 |
78.7% |
4.55 |
| ATR |
2.08 |
2.16 |
0.08 |
3.8% |
0.00 |
| Volume |
293,036 |
424,545 |
131,509 |
44.9% |
1,743,468 |
|
| Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.51 |
90.39 |
84.67 |
|
| R3 |
88.33 |
87.21 |
83.79 |
|
| R2 |
85.15 |
85.15 |
83.50 |
|
| R1 |
84.03 |
84.03 |
83.21 |
84.59 |
| PP |
81.97 |
81.97 |
81.97 |
82.25 |
| S1 |
80.85 |
80.85 |
82.63 |
81.41 |
| S2 |
78.79 |
78.79 |
82.34 |
|
| S3 |
75.61 |
77.67 |
82.05 |
|
| S4 |
72.43 |
74.49 |
81.17 |
|
|
| 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% |
2.65 |
3.2% |
92% |
False |
False |
371,184 |
| 10 |
83.30 |
78.55 |
4.75 |
5.7% |
2.13 |
2.6% |
92% |
False |
False |
345,698 |
| 20 |
83.30 |
73.78 |
9.52 |
11.5% |
2.03 |
2.4% |
96% |
False |
False |
330,013 |
| 40 |
83.30 |
66.98 |
16.32 |
19.7% |
2.14 |
2.6% |
98% |
False |
False |
238,400 |
| 60 |
83.30 |
66.98 |
16.32 |
19.7% |
2.23 |
2.7% |
98% |
False |
False |
187,632 |
| 80 |
83.30 |
64.21 |
19.09 |
23.0% |
2.30 |
2.8% |
98% |
False |
False |
154,339 |
| 100 |
83.30 |
64.21 |
19.09 |
23.0% |
2.30 |
2.8% |
98% |
False |
False |
132,162 |
| 120 |
83.30 |
64.21 |
19.09 |
23.0% |
2.33 |
2.8% |
98% |
False |
False |
114,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.60 |
|
2.618 |
91.41 |
|
1.618 |
88.23 |
|
1.000 |
86.26 |
|
0.618 |
85.05 |
|
HIGH |
83.08 |
|
0.618 |
81.87 |
|
0.500 |
81.49 |
|
0.382 |
81.11 |
|
LOW |
79.90 |
|
0.618 |
77.93 |
|
1.000 |
76.72 |
|
1.618 |
74.75 |
|
2.618 |
71.57 |
|
4.250 |
66.39 |
|
|
| Fisher Pivots for day following 08-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
82.44 |
82.48 |
| PP |
81.97 |
82.04 |
| S1 |
81.49 |
81.60 |
|