NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
79.35 |
78.30 |
-1.05 |
-1.3% |
81.87 |
| High |
79.60 |
78.95 |
-0.65 |
-0.8% |
81.91 |
| Low |
77.34 |
77.32 |
-0.02 |
0.0% |
78.31 |
| Close |
78.59 |
78.66 |
0.07 |
0.1% |
80.20 |
| Range |
2.26 |
1.63 |
-0.63 |
-27.9% |
3.60 |
| ATR |
1.84 |
1.83 |
-0.02 |
-0.8% |
0.00 |
| Volume |
127,191 |
149,903 |
22,712 |
17.9% |
482,234 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.20 |
82.56 |
79.56 |
|
| R3 |
81.57 |
80.93 |
79.11 |
|
| R2 |
79.94 |
79.94 |
78.96 |
|
| R1 |
79.30 |
79.30 |
78.81 |
79.62 |
| PP |
78.31 |
78.31 |
78.31 |
78.47 |
| S1 |
77.67 |
77.67 |
78.51 |
77.99 |
| S2 |
76.68 |
76.68 |
78.36 |
|
| S3 |
75.05 |
76.04 |
78.21 |
|
| S4 |
73.42 |
74.41 |
77.76 |
|
|
| 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 |
81.24 |
77.32 |
3.92 |
5.0% |
1.65 |
2.1% |
34% |
False |
True |
118,028 |
| 10 |
82.59 |
77.32 |
5.27 |
6.7% |
1.71 |
2.2% |
25% |
False |
True |
104,710 |
| 20 |
83.49 |
77.32 |
6.17 |
7.8% |
1.87 |
2.4% |
22% |
False |
True |
94,004 |
| 40 |
83.49 |
69.10 |
14.39 |
18.3% |
1.80 |
2.3% |
66% |
False |
False |
72,798 |
| 60 |
83.49 |
66.67 |
16.82 |
21.4% |
1.97 |
2.5% |
71% |
False |
False |
59,448 |
| 80 |
83.49 |
63.50 |
19.99 |
25.4% |
2.08 |
2.6% |
76% |
False |
False |
48,906 |
| 100 |
83.49 |
63.50 |
19.99 |
25.4% |
2.02 |
2.6% |
76% |
False |
False |
41,548 |
| 120 |
83.49 |
63.50 |
19.99 |
25.4% |
2.11 |
2.7% |
76% |
False |
False |
35,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.88 |
|
2.618 |
83.22 |
|
1.618 |
81.59 |
|
1.000 |
80.58 |
|
0.618 |
79.96 |
|
HIGH |
78.95 |
|
0.618 |
78.33 |
|
0.500 |
78.14 |
|
0.382 |
77.94 |
|
LOW |
77.32 |
|
0.618 |
76.31 |
|
1.000 |
75.69 |
|
1.618 |
74.68 |
|
2.618 |
73.05 |
|
4.250 |
70.39 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
78.49 |
78.69 |
| PP |
78.31 |
78.68 |
| S1 |
78.14 |
78.67 |
|