NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
80.83 |
79.76 |
-1.07 |
-1.3% |
81.13 |
| High |
81.25 |
80.16 |
-1.09 |
-1.3% |
82.85 |
| Low |
79.09 |
78.07 |
-1.02 |
-1.3% |
78.70 |
| Close |
79.61 |
78.42 |
-1.19 |
-1.5% |
81.51 |
| Range |
2.16 |
2.09 |
-0.07 |
-3.2% |
4.15 |
| ATR |
1.82 |
1.84 |
0.02 |
1.1% |
0.00 |
| Volume |
99,398 |
147,699 |
48,301 |
48.6% |
619,950 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.15 |
83.88 |
79.57 |
|
| R3 |
83.06 |
81.79 |
78.99 |
|
| R2 |
80.97 |
80.97 |
78.80 |
|
| R1 |
79.70 |
79.70 |
78.61 |
79.29 |
| PP |
78.88 |
78.88 |
78.88 |
78.68 |
| S1 |
77.61 |
77.61 |
78.23 |
77.20 |
| S2 |
76.79 |
76.79 |
78.04 |
|
| S3 |
74.70 |
75.52 |
77.85 |
|
| S4 |
72.61 |
73.43 |
77.27 |
|
|
| 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 |
78.07 |
4.78 |
6.1% |
1.67 |
2.1% |
7% |
False |
True |
109,465 |
| 10 |
82.85 |
77.56 |
5.29 |
6.7% |
1.85 |
2.4% |
16% |
False |
False |
114,800 |
| 20 |
82.85 |
73.92 |
8.93 |
11.4% |
1.77 |
2.3% |
50% |
False |
False |
106,731 |
| 40 |
82.85 |
67.40 |
15.45 |
19.7% |
1.81 |
2.3% |
71% |
False |
False |
98,506 |
| 60 |
82.85 |
66.36 |
16.49 |
21.0% |
2.00 |
2.5% |
73% |
False |
False |
90,786 |
| 80 |
82.85 |
63.00 |
19.85 |
25.3% |
2.11 |
2.7% |
78% |
False |
False |
83,914 |
| 100 |
82.85 |
63.00 |
19.85 |
25.3% |
2.04 |
2.6% |
78% |
False |
False |
79,594 |
| 120 |
82.85 |
63.00 |
19.85 |
25.3% |
2.14 |
2.7% |
78% |
False |
False |
76,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.04 |
|
2.618 |
85.63 |
|
1.618 |
83.54 |
|
1.000 |
82.25 |
|
0.618 |
81.45 |
|
HIGH |
80.16 |
|
0.618 |
79.36 |
|
0.500 |
79.12 |
|
0.382 |
78.87 |
|
LOW |
78.07 |
|
0.618 |
76.78 |
|
1.000 |
75.98 |
|
1.618 |
74.69 |
|
2.618 |
72.60 |
|
4.250 |
69.19 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
79.12 |
79.73 |
| PP |
78.88 |
79.29 |
| S1 |
78.65 |
78.86 |
|