NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 08-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
81.78 |
81.56 |
-0.22 |
-0.3% |
79.79 |
| High |
82.20 |
81.99 |
-0.21 |
-0.3% |
82.11 |
| Low |
80.65 |
79.12 |
-1.53 |
-1.9% |
77.96 |
| Close |
81.02 |
81.85 |
0.83 |
1.0% |
81.75 |
| Range |
1.55 |
2.87 |
1.32 |
85.2% |
4.15 |
| ATR |
1.90 |
1.97 |
0.07 |
3.6% |
0.00 |
| Volume |
63,855 |
111,122 |
47,267 |
74.0% |
336,399 |
|
| Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.60 |
88.59 |
83.43 |
|
| R3 |
86.73 |
85.72 |
82.64 |
|
| R2 |
83.86 |
83.86 |
82.38 |
|
| R1 |
82.85 |
82.85 |
82.11 |
83.36 |
| PP |
80.99 |
80.99 |
80.99 |
81.24 |
| S1 |
79.98 |
79.98 |
81.59 |
80.49 |
| S2 |
78.12 |
78.12 |
81.32 |
|
| S3 |
75.25 |
77.11 |
81.06 |
|
| S4 |
72.38 |
74.24 |
80.27 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.06 |
91.55 |
84.03 |
|
| R3 |
88.91 |
87.40 |
82.89 |
|
| R2 |
84.76 |
84.76 |
82.51 |
|
| R1 |
83.25 |
83.25 |
82.13 |
84.01 |
| PP |
80.61 |
80.61 |
80.61 |
80.98 |
| S1 |
79.10 |
79.10 |
81.37 |
79.86 |
| S2 |
76.46 |
76.46 |
80.99 |
|
| S3 |
72.31 |
74.95 |
80.61 |
|
| S4 |
68.16 |
70.80 |
79.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.20 |
77.96 |
4.24 |
5.2% |
2.42 |
3.0% |
92% |
False |
False |
78,669 |
| 10 |
82.20 |
77.76 |
4.44 |
5.4% |
1.94 |
2.4% |
92% |
False |
False |
71,734 |
| 20 |
82.20 |
73.39 |
8.81 |
10.8% |
1.85 |
2.3% |
96% |
False |
False |
63,563 |
| 40 |
82.20 |
66.67 |
15.53 |
19.0% |
1.97 |
2.4% |
98% |
False |
False |
51,071 |
| 60 |
82.20 |
66.67 |
15.53 |
19.0% |
2.04 |
2.5% |
98% |
False |
False |
40,971 |
| 80 |
82.20 |
63.50 |
18.70 |
22.8% |
2.10 |
2.6% |
98% |
False |
False |
34,361 |
| 100 |
82.20 |
63.50 |
18.70 |
22.8% |
2.10 |
2.6% |
98% |
False |
False |
29,315 |
| 120 |
82.20 |
63.50 |
18.70 |
22.8% |
2.10 |
2.6% |
98% |
False |
False |
25,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.19 |
|
2.618 |
89.50 |
|
1.618 |
86.63 |
|
1.000 |
84.86 |
|
0.618 |
83.76 |
|
HIGH |
81.99 |
|
0.618 |
80.89 |
|
0.500 |
80.56 |
|
0.382 |
80.22 |
|
LOW |
79.12 |
|
0.618 |
77.35 |
|
1.000 |
76.25 |
|
1.618 |
74.48 |
|
2.618 |
71.61 |
|
4.250 |
66.92 |
|
|
| Fisher Pivots for day following 08-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
81.42 |
81.45 |
| PP |
80.99 |
81.06 |
| S1 |
80.56 |
80.66 |
|