NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 21-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
79.30 |
80.27 |
0.97 |
1.2% |
81.87 |
| High |
80.47 |
81.24 |
0.77 |
1.0% |
81.91 |
| Low |
78.63 |
79.62 |
0.99 |
1.3% |
78.31 |
| Close |
80.20 |
79.76 |
-0.44 |
-0.5% |
80.20 |
| Range |
1.84 |
1.62 |
-0.22 |
-12.0% |
3.60 |
| ATR |
1.90 |
1.88 |
-0.02 |
-1.1% |
0.00 |
| Volume |
115,528 |
95,025 |
-20,503 |
-17.7% |
482,234 |
|
| Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.07 |
84.03 |
80.65 |
|
| R3 |
83.45 |
82.41 |
80.21 |
|
| R2 |
81.83 |
81.83 |
80.06 |
|
| R1 |
80.79 |
80.79 |
79.91 |
80.50 |
| PP |
80.21 |
80.21 |
80.21 |
80.06 |
| S1 |
79.17 |
79.17 |
79.61 |
78.88 |
| S2 |
78.59 |
78.59 |
79.46 |
|
| S3 |
76.97 |
77.55 |
79.31 |
|
| S4 |
75.35 |
75.93 |
78.87 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.94 |
89.17 |
82.18 |
|
| R3 |
87.34 |
85.57 |
81.19 |
|
| R2 |
83.74 |
83.74 |
80.86 |
|
| R1 |
81.97 |
81.97 |
80.53 |
81.06 |
| PP |
80.14 |
80.14 |
80.14 |
79.68 |
| S1 |
78.37 |
78.37 |
79.87 |
77.46 |
| S2 |
76.54 |
76.54 |
79.54 |
|
| S3 |
72.94 |
74.77 |
79.21 |
|
| S4 |
69.34 |
71.17 |
78.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.77 |
78.31 |
3.46 |
4.3% |
1.95 |
2.4% |
42% |
False |
False |
103,094 |
| 10 |
83.49 |
78.31 |
5.18 |
6.5% |
1.87 |
2.3% |
28% |
False |
False |
104,008 |
| 20 |
83.49 |
77.53 |
5.96 |
7.5% |
1.84 |
2.3% |
37% |
False |
False |
85,912 |
| 40 |
83.49 |
67.49 |
16.00 |
20.1% |
1.83 |
2.3% |
77% |
False |
False |
67,152 |
| 60 |
83.49 |
66.67 |
16.82 |
21.1% |
2.03 |
2.6% |
78% |
False |
False |
54,203 |
| 80 |
83.49 |
63.50 |
19.99 |
25.1% |
2.08 |
2.6% |
81% |
False |
False |
44,655 |
| 100 |
83.49 |
63.50 |
19.99 |
25.1% |
2.01 |
2.5% |
81% |
False |
False |
37,959 |
| 120 |
83.49 |
63.50 |
19.99 |
25.1% |
2.11 |
2.7% |
81% |
False |
False |
32,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.13 |
|
2.618 |
85.48 |
|
1.618 |
83.86 |
|
1.000 |
82.86 |
|
0.618 |
82.24 |
|
HIGH |
81.24 |
|
0.618 |
80.62 |
|
0.500 |
80.43 |
|
0.382 |
80.24 |
|
LOW |
79.62 |
|
0.618 |
78.62 |
|
1.000 |
78.00 |
|
1.618 |
77.00 |
|
2.618 |
75.38 |
|
4.250 |
72.74 |
|
|
| Fisher Pivots for day following 21-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
80.43 |
79.78 |
| PP |
80.21 |
79.77 |
| S1 |
79.98 |
79.77 |
|