NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 15-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
80.78 |
80.27 |
-0.51 |
-0.6% |
81.00 |
| High |
80.84 |
80.70 |
-0.14 |
-0.2% |
82.20 |
| Low |
79.78 |
78.66 |
-1.12 |
-1.4% |
78.28 |
| Close |
80.36 |
79.17 |
-1.19 |
-1.5% |
81.00 |
| Range |
1.06 |
2.04 |
0.98 |
92.5% |
3.92 |
| ATR |
1.69 |
1.71 |
0.03 |
1.5% |
0.00 |
| Volume |
19,212 |
29,590 |
10,378 |
54.0% |
152,182 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.63 |
84.44 |
80.29 |
|
| R3 |
83.59 |
82.40 |
79.73 |
|
| R2 |
81.55 |
81.55 |
79.54 |
|
| R1 |
80.36 |
80.36 |
79.36 |
79.94 |
| PP |
79.51 |
79.51 |
79.51 |
79.30 |
| S1 |
78.32 |
78.32 |
78.98 |
77.90 |
| S2 |
77.47 |
77.47 |
78.80 |
|
| S3 |
75.43 |
76.28 |
78.61 |
|
| S4 |
73.39 |
74.24 |
78.05 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.25 |
90.55 |
83.16 |
|
| R3 |
88.33 |
86.63 |
82.08 |
|
| R2 |
84.41 |
84.41 |
81.72 |
|
| R1 |
82.71 |
82.71 |
81.36 |
82.96 |
| PP |
80.49 |
80.49 |
80.49 |
80.62 |
| S1 |
78.79 |
78.79 |
80.64 |
79.04 |
| S2 |
76.57 |
76.57 |
80.28 |
|
| S3 |
72.65 |
74.87 |
79.92 |
|
| S4 |
68.73 |
70.95 |
78.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.20 |
78.66 |
3.54 |
4.5% |
1.44 |
1.8% |
14% |
False |
True |
29,961 |
| 10 |
82.20 |
77.17 |
5.03 |
6.4% |
1.84 |
2.3% |
40% |
False |
False |
27,515 |
| 20 |
82.20 |
73.64 |
8.56 |
10.8% |
1.64 |
2.1% |
65% |
False |
False |
25,430 |
| 40 |
82.20 |
67.26 |
14.94 |
18.9% |
1.71 |
2.2% |
80% |
False |
False |
22,579 |
| 60 |
82.20 |
66.22 |
15.98 |
20.2% |
1.86 |
2.4% |
81% |
False |
False |
18,439 |
| 80 |
82.20 |
65.00 |
17.20 |
21.7% |
1.90 |
2.4% |
82% |
False |
False |
15,001 |
| 100 |
82.20 |
65.00 |
17.20 |
21.7% |
1.83 |
2.3% |
82% |
False |
False |
12,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.37 |
|
2.618 |
86.04 |
|
1.618 |
84.00 |
|
1.000 |
82.74 |
|
0.618 |
81.96 |
|
HIGH |
80.70 |
|
0.618 |
79.92 |
|
0.500 |
79.68 |
|
0.382 |
79.44 |
|
LOW |
78.66 |
|
0.618 |
77.40 |
|
1.000 |
76.62 |
|
1.618 |
75.36 |
|
2.618 |
73.32 |
|
4.250 |
69.99 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
79.68 |
80.10 |
| PP |
79.51 |
79.79 |
| S1 |
79.34 |
79.48 |
|