NYMEX Light Sweet Crude Oil Future October 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 |
82.04 |
82.34 |
0.30 |
0.4% |
80.23 |
| High |
82.52 |
83.91 |
1.39 |
1.7% |
82.66 |
| Low |
79.52 |
82.11 |
2.59 |
3.3% |
78.33 |
| Close |
82.36 |
83.69 |
1.33 |
1.6% |
82.27 |
| Range |
3.00 |
1.80 |
-1.20 |
-40.0% |
4.33 |
| ATR |
2.06 |
2.05 |
-0.02 |
-0.9% |
0.00 |
| Volume |
187,839 |
279,752 |
91,913 |
48.9% |
592,070 |
|
| Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.64 |
87.96 |
84.68 |
|
| R3 |
86.84 |
86.16 |
84.19 |
|
| R2 |
85.04 |
85.04 |
84.02 |
|
| R1 |
84.36 |
84.36 |
83.86 |
84.70 |
| PP |
83.24 |
83.24 |
83.24 |
83.41 |
| S1 |
82.56 |
82.56 |
83.53 |
82.90 |
| S2 |
81.44 |
81.44 |
83.36 |
|
| S3 |
79.64 |
80.76 |
83.20 |
|
| S4 |
77.84 |
78.96 |
82.70 |
|
|
| 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 |
83.91 |
78.33 |
5.58 |
6.7% |
2.23 |
2.7% |
96% |
True |
False |
169,800 |
| 10 |
83.91 |
78.33 |
5.58 |
6.7% |
2.10 |
2.5% |
96% |
True |
False |
142,278 |
| 20 |
83.91 |
73.60 |
10.31 |
12.3% |
1.96 |
2.3% |
98% |
True |
False |
122,911 |
| 40 |
83.91 |
67.27 |
16.64 |
19.9% |
2.03 |
2.4% |
99% |
True |
False |
98,538 |
| 60 |
83.91 |
66.83 |
17.08 |
20.4% |
2.15 |
2.6% |
99% |
True |
False |
78,608 |
| 80 |
83.91 |
64.58 |
19.33 |
23.1% |
2.21 |
2.6% |
99% |
True |
False |
65,528 |
| 100 |
83.91 |
64.42 |
19.49 |
23.3% |
2.18 |
2.6% |
99% |
True |
False |
55,507 |
| 120 |
83.91 |
64.42 |
19.49 |
23.3% |
2.22 |
2.7% |
99% |
True |
False |
47,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.56 |
|
2.618 |
88.62 |
|
1.618 |
86.82 |
|
1.000 |
85.71 |
|
0.618 |
85.02 |
|
HIGH |
83.91 |
|
0.618 |
83.22 |
|
0.500 |
83.01 |
|
0.382 |
82.80 |
|
LOW |
82.11 |
|
0.618 |
81.00 |
|
1.000 |
80.31 |
|
1.618 |
79.20 |
|
2.618 |
77.40 |
|
4.250 |
74.46 |
|
|
| Fisher Pivots for day following 09-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
83.46 |
83.03 |
| PP |
83.24 |
82.37 |
| S1 |
83.01 |
81.72 |
|