NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 15-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
81.37 |
80.83 |
-0.54 |
-0.7% |
81.13 |
| High |
81.38 |
81.25 |
-0.13 |
-0.2% |
82.85 |
| Low |
80.21 |
79.09 |
-1.12 |
-1.4% |
78.70 |
| Close |
80.86 |
79.61 |
-1.25 |
-1.5% |
81.51 |
| Range |
1.17 |
2.16 |
0.99 |
84.6% |
4.15 |
| ATR |
1.79 |
1.82 |
0.03 |
1.5% |
0.00 |
| Volume |
77,499 |
99,398 |
21,899 |
28.3% |
619,950 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.46 |
85.20 |
80.80 |
|
| R3 |
84.30 |
83.04 |
80.20 |
|
| R2 |
82.14 |
82.14 |
80.01 |
|
| R1 |
80.88 |
80.88 |
79.81 |
80.43 |
| PP |
79.98 |
79.98 |
79.98 |
79.76 |
| S1 |
78.72 |
78.72 |
79.41 |
78.27 |
| S2 |
77.82 |
77.82 |
79.21 |
|
| S3 |
75.66 |
76.56 |
79.02 |
|
| S4 |
73.50 |
74.40 |
78.42 |
|
|
| 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 |
79.09 |
3.76 |
4.7% |
1.56 |
2.0% |
14% |
False |
True |
112,512 |
| 10 |
82.85 |
77.56 |
5.29 |
6.6% |
1.95 |
2.4% |
39% |
False |
False |
111,557 |
| 20 |
82.85 |
73.92 |
8.93 |
11.2% |
1.75 |
2.2% |
64% |
False |
False |
104,018 |
| 40 |
82.85 |
67.40 |
15.45 |
19.4% |
1.81 |
2.3% |
79% |
False |
False |
96,516 |
| 60 |
82.85 |
66.36 |
16.49 |
20.7% |
2.00 |
2.5% |
80% |
False |
False |
89,127 |
| 80 |
82.85 |
63.00 |
19.85 |
24.9% |
2.10 |
2.6% |
84% |
False |
False |
82,611 |
| 100 |
82.85 |
63.00 |
19.85 |
24.9% |
2.04 |
2.6% |
84% |
False |
False |
78,606 |
| 120 |
82.85 |
63.00 |
19.85 |
24.9% |
2.14 |
2.7% |
84% |
False |
False |
75,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.43 |
|
2.618 |
86.90 |
|
1.618 |
84.74 |
|
1.000 |
83.41 |
|
0.618 |
82.58 |
|
HIGH |
81.25 |
|
0.618 |
80.42 |
|
0.500 |
80.17 |
|
0.382 |
79.92 |
|
LOW |
79.09 |
|
0.618 |
77.76 |
|
1.000 |
76.93 |
|
1.618 |
75.60 |
|
2.618 |
73.44 |
|
4.250 |
69.91 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
80.17 |
80.58 |
| PP |
79.98 |
80.25 |
| S1 |
79.80 |
79.93 |
|