NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 31-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
81.29 |
81.70 |
0.41 |
0.5% |
80.76 |
| High |
82.05 |
83.69 |
1.64 |
2.0% |
81.75 |
| Low |
80.88 |
81.48 |
0.60 |
0.7% |
77.59 |
| Close |
81.63 |
83.63 |
2.00 |
2.5% |
79.83 |
| Range |
1.17 |
2.21 |
1.04 |
88.9% |
4.16 |
| ATR |
1.86 |
1.89 |
0.02 |
1.3% |
0.00 |
| Volume |
299,418 |
368,848 |
69,430 |
23.2% |
1,788,116 |
|
| Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.56 |
88.81 |
84.85 |
|
| R3 |
87.35 |
86.60 |
84.24 |
|
| R2 |
85.14 |
85.14 |
84.04 |
|
| R1 |
84.39 |
84.39 |
83.83 |
84.77 |
| PP |
82.93 |
82.93 |
82.93 |
83.12 |
| S1 |
82.18 |
82.18 |
83.43 |
82.56 |
| S2 |
80.72 |
80.72 |
83.22 |
|
| S3 |
78.51 |
79.97 |
83.02 |
|
| S4 |
76.30 |
77.76 |
82.41 |
|
|
| 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 |
83.69 |
78.14 |
5.55 |
6.6% |
1.80 |
2.2% |
99% |
True |
False |
322,085 |
| 10 |
83.69 |
77.59 |
6.10 |
7.3% |
1.76 |
2.1% |
99% |
True |
False |
336,458 |
| 20 |
84.16 |
77.59 |
6.57 |
7.9% |
1.86 |
2.2% |
92% |
False |
False |
260,348 |
| 40 |
84.16 |
71.01 |
13.15 |
15.7% |
1.89 |
2.3% |
96% |
False |
False |
183,201 |
| 60 |
84.16 |
66.83 |
17.33 |
20.7% |
2.02 |
2.4% |
97% |
False |
False |
144,851 |
| 80 |
84.16 |
66.83 |
17.33 |
20.7% |
2.08 |
2.5% |
97% |
False |
False |
116,531 |
| 100 |
84.16 |
64.58 |
19.58 |
23.4% |
2.12 |
2.5% |
97% |
False |
False |
98,216 |
| 120 |
84.16 |
64.42 |
19.74 |
23.6% |
2.20 |
2.6% |
97% |
False |
False |
84,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.08 |
|
2.618 |
89.48 |
|
1.618 |
87.27 |
|
1.000 |
85.90 |
|
0.618 |
85.06 |
|
HIGH |
83.69 |
|
0.618 |
82.85 |
|
0.500 |
82.59 |
|
0.382 |
82.32 |
|
LOW |
81.48 |
|
0.618 |
80.11 |
|
1.000 |
79.27 |
|
1.618 |
77.90 |
|
2.618 |
75.69 |
|
4.250 |
72.09 |
|
|
| Fisher Pivots for day following 31-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
83.28 |
82.93 |
| PP |
82.93 |
82.22 |
| S1 |
82.59 |
81.52 |
|