NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
78.88 |
80.15 |
1.27 |
1.6% |
80.76 |
| High |
80.45 |
80.87 |
0.42 |
0.5% |
81.75 |
| Low |
78.14 |
79.61 |
1.47 |
1.9% |
77.59 |
| Close |
79.83 |
80.10 |
0.27 |
0.3% |
79.83 |
| Range |
2.31 |
1.26 |
-1.05 |
-45.5% |
4.16 |
| ATR |
1.95 |
1.90 |
-0.05 |
-2.5% |
0.00 |
| Volume |
411,409 |
246,584 |
-164,825 |
-40.1% |
1,788,116 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.97 |
83.30 |
80.79 |
|
| R3 |
82.71 |
82.04 |
80.45 |
|
| R2 |
81.45 |
81.45 |
80.33 |
|
| R1 |
80.78 |
80.78 |
80.22 |
80.49 |
| PP |
80.19 |
80.19 |
80.19 |
80.05 |
| S1 |
79.52 |
79.52 |
79.98 |
79.23 |
| S2 |
78.93 |
78.93 |
79.87 |
|
| S3 |
77.67 |
78.26 |
79.75 |
|
| S4 |
76.41 |
77.00 |
79.41 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.20 |
90.18 |
82.12 |
|
| R3 |
88.04 |
86.02 |
80.97 |
|
| R2 |
83.88 |
83.88 |
80.59 |
|
| R1 |
81.86 |
81.86 |
80.21 |
80.79 |
| PP |
79.72 |
79.72 |
79.72 |
79.19 |
| S1 |
77.70 |
77.70 |
79.45 |
76.63 |
| S2 |
75.56 |
75.56 |
79.07 |
|
| S3 |
71.40 |
73.54 |
78.69 |
|
| S4 |
67.24 |
69.38 |
77.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.87 |
77.59 |
3.28 |
4.1% |
1.69 |
2.1% |
77% |
True |
False |
334,571 |
| 10 |
82.33 |
77.59 |
4.74 |
5.9% |
1.89 |
2.4% |
53% |
False |
False |
308,797 |
| 20 |
84.16 |
77.59 |
6.57 |
8.2% |
1.99 |
2.5% |
38% |
False |
False |
232,299 |
| 40 |
84.16 |
69.72 |
14.44 |
18.0% |
1.90 |
2.4% |
72% |
False |
False |
165,698 |
| 60 |
84.16 |
66.83 |
17.33 |
21.6% |
2.05 |
2.6% |
77% |
False |
False |
131,147 |
| 80 |
84.16 |
64.58 |
19.58 |
24.4% |
2.13 |
2.7% |
79% |
False |
False |
105,771 |
| 100 |
84.16 |
64.58 |
19.58 |
24.4% |
2.10 |
2.6% |
79% |
False |
False |
89,147 |
| 120 |
84.16 |
64.42 |
19.74 |
24.6% |
2.21 |
2.8% |
79% |
False |
False |
76,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.23 |
|
2.618 |
84.17 |
|
1.618 |
82.91 |
|
1.000 |
82.13 |
|
0.618 |
81.65 |
|
HIGH |
80.87 |
|
0.618 |
80.39 |
|
0.500 |
80.24 |
|
0.382 |
80.09 |
|
LOW |
79.61 |
|
0.618 |
78.83 |
|
1.000 |
78.35 |
|
1.618 |
77.57 |
|
2.618 |
76.31 |
|
4.250 |
74.26 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
80.24 |
79.81 |
| PP |
80.19 |
79.52 |
| S1 |
80.15 |
79.23 |
|