NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
81.98 |
80.74 |
-1.24 |
-1.5% |
82.27 |
| High |
82.33 |
80.97 |
-1.36 |
-1.7% |
84.16 |
| Low |
79.95 |
78.68 |
-1.27 |
-1.6% |
79.52 |
| Close |
80.50 |
79.02 |
-1.48 |
-1.8% |
82.57 |
| Range |
2.38 |
2.29 |
-0.09 |
-3.8% |
4.64 |
| ATR |
1.99 |
2.01 |
0.02 |
1.1% |
0.00 |
| Volume |
198,944 |
237,705 |
38,761 |
19.5% |
931,766 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.43 |
85.01 |
80.28 |
|
| R3 |
84.14 |
82.72 |
79.65 |
|
| R2 |
81.85 |
81.85 |
79.44 |
|
| R1 |
80.43 |
80.43 |
79.23 |
80.00 |
| PP |
79.56 |
79.56 |
79.56 |
79.34 |
| S1 |
78.14 |
78.14 |
78.81 |
77.71 |
| S2 |
77.27 |
77.27 |
78.60 |
|
| S3 |
74.98 |
75.85 |
78.39 |
|
| S4 |
72.69 |
73.56 |
77.76 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.00 |
93.93 |
85.12 |
|
| R3 |
91.36 |
89.29 |
83.85 |
|
| R2 |
86.72 |
86.72 |
83.42 |
|
| R1 |
84.65 |
84.65 |
83.00 |
85.69 |
| PP |
82.08 |
82.08 |
82.08 |
82.60 |
| S1 |
80.01 |
80.01 |
82.14 |
81.05 |
| S2 |
77.44 |
77.44 |
81.72 |
|
| S3 |
72.80 |
75.37 |
81.29 |
|
| S4 |
68.16 |
70.73 |
80.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.16 |
78.68 |
5.48 |
6.9% |
1.90 |
2.4% |
6% |
False |
True |
180,900 |
| 10 |
84.16 |
78.33 |
5.83 |
7.4% |
2.07 |
2.6% |
12% |
False |
False |
175,350 |
| 20 |
84.16 |
74.38 |
9.78 |
12.4% |
1.95 |
2.5% |
47% |
False |
False |
144,392 |
| 40 |
84.16 |
67.42 |
16.74 |
21.2% |
1.97 |
2.5% |
69% |
False |
False |
115,095 |
| 60 |
84.16 |
66.83 |
17.33 |
21.9% |
2.14 |
2.7% |
70% |
False |
False |
91,841 |
| 80 |
84.16 |
64.58 |
19.58 |
24.8% |
2.22 |
2.8% |
74% |
False |
False |
75,613 |
| 100 |
84.16 |
64.58 |
19.58 |
24.8% |
2.15 |
2.7% |
74% |
False |
False |
63,925 |
| 120 |
84.16 |
64.42 |
19.74 |
25.0% |
2.23 |
2.8% |
74% |
False |
False |
54,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.70 |
|
2.618 |
86.97 |
|
1.618 |
84.68 |
|
1.000 |
83.26 |
|
0.618 |
82.39 |
|
HIGH |
80.97 |
|
0.618 |
80.10 |
|
0.500 |
79.83 |
|
0.382 |
79.55 |
|
LOW |
78.68 |
|
0.618 |
77.26 |
|
1.000 |
76.39 |
|
1.618 |
74.97 |
|
2.618 |
72.68 |
|
4.250 |
68.95 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
79.83 |
80.60 |
| PP |
79.56 |
80.07 |
| S1 |
79.29 |
79.55 |
|