NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 07-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
85.21 |
85.92 |
0.71 |
0.8% |
79.27 |
| High |
86.39 |
86.14 |
-0.25 |
-0.3% |
84.30 |
| Low |
84.54 |
84.85 |
0.31 |
0.4% |
78.51 |
| Close |
85.93 |
85.32 |
-0.61 |
-0.7% |
83.90 |
| Range |
1.85 |
1.29 |
-0.56 |
-30.3% |
5.79 |
| ATR |
1.82 |
1.78 |
-0.04 |
-2.1% |
0.00 |
| Volume |
117,006 |
92,366 |
-24,640 |
-21.1% |
586,705 |
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.31 |
88.60 |
86.03 |
|
| R3 |
88.02 |
87.31 |
85.67 |
|
| R2 |
86.73 |
86.73 |
85.56 |
|
| R1 |
86.02 |
86.02 |
85.44 |
85.73 |
| PP |
85.44 |
85.44 |
85.44 |
85.29 |
| S1 |
84.73 |
84.73 |
85.20 |
84.44 |
| S2 |
84.15 |
84.15 |
85.08 |
|
| S3 |
82.86 |
83.44 |
84.97 |
|
| S4 |
81.57 |
82.15 |
84.61 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.61 |
97.54 |
87.08 |
|
| R3 |
93.82 |
91.75 |
85.49 |
|
| R2 |
88.03 |
88.03 |
84.96 |
|
| R1 |
85.96 |
85.96 |
84.43 |
87.00 |
| PP |
82.24 |
82.24 |
82.24 |
82.75 |
| S1 |
80.17 |
80.17 |
83.37 |
81.21 |
| S2 |
76.45 |
76.45 |
82.84 |
|
| S3 |
70.66 |
74.38 |
82.31 |
|
| S4 |
64.87 |
68.59 |
80.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.39 |
80.45 |
5.94 |
7.0% |
2.01 |
2.4% |
82% |
False |
False |
146,188 |
| 10 |
86.39 |
77.03 |
9.36 |
11.0% |
1.77 |
2.1% |
89% |
False |
False |
123,341 |
| 20 |
86.39 |
77.03 |
9.36 |
11.0% |
1.71 |
2.0% |
89% |
False |
False |
116,455 |
| 40 |
86.39 |
73.12 |
13.27 |
15.6% |
1.76 |
2.1% |
92% |
False |
False |
109,709 |
| 60 |
86.39 |
66.85 |
19.54 |
22.9% |
1.83 |
2.1% |
95% |
False |
False |
101,564 |
| 80 |
86.39 |
66.36 |
20.03 |
23.5% |
1.95 |
2.3% |
95% |
False |
False |
93,319 |
| 100 |
86.39 |
63.00 |
23.39 |
27.4% |
2.03 |
2.4% |
95% |
False |
False |
87,448 |
| 120 |
86.39 |
63.00 |
23.39 |
27.4% |
2.03 |
2.4% |
95% |
False |
False |
84,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.62 |
|
2.618 |
89.52 |
|
1.618 |
88.23 |
|
1.000 |
87.43 |
|
0.618 |
86.94 |
|
HIGH |
86.14 |
|
0.618 |
85.65 |
|
0.500 |
85.50 |
|
0.382 |
85.34 |
|
LOW |
84.85 |
|
0.618 |
84.05 |
|
1.000 |
83.56 |
|
1.618 |
82.76 |
|
2.618 |
81.47 |
|
4.250 |
79.37 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
85.50 |
85.20 |
| PP |
85.44 |
85.07 |
| S1 |
85.38 |
84.95 |
|