NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 23-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
79.48 |
79.00 |
-0.48 |
-0.6% |
81.37 |
| High |
79.73 |
79.27 |
-0.46 |
-0.6% |
81.38 |
| Low |
78.86 |
77.04 |
-1.82 |
-2.3% |
77.98 |
| Close |
79.03 |
78.28 |
-0.75 |
-0.9% |
79.75 |
| Range |
0.87 |
2.23 |
1.36 |
156.3% |
3.40 |
| ATR |
1.74 |
1.77 |
0.04 |
2.0% |
0.00 |
| Volume |
99,799 |
112,927 |
13,128 |
13.2% |
574,748 |
|
| Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.89 |
83.81 |
79.51 |
|
| R3 |
82.66 |
81.58 |
78.89 |
|
| R2 |
80.43 |
80.43 |
78.69 |
|
| R1 |
79.35 |
79.35 |
78.48 |
78.78 |
| PP |
78.20 |
78.20 |
78.20 |
77.91 |
| S1 |
77.12 |
77.12 |
78.08 |
76.55 |
| S2 |
75.97 |
75.97 |
77.87 |
|
| S3 |
73.74 |
74.89 |
77.67 |
|
| S4 |
71.51 |
72.66 |
77.05 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.90 |
88.23 |
81.62 |
|
| R3 |
86.50 |
84.83 |
80.69 |
|
| R2 |
83.10 |
83.10 |
80.37 |
|
| R1 |
81.43 |
81.43 |
80.06 |
80.57 |
| PP |
79.70 |
79.70 |
79.70 |
79.27 |
| S1 |
78.03 |
78.03 |
79.44 |
77.17 |
| S2 |
76.30 |
76.30 |
79.13 |
|
| S3 |
72.90 |
74.63 |
78.82 |
|
| S4 |
69.50 |
71.23 |
77.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.77 |
77.04 |
3.73 |
4.8% |
1.63 |
2.1% |
33% |
False |
True |
109,675 |
| 10 |
82.85 |
77.04 |
5.81 |
7.4% |
1.65 |
2.1% |
21% |
False |
True |
109,570 |
| 20 |
82.85 |
77.04 |
5.81 |
7.4% |
1.79 |
2.3% |
21% |
False |
True |
109,126 |
| 40 |
82.85 |
67.48 |
15.37 |
19.6% |
1.75 |
2.2% |
70% |
False |
False |
100,841 |
| 60 |
82.85 |
66.36 |
16.49 |
21.1% |
1.97 |
2.5% |
72% |
False |
False |
94,664 |
| 80 |
82.85 |
63.00 |
19.85 |
25.4% |
2.06 |
2.6% |
77% |
False |
False |
86,969 |
| 100 |
82.85 |
63.00 |
19.85 |
25.4% |
2.01 |
2.6% |
77% |
False |
False |
82,186 |
| 120 |
82.85 |
63.00 |
19.85 |
25.4% |
2.14 |
2.7% |
77% |
False |
False |
79,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.75 |
|
2.618 |
85.11 |
|
1.618 |
82.88 |
|
1.000 |
81.50 |
|
0.618 |
80.65 |
|
HIGH |
79.27 |
|
0.618 |
78.42 |
|
0.500 |
78.16 |
|
0.382 |
77.89 |
|
LOW |
77.04 |
|
0.618 |
75.66 |
|
1.000 |
74.81 |
|
1.618 |
73.43 |
|
2.618 |
71.20 |
|
4.250 |
67.56 |
|
|
| Fisher Pivots for day following 23-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
78.24 |
78.91 |
| PP |
78.20 |
78.70 |
| S1 |
78.16 |
78.49 |
|