NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 08-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
85.92 |
85.17 |
-0.75 |
-0.9% |
84.19 |
| High |
86.14 |
86.32 |
0.18 |
0.2% |
86.39 |
| Low |
84.85 |
84.68 |
-0.17 |
-0.2% |
83.51 |
| Close |
85.32 |
86.00 |
0.68 |
0.8% |
86.00 |
| Range |
1.29 |
1.64 |
0.35 |
27.1% |
2.88 |
| ATR |
1.78 |
1.77 |
-0.01 |
-0.6% |
0.00 |
| Volume |
92,366 |
103,864 |
11,498 |
12.4% |
488,008 |
|
| Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.59 |
89.93 |
86.90 |
|
| R3 |
88.95 |
88.29 |
86.45 |
|
| R2 |
87.31 |
87.31 |
86.30 |
|
| R1 |
86.65 |
86.65 |
86.15 |
86.98 |
| PP |
85.67 |
85.67 |
85.67 |
85.83 |
| S1 |
85.01 |
85.01 |
85.85 |
85.34 |
| S2 |
84.03 |
84.03 |
85.70 |
|
| S3 |
82.39 |
83.37 |
85.55 |
|
| S4 |
80.75 |
81.73 |
85.10 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.94 |
92.85 |
87.58 |
|
| R3 |
91.06 |
89.97 |
86.79 |
|
| R2 |
88.18 |
88.18 |
86.53 |
|
| R1 |
87.09 |
87.09 |
86.26 |
87.64 |
| PP |
85.30 |
85.30 |
85.30 |
85.57 |
| S1 |
84.21 |
84.21 |
85.74 |
84.76 |
| S2 |
82.42 |
82.42 |
85.47 |
|
| S3 |
79.54 |
81.33 |
85.21 |
|
| S4 |
76.66 |
78.45 |
84.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.39 |
82.09 |
4.30 |
5.0% |
1.96 |
2.3% |
91% |
False |
False |
135,012 |
| 10 |
86.39 |
77.46 |
8.93 |
10.4% |
1.78 |
2.1% |
96% |
False |
False |
120,848 |
| 20 |
86.39 |
77.03 |
9.36 |
10.9% |
1.71 |
2.0% |
96% |
False |
False |
115,565 |
| 40 |
86.39 |
73.12 |
13.27 |
15.4% |
1.76 |
2.0% |
97% |
False |
False |
109,397 |
| 60 |
86.39 |
67.40 |
18.99 |
22.1% |
1.81 |
2.1% |
98% |
False |
False |
101,802 |
| 80 |
86.39 |
66.36 |
20.03 |
23.3% |
1.94 |
2.3% |
98% |
False |
False |
94,035 |
| 100 |
86.39 |
63.00 |
23.39 |
27.2% |
2.03 |
2.4% |
98% |
False |
False |
88,010 |
| 120 |
86.39 |
63.00 |
23.39 |
27.2% |
2.01 |
2.3% |
98% |
False |
False |
84,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.29 |
|
2.618 |
90.61 |
|
1.618 |
88.97 |
|
1.000 |
87.96 |
|
0.618 |
87.33 |
|
HIGH |
86.32 |
|
0.618 |
85.69 |
|
0.500 |
85.50 |
|
0.382 |
85.31 |
|
LOW |
84.68 |
|
0.618 |
83.67 |
|
1.000 |
83.04 |
|
1.618 |
82.03 |
|
2.618 |
80.39 |
|
4.250 |
77.71 |
|
|
| Fisher Pivots for day following 08-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
85.83 |
85.82 |
| PP |
85.67 |
85.64 |
| S1 |
85.50 |
85.47 |
|