NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
82.32 |
81.36 |
-0.96 |
-1.2% |
81.13 |
| High |
82.85 |
82.06 |
-0.79 |
-1.0% |
82.85 |
| Low |
81.09 |
80.88 |
-0.21 |
-0.3% |
78.70 |
| Close |
81.33 |
81.51 |
0.18 |
0.2% |
81.51 |
| Range |
1.76 |
1.18 |
-0.58 |
-33.0% |
4.15 |
| ATR |
1.88 |
1.83 |
-0.05 |
-2.7% |
0.00 |
| Volume |
121,664 |
101,069 |
-20,595 |
-16.9% |
619,950 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.02 |
84.45 |
82.16 |
|
| R3 |
83.84 |
83.27 |
81.83 |
|
| R2 |
82.66 |
82.66 |
81.73 |
|
| R1 |
82.09 |
82.09 |
81.62 |
82.38 |
| PP |
81.48 |
81.48 |
81.48 |
81.63 |
| S1 |
80.91 |
80.91 |
81.40 |
81.20 |
| S2 |
80.30 |
80.30 |
81.29 |
|
| S3 |
79.12 |
79.73 |
81.19 |
|
| S4 |
77.94 |
78.55 |
80.86 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.47 |
91.64 |
83.79 |
|
| R3 |
89.32 |
87.49 |
82.65 |
|
| R2 |
85.17 |
85.17 |
82.27 |
|
| R1 |
83.34 |
83.34 |
81.89 |
84.26 |
| PP |
81.02 |
81.02 |
81.02 |
81.48 |
| S1 |
79.19 |
79.19 |
81.13 |
80.11 |
| S2 |
76.87 |
76.87 |
80.75 |
|
| S3 |
72.72 |
75.04 |
80.37 |
|
| S4 |
68.57 |
70.89 |
79.23 |
|
|
| 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% |
1.74 |
2.1% |
68% |
False |
False |
123,990 |
| 10 |
82.85 |
77.56 |
5.29 |
6.5% |
1.92 |
2.4% |
75% |
False |
False |
111,307 |
| 20 |
82.85 |
73.12 |
9.73 |
11.9% |
1.77 |
2.2% |
86% |
False |
False |
104,961 |
| 40 |
82.85 |
67.40 |
15.45 |
19.0% |
1.84 |
2.3% |
91% |
False |
False |
95,509 |
| 60 |
82.85 |
66.36 |
16.49 |
20.2% |
2.02 |
2.5% |
92% |
False |
False |
87,943 |
| 80 |
82.85 |
63.00 |
19.85 |
24.4% |
2.11 |
2.6% |
93% |
False |
False |
81,738 |
| 100 |
82.85 |
63.00 |
19.85 |
24.4% |
2.05 |
2.5% |
93% |
False |
False |
78,208 |
| 120 |
82.85 |
63.00 |
19.85 |
24.4% |
2.14 |
2.6% |
93% |
False |
False |
74,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.08 |
|
2.618 |
85.15 |
|
1.618 |
83.97 |
|
1.000 |
83.24 |
|
0.618 |
82.79 |
|
HIGH |
82.06 |
|
0.618 |
81.61 |
|
0.500 |
81.47 |
|
0.382 |
81.33 |
|
LOW |
80.88 |
|
0.618 |
80.15 |
|
1.000 |
79.70 |
|
1.618 |
78.97 |
|
2.618 |
77.79 |
|
4.250 |
75.87 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
81.50 |
81.87 |
| PP |
81.48 |
81.75 |
| S1 |
81.47 |
81.63 |
|