NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 14-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
81.82 |
81.87 |
0.05 |
0.1% |
81.78 |
| High |
82.59 |
81.91 |
-0.68 |
-0.8% |
83.49 |
| Low |
81.30 |
80.69 |
-0.61 |
-0.8% |
79.12 |
| Close |
82.02 |
81.37 |
-0.65 |
-0.8% |
82.02 |
| Range |
1.29 |
1.22 |
-0.07 |
-5.4% |
4.37 |
| ATR |
1.90 |
1.86 |
-0.04 |
-2.1% |
0.00 |
| Volume |
90,254 |
61,785 |
-28,469 |
-31.5% |
526,676 |
|
| Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.98 |
84.40 |
82.04 |
|
| R3 |
83.76 |
83.18 |
81.71 |
|
| R2 |
82.54 |
82.54 |
81.59 |
|
| R1 |
81.96 |
81.96 |
81.48 |
81.64 |
| PP |
81.32 |
81.32 |
81.32 |
81.17 |
| S1 |
80.74 |
80.74 |
81.26 |
80.42 |
| S2 |
80.10 |
80.10 |
81.15 |
|
| S3 |
78.88 |
79.52 |
81.03 |
|
| S4 |
77.66 |
78.30 |
80.70 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.65 |
92.71 |
84.42 |
|
| R3 |
90.28 |
88.34 |
83.22 |
|
| R2 |
85.91 |
85.91 |
82.82 |
|
| R1 |
83.97 |
83.97 |
82.42 |
84.94 |
| PP |
81.54 |
81.54 |
81.54 |
82.03 |
| S1 |
79.60 |
79.60 |
81.62 |
80.57 |
| S2 |
77.17 |
77.17 |
81.22 |
|
| S3 |
72.80 |
75.23 |
80.82 |
|
| S4 |
68.43 |
70.86 |
79.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.49 |
79.12 |
4.37 |
5.4% |
1.79 |
2.2% |
51% |
False |
False |
104,921 |
| 10 |
83.49 |
77.96 |
5.53 |
6.8% |
1.97 |
2.4% |
62% |
False |
False |
87,149 |
| 20 |
83.49 |
73.43 |
10.06 |
12.4% |
1.81 |
2.2% |
79% |
False |
False |
75,535 |
| 40 |
83.49 |
67.49 |
16.00 |
19.7% |
1.86 |
2.3% |
87% |
False |
False |
58,196 |
| 60 |
83.49 |
66.67 |
16.82 |
20.7% |
2.01 |
2.5% |
87% |
False |
False |
47,089 |
| 80 |
83.49 |
63.50 |
19.99 |
24.6% |
2.10 |
2.6% |
89% |
False |
False |
39,059 |
| 100 |
83.49 |
63.50 |
19.99 |
24.6% |
2.04 |
2.5% |
89% |
False |
False |
33,150 |
| 120 |
83.49 |
63.50 |
19.99 |
24.6% |
2.10 |
2.6% |
89% |
False |
False |
28,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.10 |
|
2.618 |
85.10 |
|
1.618 |
83.88 |
|
1.000 |
83.13 |
|
0.618 |
82.66 |
|
HIGH |
81.91 |
|
0.618 |
81.44 |
|
0.500 |
81.30 |
|
0.382 |
81.16 |
|
LOW |
80.69 |
|
0.618 |
79.94 |
|
1.000 |
79.47 |
|
1.618 |
78.72 |
|
2.618 |
77.50 |
|
4.250 |
75.51 |
|
|
| Fisher Pivots for day following 14-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
81.35 |
82.09 |
| PP |
81.32 |
81.85 |
| S1 |
81.30 |
81.61 |
|