NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 03-Aug-2023
Day Change Summary
Previous Current
02-Aug-2023 03-Aug-2023 Change Change % Previous Week
Open 82.05 79.77 -2.28 -2.8% 77.01
High 82.43 81.86 -0.57 -0.7% 80.71
Low 79.05 78.69 -0.36 -0.5% 76.44
Close 79.49 81.55 2.06 2.6% 80.58
Range 3.38 3.17 -0.21 -6.2% 4.27
ATR 2.05 2.13 0.08 3.9% 0.00
Volume 414,825 402,641 -12,184 -2.9% 1,713,821
Daily Pivots for day following 03-Aug-2023
Classic Woodie Camarilla DeMark
R4 90.21 89.05 83.29
R3 87.04 85.88 82.42
R2 83.87 83.87 82.13
R1 82.71 82.71 81.84 83.29
PP 80.70 80.70 80.70 80.99
S1 79.54 79.54 81.26 80.12
S2 77.53 77.53 80.97
S3 74.36 76.37 80.68
S4 71.19 73.20 79.81
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 78.69 3.74 4.6% 2.34 2.9% 76% False True 344,428
10 82.43 75.69 6.74 8.3% 2.07 2.5% 87% False False 344,452
20 82.43 71.22 11.21 13.7% 1.99 2.4% 92% False False 303,857
40 82.43 66.98 15.45 18.9% 2.17 2.7% 94% False False 223,292
60 82.43 66.98 15.45 18.9% 2.23 2.7% 94% False False 173,418
80 82.43 64.21 18.22 22.3% 2.27 2.8% 95% False False 142,980
100 82.43 64.21 18.22 22.3% 2.38 2.9% 95% False False 123,101
120 82.43 64.21 18.22 22.3% 2.33 2.9% 95% False False 106,229
Crabel Price Patterns
NR True
NR4 False
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 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.33
2.618 90.16
1.618 86.99
1.000 85.03
0.618 83.82
HIGH 81.86
0.618 80.65
0.500 80.28
0.382 79.90
LOW 78.69
0.618 76.73
1.000 75.52
1.618 73.56
2.618 70.39
4.250 65.22
Fisher Pivots for day following 03-Aug-2023
Pivot 1 day 3 day
R1 81.13 81.22
PP 80.70 80.89
S1 80.28 80.56

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

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