Technical analysis: Dell stock -6.80%, BP stock +3.73%

The 1 September session had a single engine, and it came from the debt market. Government bond yields rose across three continents on the same day: the US thirty-year above 5.30%, its highest since 2007, the thirty-year gilt at 5.89%, a level unseen since 1998, and the Japanese ten-year touching 3% for the first time in thirty years. Geopolitics piled on top, with renewed fighting around the Strait of Hormuz pushing Brent beyond 92 dollars. When rates and oil climb together, valuations pay the bill: the Nasdaq 100 ETF lost almost twice as much as the S&P 500 ETF.

In the cards below you will find the technical analysis of the names that moved the day — Dell stock and Oracle stock caught by the rate move, CrowdStrike stocks and Interactive Brokers among the sharpest falls, BP stock and Shell stocks carried by crude, Apple stock going the other way. The Milan market gets its own card, where Eni stock was the only real winner while Stellantis stock, STM stock, Enel stock and Intesa Sanpaolo stock all gave ground, and Europe's four indices close the picture. For each name you get our model's position, long or short, with the date the signal was triggered.

The news that moved our instruments

On this page

Debt breaks across three continents
Oil beyond 92 dollars
Milan: Eni holds, Stellantis and STM fall
US technology: distant earnings punished
Fifty signals turned in two sessions
Edison International and PG&E: the rebound
The ETFs that moved the session
European indices: Milan is the divergence
This week's signals: what changed
This week's earnings
Technical analysis of SPY and QQQ

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GLOBAL

The story of the day

Technical analysis of the session: debt breaks across three continents and drags equities down

The day's story did not start in equities. British government bonds led the selling — the ten-year above 5.2%, its highest since 2008, the thirty-year at 5.89%, unseen since 1998 — pulling Treasuries, Bunds and OATs along with them. The US thirty-year cleared 5.30%, the ten-year climbed back towards 4.78-4.81%, and the Japanese ten-year touched 3% for the first time in three decades. The fuse is identical in every market: rising energy prices, repriced inflation expectations and renewed worries about public debt.

The channel that carries those numbers into our charts is direct. A higher real yield compresses multiples, and it compresses them hardest where a company's earnings sit furthest into the future. That is why the Nasdaq 100 ETF fell 1.27% against 0.69% for the S&P 500 ETF, and why US technology finished second from bottom among eleven sectors.

How I read itOur dashboard had been flagging the tension for weeks, and it was not where most people were looking. Equity volatility rose 3.4% over the week and is flat across the month; bond volatility, by contrast, is up 9.7% in a single week, the Italy-Germany spread 8.6% over the month and rising for four consecutive weeks, tail risk 12%. Three tension gauges lined up on debt while the most closely watched indicator of all stands still: one of the two readings is wrong, and when they part company like this the bond market is rarely the one that corrects. Then there is the number I have been watching for three weeks, and yesterday it made the largest jump on the whole macro board: market participation — how many names are genuinely holding the index up — fell 11.4% in one session. A market that sustains prices with ever fewer participants grows fragile without looking fragile, and this is the day the fragility showed. For risk management there is one practical consequence: bonds provided no cushion in this session, they fell alongside equities, so classic diversification offered no shelter yesterday.

S&P 500 long (G / P) · Invesco QQQ Trust long (G / P) · Russell 2000 ETF long (G / P) · FTSE MIB ETF long (G / P) · DAX ETF long (G / P) *

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GLOBAL

The only sector in the green

Technical analysis of the oil complex: Hormuz lifts Brent beyond 92 dollars

Renewed hostilities around the Strait of Hormuz — American strikes on Larak Island and Iranian reprisals against the Emirates and Jordan — restored the geopolitical premium on crude: Brent climbed past 92 dollars and the US benchmark settled near 86.7. On our dashboard oil is now up 9.7% across four weeks.

The sector moved as a block on both sides of the Atlantic. Petrobras stock gained 5.06%, BP stock 3.73%, ConocoPhillips 2.79%, TotalEnergies 2.75%, Shell 2.63%, Chevron 2.38%, Exxon Mobil 2.24% and Occidental 1.28%. The US energy ETF closed up 1.27%, first among eleven sectors. The exception is Schlumberger, down 4.91% on a day when crude rose: a stock falling while its own sector gains is paying for something that concerns it alone.

How I read itOur model is long across the whole row, and on several of these positions it has been long for months: on Valero the signal has run since week thirty-five and the trade is worth 95.37%, on ConocoPhillips 18.73% since week eight, on Petroleo Brasileiro 13.13%, on Chevron 12.63%, on Occidental Petroleum 11.10%, on SLB 9.02%. And here comes the genuine change since Monday, which concerns flows rather than price. On Saturday I wrote that weekly money had not yet followed the sector higher; it has now, and this is not an artefact of the week still in progress. Counting closed bars only, flow on ConocoPhillips moves from minus 0.05 in late July to plus 0.31 on 24 August, on the energy ETF from minus 0.04 to plus 0.29, with BP and Shell climbing the same way. Four consecutive weeks of accumulation on closed bars: the theme now has money behind it, and that changes the verdict. Caution on entry price remains — Petroleo Brasileiro ran almost four times its typical swing in one session — but for swing trading the sector has moved from suspect theme to confirmed one.

Exxon Mobil long (G / P) · Chevron long (G / P) · ConocoPhillips long (G / P) · Occidental Petroleum long (G / P) · Valero Energy long (G / P) · SLB long (G / P) · BP long (G / P) · Shell long (G / P) · TotalEnergies long (G / P) · Petroleo Brasileiro long (G / P) · US energy ETF long (G / P) *

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ITALY

Milan

Technical analysis of the Milan market: Eni stock holds, Stellantis and STM stocks fall

The Milan market shed 1.41%, and beneath that number only one name genuinely held. Eni stock gained 1.54% and Tenaris stock 1.92%, both carried by crude. Everything else fell: Stellantis stock 2.40%, STM stocks 1.72%, Enel stock 1.92%, Ferrari 2.47%, Prysmian 2.58%.

Banks were hit by the same rate channel that moved everything else: Intesa Sanpaolo stock down 1.78%, Monte dei Paschi 1.37%, Mediobanca 1.32%, Generali 1.01%, UniCredit stocks 0.95% and BPER 0.35%, the latter having just opened its share buyback. At the bottom of the list Poste Italiane lost 3.78% and Telecom Italia 3.61%, both among the day's outsized moves. Behind Stellantis Milano sits the announced industrial reset: the 2026 dividend suspended and a write-down of roughly 26 billion on electric and battery investments.

How I read itOn the banks our model is long since April across the board, and it is the most solid block we hold on this market: on Intesa Sanpaolo the trade has run twenty-two weeks and is worth 17.87%, on Monte dei Paschi 24.59%, on UniCredit 16.06%. One bad session does not damage a five-month structure, but the technical note deserves stating: Intesa now sits three quarters of a point from its weekly Reversal Point, and Monte dei Paschi one tenth of a point. Those are the two positions closest to their exit level among everything we hold in Italy. Where the session worked for us is the short side: we are short Stellantis Milano since week thirteen with 26.94%, STMicroelectronics since week eight with 27.19%, Prysmian since week nine with 15.33%, Leonardo since week two with 3.57% and Enel since week four with 2.76% — five short positions in profit inside a falling session. On Eni we are long since week seven, so the oil move lands on a structure that was already pointing the right way. Where we are on the wrong side we say it in one line: we are short Tenaris and it rose yesterday.

Eni long (G / P) · Tenaris short (G / P) · Stellantis Milano short (G / P) · STMicroelectronics short (G / P) · Enel short (G / P) · Intesa Sanpaolo long (G / P) · UniCredit long (G / P) · Monte dei Paschi long (G / P) · Mediobanca long (G / P) · Assicurazioni Generali long (G / P) · BPER Banca long (G / P) · Leonardo short (G / P) · Prysmian short (G / P) · Ferrari long (G / P) · Poste Italiane long (G / P) · Telecom Italia long (G / P) *

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UNITED STATES

The sector that took the hit

Technical analysis of US technology: rates punish the most distant earnings

The US technology ETF shed 1.53%, second from bottom among eleven sectors, and the decline was broad rather than concentrated. Oracle stocks lost 5.23%, CrowdStrike 6.90%, Strategy 6.06%, ServiceNow 3.44%, Palantir 3.47%, Advanced Micro Devices 2.36%, Micron stock 2.64%, Qualcomm stocks 2.27% and Nvidia 1.51%. Outside the sector but inside the same family, Interactive Brokers fell 7.09%, the largest single drop in our universe: a broker losing 7% on the day yields jump is the most coherent reaction of the session. These are semiconductor stocks and software names hit by one mechanism, not by twelve separate stories.

Running the other way were Apple stocks, up 2.61%, and Meta, up 1.08% — the two with the strongest cash positions. And there is the counterpoint that matters: Dell stocks lost 6.80% in the session and then, after the close, reported revenue of 46.97 billion against 44.9 expected, earnings per share of 7.04 against 4.95, and full-year targets raised by more than 25 billion on demand for artificial intelligence infrastructure. Anyone running ai trading as a single theme has the lesson of the day in front of them: demand for artificial intelligence did not change, the discount rate did, and yesterday the discount rate won. It is the kind of session where a trading strategy built on one theme alone gets tested by something entirely outside it.

How I read itOn Dell Technologies we are long since week twenty-eight and the trade is worth 187.01%: it is the most profitable position we hold, and last night's numbers land on a structure that never stopped saying buy. On CrowdStrike we are long since week twenty with 91.97%, on Interactive Brokers since week twenty-one with 10.62%. On the short side the session worked for us on QUALCOMM, short since week eleven with 13.67%, and on Baidu, short since week thirteen with 22.04% on the day the company made its Hong Kong listing primary. Where we are on the wrong side we say so and move on: we are short Apple and Meta Platforms, and both rose yesterday. The price action reading I take away is about breadth: when a sector loses 1.53% with twelve names falling between 1.5% and 7%, there is no corporate story behind it — there is a discount rate. And a discount-rate decline stops when yields stop, not when good numbers arrive, as Dell demonstrated by beating estimates after falling 6.80%.

Dell Technologies long (G / P) · Oracle long (G / P) · CrowdStrike long (G / P) · Strategy long (G / P) · ServiceNow long (G / P) · Palantir Technologies long (G / P) · Advanced Micro Devices long (G / P) · Micron Technology short (G / P) · QUALCOMM short (G / P) · NVIDIA long (G / P) · Apple short (G / P) · Meta Platforms short (G / P) · Baidu short (G / P) · Interactive Brokers long (G / P) · US technology ETF long (G / P) *

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OUR MODEL

The weekly bar in progress

Fifty signals turned in two sessions: why they are still provisional

The weekly bar that opened on Monday 31 August contains only two sessions and closes on Friday 4 September. On that bar our model has already printed 50 signal changes: 34 from long to short and 16 the other way. For comparison, Monday carried seven. All of them are provisional: until the candle closes they can be withdrawn, and Monday and Tuesday are the days when that happens most often.

Two blocks stand out on their own. The first is defence: RTX, Lockheed Martin, Northrop Grumman, Airbus and Safran all printed a sell flip together, and three of them had already crossed their exit level on Monday. The second is Brazil, moving against the rest of the world: Vale, Banco do Brasil, CSN, Cemig and six other names printed a buy flip on the very day the local index rose against the tide. Among indices, the FTSE MIB and the Russell 2000 — the US small-cap basket — both turned lower.

How I read itFifty flips in two sessions is not a statistical fluke: it is what a broad rate move does to a weekly model. The point of this card, though, is methodological, and worth stating plainly: a weekly signal is judged at Friday's close. The green and red pills you see throughout this page carry the declared side, meaning the one on the last closed bar, not the fifty flips described here. That is deliberate: acting on a Monday flip means opening a position against a signal that may no longer exist on Friday. The defence block still deserves attention — American and European names giving way at the same moment after months of strength would be a genuine change of theme if it were confirmed. Brazil reads more simply and fits the rest of the day: when crude rises, money returns to the markets that depend on it.

RTX long (G / P) · Lockheed Martin long (G / P) · Northrop Grumman long (G / P) · Airbus long (G / P) · Safran long (G / P) · Vale short (G / P) · Banco do Brasil short (G / P) · CSN short (G / P) · Cemig short (G / P) · FTSE MIB ETF long (G / P) · Russell 2000 ETF long (G / P) *

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UNITED STATES

The rebound

Technical analysis of Edison International and PG&E stock: what a rebound after a crash is worth

After Monday's collapse the two Californian utilities recovered part of the ground: Edison International stock gained 8.93%, the largest rise in our universe, and PG&E stock 5.95%. The US utilities ETF closed up 0.78%, second among eleven sectors, helped along by the day's defensive rotation.

Set against Monday, though, the rebound weighs less than it looks: after losing more than a fifth of their value, an 8.93% recovery retraces under a third of the distance. The Californian wildfire bill, which leaves civil liability with the publicly traded utilities, has not changed in the meantime.

How I read itOn Edison International our model has been short since 3 August, four weeks before the bill, and despite yesterday's rebound the position is still worth 16.70%. It is the case that explains best what the model actually does: it does not forecast Californian politics, it reads weekly structure — and that structure had been breaking down for a month. The utilities ETF is short from the same day and stands at 2.47%. On PG&E we were long since July, and that is the position the crash hit: the weekly signal printed a sell flip on the bar still in progress, so it is provisional until Friday, and yesterday's rebound works against that flip. For risk management the point is that an 8.93% bounce after a 23% fall does not rebuild a structure: closes rebuild a structure, and that takes weeks.

Edison International short (G / P) · PG&E long (G / P) · US utilities ETF short (G / P) *

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INSTRUMENTS

The baskets of the session

The ETFs that moved the session: energy on top, gold and technology at the bottom

Six baskets tell the day better than any commentary. XLE — the State Street Energy Select Sector SPDR, the US energy ETF — closed up 1.27%, first among eleven sectors, while EXH1 — the iShares STOXX Europe 600 Oil & Gas, the European oil and gas ETF — did better still at 1.76%, the best of all twenty sectors we track. XLU — the State Street Utilities Select Sector SPDR, the US utilities ETF — added 0.78%.

At the other end, XLK — the State Street Technology Select Sector SPDR, the US technology ETF — lost 1.53% and EXV3 — the iShares STOXX Europe 600 Technology, the European technology ETF — fell 2.04%, worst of the day. And then the basket that usually protects and yesterday did not: GLD — SPDR Gold Shares, the most heavily traded gold ETF in the world — lost 2.86%, penalised by the very rise in real yields that moved everything else.

How I read itOur model is long XLE since week eight with 12.29% and EXH1 since week seven with 1.91%: we have held the energy theme since before the shock, and it is the cleanest way to sit in this session without chasing a single name. On XLU we are short since 3 August and yesterday's rebound went marginally against us, with the position still ahead by 2.47%. On XLK we are long by only four weeks and the trade is already down 3.35%: a new signal contradicted almost immediately has the thinnest cushion of all, and it is the basket I watch most closely. On GLD we are long by five weeks and the position is essentially flat: gold still sits 2.5% above where it stood a month ago, which with real yields rising counts as a result.

US energy ETF long (G / P) · European oil and gas ETF long (G / P) · US utilities ETF short (G / P) · US technology ETF long (G / P) · Technology Europe long (G / P) · gold ETF long (G / P) *

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EUROPE

The four venues

Technical analysis of European indices: Milan is the divergence

European markets all closed lower, but the distances matter. The FTSE MIB shed 1.41%, the DAX 1.11%, the CAC 40 0.44% and the FTSE 100 only 0.30%, the last protected by the weight of energy in its own basket.

Our signals paint a more interesting picture than the day's league table. The DAX has been in buy since week twenty-one, worth 4.79%, with price sitting 1.14% above its weekly Reversal Point; the FTSE 100 in buy since week twenty-two, worth 1.81%, sitting 1.54% above. The CAC 40 is the only one already in sell, since week two, with the signal ahead by 1.24%. And the FTSE MIB is the outlier: the buy signal has run twenty-two weeks and is worth 11.80%, the best of the four, yet price now sits below its Reversal Point by 3.37% and has printed a sell flip on the bar in progress.

How I read itThe divergence worth watching is Milan, and not because of yesterday. Of four European indices, three have price above their exit level and one has it below: the one that has gained the most. That is the classic profile of a mature trade — twenty-two weeks, almost 12% banked — reaching the end of its cycle while the others still have room. Monday's flip is provisional and decides on Friday, so there is nothing to do today, but a 3.37% gap to the level is not closed in one session. The risk management reading is that anyone holding Italian exposure is carrying the most advanced European trade and the one closest to its exit, and that is worth knowing before Friday. Paris, already short for two weeks, is the index where the model has taken the decision it has not yet taken on the other three.

FTSE MIB ETF long (G / P) · DAX ETF long (G / P) · CAC 40 ETF short (G / P) · FTSE 100 ETF long (G / P) *

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OUR MODEL

The 28 August cohort

This week's buy signals: what changed in the second session

The cohort is the one born at Friday 28 August's close — 9 signals, six of them tradable — and it stays the same until next Friday. Here we publish only what has changed in the second session: who moved meaningfully, whose daily signal turned, and who comes back into play after an exchange holiday.

Instrument

Signal of the day

Weekly confirmed

My reading

🇬🇧 RIOLong

Rio Tinto

BUY

28 August

buy confirmed

week closed on 28/08

Back in play: London was shut on Monday, and at its first available session it is the only one of the nine with monthly, weekly and daily signals all pointing the same way.

🇮🇹 PSTLong

Poste Italiane

SELL

28 August

buy confirmed

week closed on 28/08

Down 3.78%, the widest fall in the cohort and among the day's outsized moves. Its daily signal has turned to sell.

🇮🇹 TITLong

Telecom Italia

SELL

28 August

buy confirmed

week closed on 28/08

Down 3.61%, also an outsized move, with the daily signal turning to sell: two of the nine now start with the shorter timeframe on the other side.

🇺🇸 MSTRLong

Strategy

BUY

28 August

buy confirmed

week closed on 28/08

Down 6.06% on the day the company announced the purchase of a further 4,603 bitcoin: the name with the news was the worst in the cohort.

How I read itTuesday reversed Monday across this cohort, which is precisely why one good session never counts as confirmation. The two Italian names, Poste Italiane and Telecom Italia, both sit among the day's outsized moves and both saw their daily signal turn to sell: two weekly signals starting life with the shorter timeframe against them face an uphill run. Strategy lost 6.06% despite being the only name in the cohort with genuine corporate news, which tells you how little news mattered yesterday next to rates. The one I read best is Rio Tinto, back after London's holiday and the only one of the nine with monthly, weekly and daily signals aligned: commodities, on the day commodities were the only thing rising. For risk management the criterion is unchanged — setup quality across all nine is medium, so position sizes stay modest throughout.

MRV long (G / P) · Strategy long (G / P) · Rio Tinto long (G / P) · European autos ETF long (G / P) · Poste Italiane long (G / P) · Telecom Italia long (G / P) · Cyrela long (G / P) · Robinhood Markets long (G / P) · IBM long (G / P) *

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CALENDAR

The next seven days

This week's earnings: Broadcom reports tonight

The next seven days bring three names from our universe, and the first is the heaviest.

Wednesday 2 September

Broadcom Long

Thursday 3 September

Zscaler Long

Tuesday 8 September

FuelCell Energy Short

How I read itBroadcom reports tonight after the US close, arriving on a day when technology lost 1.53% for a reason that has nothing to do with semiconductors. It is the kind of event that can turn a sector's mood overnight, in either direction. Our model has been long for five weeks and the position is down 13.58%, with a sell flip printed on the bar still in progress: the numbers land exactly while the signal is deciding whether to stay standing. On Zscaler, reporting Thursday, we are long since week six with 17.97%. The operational note is the usual one and counts double tonight: earnings do not shift average returns, they widen dispersion. On a reporting name you cut position size — you neither zero it nor double it.

Broadcom long (G / P) · Zscaler long (G / P) · FuelCell Energy short (G / P) *

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📈

UNITED STATES

The two US baskets

Technical analysis of SPY and QQQ: composition explains the gap

SPY, the S&P 500 ETF, shed 0.69%; QQQ, the Nasdaq 100 ETF, 1.27%, almost twice as much. The reason sits in the composition, and it can be measured. In the Nasdaq basket technology weighs 50.54%, communications 16.06% and consumer discretionary 12.62%: nearly 80% in three sectors that all fell. Energy, the only sector clearly higher, weighs 0.66% there and financials 0.24%; in the S&P 500 basket those same two are worth 4.02% and 12.59%.

The technical picture is just as different. SPY has been in buy since week twenty-two, worth 12.12%, has banked all three profit-taking windows and sits a 2.31% rise from its record, with its exit level only three quarters of a point below. QQQ has been in buy for four weeks, the trade is down 3.20%, no window has been reached and the record sits a 5.80% rise away.

How I read itThese are two opposite trades that resemble each other only in direction. The first has a great deal to protect and little left to gain: coverage exhausted, Signal Strength at 7 out of 100 — the lowest across every open trade we hold — and a stop that climbs each week and now sits very close. The second has everything ahead of it but never gathered momentum: setup quality at 34.5 against 49.0, Signal Strength at 17, and price slipping below its own entry level yesterday. On both, price action says the same thing and it is worth looking at: price sits below its no-trade zone, so the system proposes no entries until it climbs back above the lower edge. And on QQQ there is an extra detail: the 50-day moving average, the Ichimoku base line and the volume-weighted price all crossed above the price in the same session. Three supports turning into resistances in a single day is the signature of a decline with road left, which is why risk management matters more than the thesis on this basket today.

S&P 500 long (G / P) · Invesco QQQ Trust long (G / P) · Russell 2000 ETF long (G / P) *

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The desk's take

The backdrop: risk has moved onto debt, and bonds offered no protection

No formal central bank meeting marked the day, but the backdrop carries weight: markets absorbed hawkish remarks from the chair of the Federal Reserve, which supported both the dollar and yields, while the European Central Bank remains primed for a possible September move. The dollar firmed and the euro slipped below 1.16.

The stress dashboard now describes a clear migration. Equity volatility rose 3.4% over the week and is flat across the month; bond volatility, by contrast, is up 9.7% in a single week and 8% over the month, the Italy-Germany spread 8.6% and rising for four consecutive weeks, tail risk 12%. Three tension gauges lined up on debt while the most closely watched indicator of all stands still. Oil points the same way, up 9.7% across four weeks.

The number we keep watching is market participation — how many names are genuinely holding the index up. It fell 11.4% in a single session and has been declining for three weeks, 4.7% in total across the month. It is the largest move on the entire macro board, and it says yesterday's prices were held up by very few.

What you find here. If you are trying to understand how to manage risk in trading — stops, break-even stops, trailing, and the declaration of stops that have been taken out — or how to read chart patterns (double bottoms, Bollinger bands, the Ichimoku cloud, price action trading), this is the desk's trading journal: published every morning before the US premarket, with our model's position on every instrument mentioned.

Previous editions

1 September 2026Technical analysis: oil shock lifts energy stocks while Edison International stock loses 23% in a single session 30 August 2026Technical analysis: Marvell stock drops 10.28% as Wall Street sells the guidance, while Frankfurt closes a whisker from its record 28 August 2026Technical analysis: Nvidia stock and cybersecurity software carry Wall Street while European stocks slide 27 August 2026Technical analysis: Nvidia beats after the close, semiconductor stocks split and health care stocks slide 26 August 2026Technical analysis: Moderna stock jumps 14.4%, semiconductor stocks rebound before Nvidia and luxury slides across three markets 25 August 2026Technical analysis: semiconductor stocks slide before Nvidia, Stellantis stock drops 4.8% on tariffs View all editions on the tag page →

The desk's other reports

The full analyses behind the cards on this page.

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Market Pulse — every basket

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Market Pulse United States

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* Our system — The rows of names at the foot of each card carry our model's position, long or short. Position from the latest published weekly analysis. Levels, targets and the trading plan sit in each instrument's own page. The two letters in brackets lead to the instrument page (G) and the full analysis (P).

Disclaimer. The content on this page is published for educational and informational purposes and reflects the author's personal opinion and technical analysis. It does not constitute financial advice, an investment solicitation, or a personalised recommendation. Trading in financial instruments carries a high level of risk and may result in substantial loss of the capital invested. Every operating decision rests solely with the reader, who acts independently and in full awareness of that risk. AiTrading67 is not a broker or financial intermediary and is not affiliated with any broker or trading platform.

Sources

I gilt guidano il crollo obbligazionario globale mentre gli operatori recuperano terreno

bloomberg.com

Il crollo obbligazionario globale porta i rendimenti ai massimi dal 2008

dailycaller.com

Borsa del 1 settembre: i listini cedono sul crollo obbligazionario globale

fool.com

Il meno 1,02% del Nasdaq e' il triplo della perdita dell'S&P 500

247wallst.com

Il Brent sale sullo scontro di Hormuz, WTI in scia

vantagemarkets.com

Quotazione del Brent, rilevazione del 1 settembre 2026