NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
79.64 |
78.57 |
-1.07 |
-1.3% |
82.46 |
| High |
79.91 |
79.28 |
-0.63 |
-0.8% |
82.51 |
| Low |
77.62 |
77.59 |
-0.03 |
0.0% |
78.60 |
| Close |
78.89 |
79.05 |
0.16 |
0.2% |
80.66 |
| Range |
2.29 |
1.69 |
-0.60 |
-26.2% |
3.91 |
| ATR |
1.94 |
1.92 |
-0.02 |
-0.9% |
0.00 |
| Volume |
378,146 |
349,230 |
-28,916 |
-7.6% |
1,179,964 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.71 |
83.07 |
79.98 |
|
| R3 |
82.02 |
81.38 |
79.51 |
|
| R2 |
80.33 |
80.33 |
79.36 |
|
| R1 |
79.69 |
79.69 |
79.20 |
80.01 |
| PP |
78.64 |
78.64 |
78.64 |
78.80 |
| S1 |
78.00 |
78.00 |
78.90 |
78.32 |
| S2 |
76.95 |
76.95 |
78.74 |
|
| S3 |
75.26 |
76.31 |
78.59 |
|
| S4 |
73.57 |
74.62 |
78.12 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.32 |
90.40 |
82.81 |
|
| R3 |
88.41 |
86.49 |
81.74 |
|
| R2 |
84.50 |
84.50 |
81.38 |
|
| R1 |
82.58 |
82.58 |
81.02 |
81.59 |
| PP |
80.59 |
80.59 |
80.59 |
80.09 |
| S1 |
78.67 |
78.67 |
80.30 |
77.68 |
| S2 |
76.68 |
76.68 |
79.94 |
|
| S3 |
72.77 |
74.76 |
79.58 |
|
| S4 |
68.86 |
70.85 |
78.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.75 |
77.59 |
4.16 |
5.3% |
1.72 |
2.2% |
35% |
False |
True |
350,832 |
| 10 |
83.16 |
77.59 |
5.57 |
7.0% |
1.80 |
2.3% |
26% |
False |
True |
273,097 |
| 20 |
84.16 |
77.59 |
6.57 |
8.3% |
1.98 |
2.5% |
22% |
False |
True |
209,092 |
| 40 |
84.16 |
69.15 |
15.01 |
19.0% |
1.89 |
2.4% |
66% |
False |
False |
153,118 |
| 60 |
84.16 |
66.83 |
17.33 |
21.9% |
2.08 |
2.6% |
71% |
False |
False |
121,686 |
| 80 |
84.16 |
64.58 |
19.58 |
24.8% |
2.18 |
2.8% |
74% |
False |
False |
98,679 |
| 100 |
84.16 |
64.58 |
19.58 |
24.8% |
2.12 |
2.7% |
74% |
False |
False |
83,071 |
| 120 |
84.16 |
64.42 |
19.74 |
25.0% |
2.22 |
2.8% |
74% |
False |
False |
71,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.46 |
|
2.618 |
83.70 |
|
1.618 |
82.01 |
|
1.000 |
80.97 |
|
0.618 |
80.32 |
|
HIGH |
79.28 |
|
0.618 |
78.63 |
|
0.500 |
78.44 |
|
0.382 |
78.24 |
|
LOW |
77.59 |
|
0.618 |
76.55 |
|
1.000 |
75.90 |
|
1.618 |
74.86 |
|
2.618 |
73.17 |
|
4.250 |
70.41 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
78.85 |
79.03 |
| PP |
78.64 |
79.00 |
| S1 |
78.44 |
78.98 |
|