NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 01-Aug-2023
Day Change Summary
Previous Current
31-Jul-2023 01-Aug-2023 Change Change % Previous Week
Open 80.65 81.73 1.08 1.3% 77.01
High 82.00 82.22 0.22 0.3% 80.71
Low 80.13 80.59 0.46 0.6% 76.44
Close 81.80 81.37 -0.43 -0.5% 80.58
Range 1.87 1.63 -0.24 -12.8% 4.27
ATR 1.97 1.95 -0.02 -1.2% 0.00
Volume 297,270 307,859 10,589 3.6% 1,713,821
Daily Pivots for day following 01-Aug-2023
Classic Woodie Camarilla DeMark
R4 86.28 85.46 82.27
R3 84.65 83.83 81.82
R2 83.02 83.02 81.67
R1 82.20 82.20 81.52 81.80
PP 81.39 81.39 81.39 81.19
S1 80.57 80.57 81.22 80.17
S2 79.76 79.76 81.07
S3 78.13 78.94 80.92
S4 76.50 77.31 80.47
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 92.05 90.59 82.93
R3 87.78 86.32 81.75
R2 83.51 83.51 81.36
R1 82.05 82.05 80.97 82.78
PP 79.24 79.24 79.24 79.61
S1 77.78 77.78 80.19 78.51
S2 74.97 74.97 79.80
S3 70.70 73.51 79.41
S4 66.43 69.24 78.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.22 78.55 3.67 4.5% 1.62 2.0% 77% True False 320,213
10 82.22 74.52 7.70 9.5% 1.76 2.2% 89% True False 335,361
20 82.22 70.03 12.19 15.0% 1.88 2.3% 93% True False 284,611
40 82.22 66.98 15.24 18.7% 2.14 2.6% 94% True False 208,113
60 82.22 66.98 15.24 18.7% 2.21 2.7% 94% True False 161,606
80 82.22 64.21 18.01 22.1% 2.22 2.7% 95% True False 133,679
100 82.22 64.21 18.01 22.1% 2.36 2.9% 95% True False 115,390
120 82.22 64.21 18.01 22.1% 2.30 2.8% 95% True False 99,840
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.15
2.618 86.49
1.618 84.86
1.000 83.85
0.618 83.23
HIGH 82.22
0.618 81.60
0.500 81.41
0.382 81.21
LOW 80.59
0.618 79.58
1.000 78.96
1.618 77.95
2.618 76.32
4.250 73.66
Fisher Pivots for day following 01-Aug-2023
Pivot 1 day 3 day
R1 81.41 81.13
PP 81.39 80.89
S1 81.38 80.65

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These figures are updated between 7pm and 10pm EST after a trading day.

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