NYMEX Light Sweet Crude Oil Future January 2024
| 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 |
84.39 |
85.08 |
0.69 |
0.8% |
79.00 |
| High |
85.49 |
85.25 |
-0.24 |
-0.3% |
83.47 |
| Low |
83.77 |
84.05 |
0.28 |
0.3% |
78.08 |
| Close |
85.06 |
84.49 |
-0.57 |
-0.7% |
83.11 |
| Range |
1.72 |
1.20 |
-0.52 |
-30.2% |
5.39 |
| ATR |
1.72 |
1.68 |
-0.04 |
-2.2% |
0.00 |
| Volume |
42,624 |
39,213 |
-3,411 |
-8.0% |
212,101 |
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.20 |
87.54 |
85.15 |
|
| R3 |
87.00 |
86.34 |
84.82 |
|
| R2 |
85.80 |
85.80 |
84.71 |
|
| R1 |
85.14 |
85.14 |
84.60 |
84.87 |
| PP |
84.60 |
84.60 |
84.60 |
84.46 |
| S1 |
83.94 |
83.94 |
84.38 |
83.67 |
| S2 |
83.40 |
83.40 |
84.27 |
|
| S3 |
82.20 |
82.74 |
84.16 |
|
| S4 |
81.00 |
81.54 |
83.83 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.72 |
95.81 |
86.07 |
|
| R3 |
92.33 |
90.42 |
84.59 |
|
| R2 |
86.94 |
86.94 |
84.10 |
|
| R1 |
85.03 |
85.03 |
83.60 |
85.99 |
| PP |
81.55 |
81.55 |
81.55 |
82.03 |
| S1 |
79.64 |
79.64 |
82.62 |
80.60 |
| S2 |
76.16 |
76.16 |
82.12 |
|
| S3 |
70.77 |
74.25 |
81.63 |
|
| S4 |
65.38 |
68.86 |
80.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.49 |
79.90 |
5.59 |
6.6% |
1.87 |
2.2% |
82% |
False |
False |
58,978 |
| 10 |
85.49 |
76.75 |
8.74 |
10.3% |
1.68 |
2.0% |
89% |
False |
False |
44,034 |
| 20 |
85.49 |
76.75 |
8.74 |
10.3% |
1.61 |
1.9% |
89% |
False |
False |
36,470 |
| 40 |
85.49 |
72.84 |
12.65 |
15.0% |
1.66 |
2.0% |
92% |
False |
False |
30,435 |
| 60 |
85.49 |
66.73 |
18.76 |
22.2% |
1.72 |
2.0% |
95% |
False |
False |
26,275 |
| 80 |
85.49 |
66.22 |
19.27 |
22.8% |
1.82 |
2.1% |
95% |
False |
False |
21,787 |
| 100 |
85.49 |
65.00 |
20.49 |
24.3% |
1.84 |
2.2% |
95% |
False |
False |
18,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.35 |
|
2.618 |
88.39 |
|
1.618 |
87.19 |
|
1.000 |
86.45 |
|
0.618 |
85.99 |
|
HIGH |
85.25 |
|
0.618 |
84.79 |
|
0.500 |
84.65 |
|
0.382 |
84.51 |
|
LOW |
84.05 |
|
0.618 |
83.31 |
|
1.000 |
82.85 |
|
1.618 |
82.11 |
|
2.618 |
80.91 |
|
4.250 |
78.95 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
84.65 |
84.37 |
| PP |
84.60 |
84.24 |
| S1 |
84.54 |
84.12 |
|