NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 02-Aug-2023
Day Change Summary
Previous Current
01-Aug-2023 02-Aug-2023 Change Change % Previous Week
Open 81.73 82.05 0.32 0.4% 77.01
High 82.22 82.43 0.21 0.3% 80.71
Low 80.59 79.05 -1.54 -1.9% 76.44
Close 81.37 79.49 -1.88 -2.3% 80.58
Range 1.63 3.38 1.75 107.4% 4.27
ATR 1.95 2.05 0.10 5.2% 0.00
Volume 307,859 414,825 106,966 34.7% 1,713,821
Daily Pivots for day following 02-Aug-2023
Classic Woodie Camarilla DeMark
R4 90.46 88.36 81.35
R3 87.08 84.98 80.42
R2 83.70 83.70 80.11
R1 81.60 81.60 79.80 80.96
PP 80.32 80.32 80.32 80.01
S1 78.22 78.22 79.18 77.58
S2 76.94 76.94 78.87
S3 73.56 74.84 78.56
S4 70.18 71.46 77.63
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 82.43 78.87 3.56 4.5% 2.05 2.6% 17% True False 338,771
10 82.43 74.52 7.91 10.0% 1.92 2.4% 63% True False 338,284
20 82.43 70.28 12.15 15.3% 1.93 2.4% 76% True False 294,613
40 82.43 66.98 15.45 19.4% 2.14 2.7% 81% True False 215,566
60 82.43 66.98 15.45 19.4% 2.22 2.8% 81% True False 167,512
80 82.43 64.21 18.22 22.9% 2.25 2.8% 84% True False 138,362
100 82.43 64.21 18.22 22.9% 2.37 3.0% 84% True False 119,270
120 82.43 64.21 18.22 22.9% 2.32 2.9% 84% True False 103,116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 96.80
2.618 91.28
1.618 87.90
1.000 85.81
0.618 84.52
HIGH 82.43
0.618 81.14
0.500 80.74
0.382 80.34
LOW 79.05
0.618 76.96
1.000 75.67
1.618 73.58
2.618 70.20
4.250 64.69
Fisher Pivots for day following 02-Aug-2023
Pivot 1 day 3 day
R1 80.74 80.74
PP 80.32 80.32
S1 79.91 79.91

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.