NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 09-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
82.53 |
82.88 |
0.35 |
0.4% |
80.65 |
| High |
83.08 |
84.65 |
1.57 |
1.9% |
83.24 |
| Low |
79.90 |
82.67 |
2.77 |
3.5% |
78.69 |
| Close |
82.92 |
84.40 |
1.48 |
1.8% |
82.82 |
| Range |
3.18 |
1.98 |
-1.20 |
-37.7% |
4.55 |
| ATR |
2.16 |
2.15 |
-0.01 |
-0.6% |
0.00 |
| Volume |
424,545 |
478,140 |
53,595 |
12.6% |
1,743,468 |
|
| Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.85 |
89.10 |
85.49 |
|
| R3 |
87.87 |
87.12 |
84.94 |
|
| R2 |
85.89 |
85.89 |
84.76 |
|
| R1 |
85.14 |
85.14 |
84.58 |
85.52 |
| PP |
83.91 |
83.91 |
83.91 |
84.09 |
| S1 |
83.16 |
83.16 |
84.22 |
83.54 |
| S2 |
81.93 |
81.93 |
84.04 |
|
| S3 |
79.95 |
81.18 |
83.86 |
|
| S4 |
77.97 |
79.20 |
83.31 |
|
|
| 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 |
84.65 |
78.69 |
5.96 |
7.1% |
2.37 |
2.8% |
96% |
True |
False |
383,847 |
| 10 |
84.65 |
78.69 |
5.96 |
7.1% |
2.21 |
2.6% |
96% |
True |
False |
361,309 |
| 20 |
84.65 |
73.78 |
10.87 |
12.9% |
2.06 |
2.4% |
98% |
True |
False |
341,349 |
| 40 |
84.65 |
67.27 |
17.38 |
20.6% |
2.11 |
2.5% |
99% |
True |
False |
246,541 |
| 60 |
84.65 |
66.98 |
17.67 |
20.9% |
2.23 |
2.6% |
99% |
True |
False |
194,694 |
| 80 |
84.65 |
64.21 |
20.44 |
24.2% |
2.31 |
2.7% |
99% |
True |
False |
159,797 |
| 100 |
84.65 |
64.21 |
20.44 |
24.2% |
2.28 |
2.7% |
99% |
True |
False |
136,520 |
| 120 |
84.65 |
64.21 |
20.44 |
24.2% |
2.33 |
2.8% |
99% |
True |
False |
118,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.07 |
|
2.618 |
89.83 |
|
1.618 |
87.85 |
|
1.000 |
86.63 |
|
0.618 |
85.87 |
|
HIGH |
84.65 |
|
0.618 |
83.89 |
|
0.500 |
83.66 |
|
0.382 |
83.43 |
|
LOW |
82.67 |
|
0.618 |
81.45 |
|
1.000 |
80.69 |
|
1.618 |
79.47 |
|
2.618 |
77.49 |
|
4.250 |
74.26 |
|
|
| Fisher Pivots for day following 09-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
84.15 |
83.69 |
| PP |
83.91 |
82.98 |
| S1 |
83.66 |
82.28 |
|