NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 10-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
81.26 |
82.32 |
1.06 |
1.3% |
79.36 |
| High |
82.65 |
82.85 |
0.20 |
0.2% |
81.53 |
| Low |
81.12 |
81.09 |
-0.03 |
0.0% |
77.56 |
| Close |
82.49 |
81.33 |
-1.16 |
-1.4% |
81.21 |
| Range |
1.53 |
1.76 |
0.23 |
15.0% |
3.97 |
| ATR |
1.89 |
1.88 |
-0.01 |
-0.5% |
0.00 |
| Volume |
162,932 |
121,664 |
-41,268 |
-25.3% |
493,124 |
|
| Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.04 |
85.94 |
82.30 |
|
| R3 |
85.28 |
84.18 |
81.81 |
|
| R2 |
83.52 |
83.52 |
81.65 |
|
| R1 |
82.42 |
82.42 |
81.49 |
82.09 |
| PP |
81.76 |
81.76 |
81.76 |
81.59 |
| S1 |
80.66 |
80.66 |
81.17 |
80.33 |
| S2 |
80.00 |
80.00 |
81.01 |
|
| S3 |
78.24 |
78.90 |
80.85 |
|
| S4 |
76.48 |
77.14 |
80.36 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.01 |
90.58 |
83.39 |
|
| R3 |
88.04 |
86.61 |
82.30 |
|
| R2 |
84.07 |
84.07 |
81.94 |
|
| R1 |
82.64 |
82.64 |
81.57 |
83.36 |
| PP |
80.10 |
80.10 |
80.10 |
80.46 |
| S1 |
78.67 |
78.67 |
80.85 |
79.39 |
| S2 |
76.13 |
76.13 |
80.48 |
|
| S3 |
72.16 |
74.70 |
80.12 |
|
| S4 |
68.19 |
70.73 |
79.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.85 |
78.70 |
4.15 |
5.1% |
1.80 |
2.2% |
63% |
True |
False |
121,958 |
| 10 |
82.85 |
77.56 |
5.29 |
6.5% |
1.96 |
2.4% |
71% |
True |
False |
109,650 |
| 20 |
82.85 |
73.12 |
9.73 |
12.0% |
1.80 |
2.2% |
84% |
True |
False |
103,228 |
| 40 |
82.85 |
67.40 |
15.45 |
19.0% |
1.87 |
2.3% |
90% |
True |
False |
94,921 |
| 60 |
82.85 |
66.36 |
16.49 |
20.3% |
2.02 |
2.5% |
91% |
True |
False |
86,858 |
| 80 |
82.85 |
63.00 |
19.85 |
24.4% |
2.11 |
2.6% |
92% |
True |
False |
81,121 |
| 100 |
82.85 |
63.00 |
19.85 |
24.4% |
2.07 |
2.5% |
92% |
True |
False |
77,940 |
| 120 |
82.85 |
63.00 |
19.85 |
24.4% |
2.15 |
2.6% |
92% |
True |
False |
74,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.33 |
|
2.618 |
87.46 |
|
1.618 |
85.70 |
|
1.000 |
84.61 |
|
0.618 |
83.94 |
|
HIGH |
82.85 |
|
0.618 |
82.18 |
|
0.500 |
81.97 |
|
0.382 |
81.76 |
|
LOW |
81.09 |
|
0.618 |
80.00 |
|
1.000 |
79.33 |
|
1.618 |
78.24 |
|
2.618 |
76.48 |
|
4.250 |
73.61 |
|
|
| Fisher Pivots for day following 10-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
81.97 |
81.15 |
| PP |
81.76 |
80.96 |
| S1 |
81.54 |
80.78 |
|