NYMEX Light Sweet Crude Oil Future February 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 |
84.31 |
83.40 |
-0.91 |
-1.1% |
82.74 |
| High |
84.34 |
84.52 |
0.18 |
0.2% |
84.63 |
| Low |
83.32 |
83.11 |
-0.21 |
-0.3% |
82.06 |
| Close |
83.69 |
84.31 |
0.62 |
0.7% |
84.31 |
| Range |
1.02 |
1.41 |
0.39 |
38.2% |
2.57 |
| ATR |
1.58 |
1.57 |
-0.01 |
-0.8% |
0.00 |
| Volume |
22,070 |
26,282 |
4,212 |
19.1% |
110,490 |
|
| Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.21 |
87.67 |
85.09 |
|
| R3 |
86.80 |
86.26 |
84.70 |
|
| R2 |
85.39 |
85.39 |
84.57 |
|
| R1 |
84.85 |
84.85 |
84.44 |
85.12 |
| PP |
83.98 |
83.98 |
83.98 |
84.12 |
| S1 |
83.44 |
83.44 |
84.18 |
83.71 |
| S2 |
82.57 |
82.57 |
84.05 |
|
| S3 |
81.16 |
82.03 |
83.92 |
|
| S4 |
79.75 |
80.62 |
83.53 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.38 |
90.41 |
85.72 |
|
| R3 |
88.81 |
87.84 |
85.02 |
|
| R2 |
86.24 |
86.24 |
84.78 |
|
| R1 |
85.27 |
85.27 |
84.55 |
85.76 |
| PP |
83.67 |
83.67 |
83.67 |
83.91 |
| S1 |
82.70 |
82.70 |
84.07 |
83.19 |
| S2 |
81.10 |
81.10 |
83.84 |
|
| S3 |
78.53 |
80.13 |
83.60 |
|
| S4 |
75.96 |
77.56 |
82.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.63 |
80.80 |
3.83 |
4.5% |
1.70 |
2.0% |
92% |
False |
False |
28,422 |
| 10 |
84.63 |
76.76 |
7.87 |
9.3% |
1.56 |
1.9% |
96% |
False |
False |
22,302 |
| 20 |
84.63 |
76.43 |
8.20 |
9.7% |
1.52 |
1.8% |
96% |
False |
False |
17,935 |
| 40 |
84.63 |
72.60 |
12.03 |
14.3% |
1.56 |
1.8% |
97% |
False |
False |
14,355 |
| 60 |
84.63 |
67.07 |
17.56 |
20.8% |
1.62 |
1.9% |
98% |
False |
False |
12,185 |
| 80 |
84.63 |
65.90 |
18.73 |
22.2% |
1.69 |
2.0% |
98% |
False |
False |
10,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.51 |
|
2.618 |
88.21 |
|
1.618 |
86.80 |
|
1.000 |
85.93 |
|
0.618 |
85.39 |
|
HIGH |
84.52 |
|
0.618 |
83.98 |
|
0.500 |
83.82 |
|
0.382 |
83.65 |
|
LOW |
83.11 |
|
0.618 |
82.24 |
|
1.000 |
81.70 |
|
1.618 |
80.83 |
|
2.618 |
79.42 |
|
4.250 |
77.12 |
|
|
| Fisher Pivots for day following 08-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
84.15 |
84.15 |
| PP |
83.98 |
83.98 |
| S1 |
83.82 |
83.82 |
|