NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
79.98 |
81.29 |
1.31 |
1.6% |
80.76 |
| High |
81.41 |
82.05 |
0.64 |
0.8% |
81.75 |
| Low |
79.34 |
80.88 |
1.54 |
1.9% |
77.59 |
| Close |
81.16 |
81.63 |
0.47 |
0.6% |
79.83 |
| Range |
2.07 |
1.17 |
-0.90 |
-43.5% |
4.16 |
| ATR |
1.91 |
1.86 |
-0.05 |
-2.8% |
0.00 |
| Volume |
284,168 |
299,418 |
15,250 |
5.4% |
1,788,116 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.03 |
84.50 |
82.27 |
|
| R3 |
83.86 |
83.33 |
81.95 |
|
| R2 |
82.69 |
82.69 |
81.84 |
|
| R1 |
82.16 |
82.16 |
81.74 |
82.43 |
| PP |
81.52 |
81.52 |
81.52 |
81.65 |
| S1 |
80.99 |
80.99 |
81.52 |
81.26 |
| S2 |
80.35 |
80.35 |
81.42 |
|
| S3 |
79.18 |
79.82 |
81.31 |
|
| S4 |
78.01 |
78.65 |
80.99 |
|
|
| 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 |
82.05 |
77.59 |
4.46 |
5.5% |
1.70 |
2.1% |
91% |
True |
False |
318,161 |
| 10 |
82.05 |
77.59 |
4.46 |
5.5% |
1.74 |
2.1% |
91% |
True |
False |
323,490 |
| 20 |
84.16 |
77.59 |
6.57 |
8.0% |
1.91 |
2.3% |
61% |
False |
False |
249,420 |
| 40 |
84.16 |
70.12 |
14.04 |
17.2% |
1.88 |
2.3% |
82% |
False |
False |
176,809 |
| 60 |
84.16 |
66.83 |
17.33 |
21.2% |
2.01 |
2.5% |
85% |
False |
False |
139,443 |
| 80 |
84.16 |
66.83 |
17.33 |
21.2% |
2.08 |
2.6% |
85% |
False |
False |
112,213 |
| 100 |
84.16 |
64.58 |
19.58 |
24.0% |
2.11 |
2.6% |
87% |
False |
False |
94,665 |
| 120 |
84.16 |
64.42 |
19.74 |
24.2% |
2.20 |
2.7% |
87% |
False |
False |
81,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.02 |
|
2.618 |
85.11 |
|
1.618 |
83.94 |
|
1.000 |
83.22 |
|
0.618 |
82.77 |
|
HIGH |
82.05 |
|
0.618 |
81.60 |
|
0.500 |
81.47 |
|
0.382 |
81.33 |
|
LOW |
80.88 |
|
0.618 |
80.16 |
|
1.000 |
79.71 |
|
1.618 |
78.99 |
|
2.618 |
77.82 |
|
4.250 |
75.91 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
81.58 |
81.32 |
| PP |
81.52 |
81.01 |
| S1 |
81.47 |
80.70 |
|