NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 29-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2023 |
29-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
79.27 |
79.08 |
-0.19 |
-0.2% |
79.82 |
| High |
79.99 |
80.37 |
0.38 |
0.5% |
80.77 |
| Low |
78.83 |
78.51 |
-0.32 |
-0.4% |
77.03 |
| Close |
79.21 |
80.17 |
0.96 |
1.2% |
79.09 |
| Range |
1.16 |
1.86 |
0.70 |
60.3% |
3.74 |
| ATR |
1.74 |
1.74 |
0.01 |
0.5% |
0.00 |
| Volume |
57,340 |
87,819 |
30,479 |
53.2% |
560,785 |
|
| Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.26 |
84.58 |
81.19 |
|
| R3 |
83.40 |
82.72 |
80.68 |
|
| R2 |
81.54 |
81.54 |
80.51 |
|
| R1 |
80.86 |
80.86 |
80.34 |
81.20 |
| PP |
79.68 |
79.68 |
79.68 |
79.86 |
| S1 |
79.00 |
79.00 |
80.00 |
79.34 |
| S2 |
77.82 |
77.82 |
79.83 |
|
| S3 |
75.96 |
77.14 |
79.66 |
|
| S4 |
74.10 |
75.28 |
79.15 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.18 |
88.38 |
81.15 |
|
| R3 |
86.44 |
84.64 |
80.12 |
|
| R2 |
82.70 |
82.70 |
79.78 |
|
| R1 |
80.90 |
80.90 |
79.43 |
79.93 |
| PP |
78.96 |
78.96 |
78.96 |
78.48 |
| S1 |
77.16 |
77.16 |
78.75 |
76.19 |
| S2 |
75.22 |
75.22 |
78.40 |
|
| S3 |
71.48 |
73.42 |
78.06 |
|
| S4 |
67.74 |
69.68 |
77.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.37 |
77.03 |
3.34 |
4.2% |
1.77 |
2.2% |
94% |
True |
False |
104,129 |
| 10 |
80.77 |
77.03 |
3.74 |
4.7% |
1.69 |
2.1% |
84% |
False |
False |
110,379 |
| 20 |
82.85 |
77.03 |
5.82 |
7.3% |
1.82 |
2.3% |
54% |
False |
False |
110,968 |
| 40 |
82.85 |
69.50 |
13.35 |
16.7% |
1.74 |
2.2% |
80% |
False |
False |
102,711 |
| 60 |
82.85 |
66.36 |
16.49 |
20.6% |
1.89 |
2.4% |
84% |
False |
False |
96,536 |
| 80 |
82.85 |
66.36 |
16.49 |
20.6% |
1.97 |
2.5% |
84% |
False |
False |
87,780 |
| 100 |
82.85 |
63.00 |
19.85 |
24.8% |
2.00 |
2.5% |
86% |
False |
False |
82,540 |
| 120 |
82.85 |
63.00 |
19.85 |
24.8% |
2.11 |
2.6% |
86% |
False |
False |
81,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.28 |
|
2.618 |
85.24 |
|
1.618 |
83.38 |
|
1.000 |
82.23 |
|
0.618 |
81.52 |
|
HIGH |
80.37 |
|
0.618 |
79.66 |
|
0.500 |
79.44 |
|
0.382 |
79.22 |
|
LOW |
78.51 |
|
0.618 |
77.36 |
|
1.000 |
76.65 |
|
1.618 |
75.50 |
|
2.618 |
73.64 |
|
4.250 |
70.61 |
|
|
| Fisher Pivots for day following 29-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
79.93 |
79.75 |
| PP |
79.68 |
79.33 |
| S1 |
79.44 |
78.92 |
|