NYMEX Light Sweet Crude Oil Future January 2024
| 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 |
85.08 |
84.23 |
-0.85 |
-1.0% |
83.48 |
| High |
85.25 |
85.40 |
0.15 |
0.2% |
85.49 |
| Low |
84.05 |
83.89 |
-0.16 |
-0.2% |
82.75 |
| Close |
84.49 |
85.15 |
0.66 |
0.8% |
85.15 |
| Range |
1.20 |
1.51 |
0.31 |
25.8% |
2.74 |
| ATR |
1.68 |
1.67 |
-0.01 |
-0.7% |
0.00 |
| Volume |
39,213 |
46,282 |
7,069 |
18.0% |
196,583 |
|
| Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.34 |
88.76 |
85.98 |
|
| R3 |
87.83 |
87.25 |
85.57 |
|
| R2 |
86.32 |
86.32 |
85.43 |
|
| R1 |
85.74 |
85.74 |
85.29 |
86.03 |
| PP |
84.81 |
84.81 |
84.81 |
84.96 |
| S1 |
84.23 |
84.23 |
85.01 |
84.52 |
| S2 |
83.30 |
83.30 |
84.87 |
|
| S3 |
81.79 |
82.72 |
84.73 |
|
| S4 |
80.28 |
81.21 |
84.32 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.68 |
91.66 |
86.66 |
|
| R3 |
89.94 |
88.92 |
85.90 |
|
| R2 |
87.20 |
87.20 |
85.65 |
|
| R1 |
86.18 |
86.18 |
85.40 |
86.69 |
| PP |
84.46 |
84.46 |
84.46 |
84.72 |
| S1 |
83.44 |
83.44 |
84.90 |
83.95 |
| S2 |
81.72 |
81.72 |
84.65 |
|
| S3 |
78.98 |
80.70 |
84.40 |
|
| S4 |
76.24 |
77.96 |
83.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.49 |
81.45 |
4.04 |
4.7% |
1.83 |
2.1% |
92% |
False |
False |
55,592 |
| 10 |
85.49 |
77.10 |
8.39 |
9.9% |
1.68 |
2.0% |
96% |
False |
False |
44,422 |
| 20 |
85.49 |
76.75 |
8.74 |
10.3% |
1.61 |
1.9% |
96% |
False |
False |
37,190 |
| 40 |
85.49 |
72.84 |
12.65 |
14.9% |
1.66 |
1.9% |
97% |
False |
False |
30,860 |
| 60 |
85.49 |
67.26 |
18.23 |
21.4% |
1.71 |
2.0% |
98% |
False |
False |
26,796 |
| 80 |
85.49 |
66.22 |
19.27 |
22.6% |
1.81 |
2.1% |
98% |
False |
False |
22,293 |
| 100 |
85.49 |
65.00 |
20.49 |
24.1% |
1.84 |
2.2% |
98% |
False |
False |
18,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.82 |
|
2.618 |
89.35 |
|
1.618 |
87.84 |
|
1.000 |
86.91 |
|
0.618 |
86.33 |
|
HIGH |
85.40 |
|
0.618 |
84.82 |
|
0.500 |
84.65 |
|
0.382 |
84.47 |
|
LOW |
83.89 |
|
0.618 |
82.96 |
|
1.000 |
82.38 |
|
1.618 |
81.45 |
|
2.618 |
79.94 |
|
4.250 |
77.47 |
|
|
| Fisher Pivots for day following 08-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
84.98 |
84.98 |
| PP |
84.81 |
84.80 |
| S1 |
84.65 |
84.63 |
|