NYMEX Light Sweet Crude Oil Future October 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 |
81.22 |
82.27 |
1.05 |
1.3% |
80.23 |
| High |
82.66 |
82.73 |
0.07 |
0.1% |
82.66 |
| Low |
81.04 |
81.08 |
0.04 |
0.0% |
78.33 |
| Close |
82.27 |
81.49 |
-0.78 |
-0.9% |
82.27 |
| Range |
1.62 |
1.65 |
0.03 |
1.9% |
4.33 |
| ATR |
2.02 |
1.99 |
-0.03 |
-1.3% |
0.00 |
| Volume |
108,115 |
123,013 |
14,898 |
13.8% |
592,070 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.72 |
85.75 |
82.40 |
|
| R3 |
85.07 |
84.10 |
81.94 |
|
| R2 |
83.42 |
83.42 |
81.79 |
|
| R1 |
82.45 |
82.45 |
81.64 |
82.11 |
| PP |
81.77 |
81.77 |
81.77 |
81.60 |
| S1 |
80.80 |
80.80 |
81.34 |
80.46 |
| S2 |
80.12 |
80.12 |
81.19 |
|
| S3 |
78.47 |
79.15 |
81.04 |
|
| S4 |
76.82 |
77.50 |
80.58 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.08 |
92.50 |
84.65 |
|
| R3 |
89.75 |
88.17 |
83.46 |
|
| R2 |
85.42 |
85.42 |
83.06 |
|
| R1 |
83.84 |
83.84 |
82.67 |
84.63 |
| PP |
81.09 |
81.09 |
81.09 |
81.48 |
| S1 |
79.51 |
79.51 |
81.87 |
80.30 |
| S2 |
76.76 |
76.76 |
81.48 |
|
| S3 |
72.43 |
75.18 |
81.08 |
|
| S4 |
68.10 |
70.85 |
79.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.73 |
78.33 |
4.40 |
5.4% |
2.24 |
2.7% |
72% |
True |
False |
124,514 |
| 10 |
82.73 |
77.93 |
4.80 |
5.9% |
1.89 |
2.3% |
74% |
True |
False |
119,094 |
| 20 |
82.73 |
72.71 |
10.02 |
12.3% |
1.88 |
2.3% |
88% |
True |
False |
109,376 |
| 40 |
82.73 |
66.83 |
15.90 |
19.5% |
2.03 |
2.5% |
92% |
True |
False |
89,786 |
| 60 |
82.73 |
66.83 |
15.90 |
19.5% |
2.14 |
2.6% |
92% |
True |
False |
71,599 |
| 80 |
82.73 |
64.58 |
18.15 |
22.3% |
2.18 |
2.7% |
93% |
True |
False |
60,067 |
| 100 |
82.73 |
64.42 |
18.31 |
22.5% |
2.23 |
2.7% |
93% |
True |
False |
51,194 |
| 120 |
82.73 |
64.42 |
18.31 |
22.5% |
2.21 |
2.7% |
93% |
True |
False |
43,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.74 |
|
2.618 |
87.05 |
|
1.618 |
85.40 |
|
1.000 |
84.38 |
|
0.618 |
83.75 |
|
HIGH |
82.73 |
|
0.618 |
82.10 |
|
0.500 |
81.91 |
|
0.382 |
81.71 |
|
LOW |
81.08 |
|
0.618 |
80.06 |
|
1.000 |
79.43 |
|
1.618 |
78.41 |
|
2.618 |
76.76 |
|
4.250 |
74.07 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
81.91 |
81.17 |
| PP |
81.77 |
80.85 |
| S1 |
81.63 |
80.53 |
|