NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 25-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2023 |
25-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
78.57 |
78.88 |
0.31 |
0.4% |
80.76 |
| High |
79.28 |
80.45 |
1.17 |
1.5% |
81.75 |
| Low |
77.59 |
78.14 |
0.55 |
0.7% |
77.59 |
| Close |
79.05 |
79.83 |
0.78 |
1.0% |
79.83 |
| Range |
1.69 |
2.31 |
0.62 |
36.7% |
4.16 |
| ATR |
1.92 |
1.95 |
0.03 |
1.4% |
0.00 |
| Volume |
349,230 |
411,409 |
62,179 |
17.8% |
1,788,116 |
|
| Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.40 |
85.43 |
81.10 |
|
| R3 |
84.09 |
83.12 |
80.47 |
|
| R2 |
81.78 |
81.78 |
80.25 |
|
| R1 |
80.81 |
80.81 |
80.04 |
81.30 |
| PP |
79.47 |
79.47 |
79.47 |
79.72 |
| S1 |
78.50 |
78.50 |
79.62 |
78.99 |
| S2 |
77.16 |
77.16 |
79.41 |
|
| S3 |
74.85 |
76.19 |
79.19 |
|
| S4 |
72.54 |
73.88 |
78.56 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.20 |
90.18 |
82.12 |
|
| R3 |
88.04 |
86.02 |
80.97 |
|
| R2 |
83.88 |
83.88 |
80.59 |
|
| R1 |
81.86 |
81.86 |
80.21 |
80.79 |
| PP |
79.72 |
79.72 |
79.72 |
79.19 |
| S1 |
77.70 |
77.70 |
79.45 |
76.63 |
| S2 |
75.56 |
75.56 |
79.07 |
|
| S3 |
71.40 |
73.54 |
78.69 |
|
| S4 |
67.24 |
69.38 |
77.54 |
|
|
| 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 |
5.2% |
1.80 |
2.2% |
54% |
False |
False |
357,623 |
| 10 |
82.51 |
77.59 |
4.92 |
6.2% |
1.89 |
2.4% |
46% |
False |
False |
296,808 |
| 20 |
84.16 |
77.59 |
6.57 |
8.2% |
2.01 |
2.5% |
34% |
False |
False |
224,595 |
| 40 |
84.16 |
69.70 |
14.46 |
18.1% |
1.91 |
2.4% |
70% |
False |
False |
161,780 |
| 60 |
84.16 |
66.83 |
17.33 |
21.7% |
2.08 |
2.6% |
75% |
False |
False |
127,687 |
| 80 |
84.16 |
64.58 |
19.58 |
24.5% |
2.16 |
2.7% |
78% |
False |
False |
103,209 |
| 100 |
84.16 |
64.58 |
19.58 |
24.5% |
2.11 |
2.6% |
78% |
False |
False |
86,891 |
| 120 |
84.16 |
64.42 |
19.74 |
24.7% |
2.22 |
2.8% |
78% |
False |
False |
74,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.27 |
|
2.618 |
86.50 |
|
1.618 |
84.19 |
|
1.000 |
82.76 |
|
0.618 |
81.88 |
|
HIGH |
80.45 |
|
0.618 |
79.57 |
|
0.500 |
79.30 |
|
0.382 |
79.02 |
|
LOW |
78.14 |
|
0.618 |
76.71 |
|
1.000 |
75.83 |
|
1.618 |
74.40 |
|
2.618 |
72.09 |
|
4.250 |
68.32 |
|
|
| Fisher Pivots for day following 25-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
79.65 |
79.56 |
| PP |
79.47 |
79.29 |
| S1 |
79.30 |
79.02 |
|