NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
81.39 |
80.25 |
-1.14 |
-1.4% |
81.78 |
| High |
81.77 |
80.57 |
-1.20 |
-1.5% |
83.49 |
| Low |
79.52 |
78.38 |
-1.14 |
-1.4% |
79.12 |
| Close |
80.05 |
78.73 |
-1.32 |
-1.6% |
82.02 |
| Range |
2.25 |
2.19 |
-0.06 |
-2.7% |
4.37 |
| ATR |
1.89 |
1.91 |
0.02 |
1.1% |
0.00 |
| Volume |
88,487 |
102,417 |
13,930 |
15.7% |
526,676 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.80 |
84.45 |
79.93 |
|
| R3 |
83.61 |
82.26 |
79.33 |
|
| R2 |
81.42 |
81.42 |
79.13 |
|
| R1 |
80.07 |
80.07 |
78.93 |
79.65 |
| PP |
79.23 |
79.23 |
79.23 |
79.02 |
| S1 |
77.88 |
77.88 |
78.53 |
77.46 |
| S2 |
77.04 |
77.04 |
78.33 |
|
| S3 |
74.85 |
75.69 |
78.13 |
|
| S4 |
72.66 |
73.50 |
77.53 |
|
|
| 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 |
78.38 |
5.11 |
6.5% |
1.78 |
2.3% |
7% |
False |
True |
87,944 |
| 10 |
83.49 |
77.96 |
5.53 |
7.0% |
1.95 |
2.5% |
14% |
False |
False |
91,936 |
| 20 |
83.49 |
74.18 |
9.31 |
11.8% |
1.85 |
2.3% |
49% |
False |
False |
79,293 |
| 40 |
83.49 |
67.49 |
16.00 |
20.3% |
1.87 |
2.4% |
70% |
False |
False |
61,800 |
| 60 |
83.49 |
66.67 |
16.82 |
21.4% |
2.03 |
2.6% |
72% |
False |
False |
49,808 |
| 80 |
83.49 |
63.50 |
19.99 |
25.4% |
2.12 |
2.7% |
76% |
False |
False |
41,036 |
| 100 |
83.49 |
63.50 |
19.99 |
25.4% |
2.04 |
2.6% |
76% |
False |
False |
34,940 |
| 120 |
83.49 |
63.50 |
19.99 |
25.4% |
2.11 |
2.7% |
76% |
False |
False |
30,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.88 |
|
2.618 |
86.30 |
|
1.618 |
84.11 |
|
1.000 |
82.76 |
|
0.618 |
81.92 |
|
HIGH |
80.57 |
|
0.618 |
79.73 |
|
0.500 |
79.48 |
|
0.382 |
79.22 |
|
LOW |
78.38 |
|
0.618 |
77.03 |
|
1.000 |
76.19 |
|
1.618 |
74.84 |
|
2.618 |
72.65 |
|
4.250 |
69.07 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
79.48 |
80.15 |
| PP |
79.23 |
79.67 |
| S1 |
78.98 |
79.20 |
|