NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 04-Aug-2023
Day Change Summary
Previous Current
03-Aug-2023 04-Aug-2023 Change Change % Previous Week
Open 79.77 81.73 1.96 2.5% 80.65
High 81.86 83.24 1.38 1.7% 83.24
Low 78.69 81.51 2.82 3.6% 78.69
Close 81.55 82.82 1.27 1.6% 82.82
Range 3.17 1.73 -1.44 -45.4% 4.55
ATR 2.13 2.10 -0.03 -1.3% 0.00
Volume 402,641 320,873 -81,768 -20.3% 1,743,468
Daily Pivots for day following 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 87.71 87.00 83.77
R3 85.98 85.27 83.30
R2 84.25 84.25 83.14
R1 83.54 83.54 82.98 83.90
PP 82.52 82.52 82.52 82.70
S1 81.81 81.81 82.66 82.17
S2 80.79 80.79 82.50
S3 79.06 80.08 82.34
S4 77.33 78.35 81.87
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 95.23 93.58 85.32
R3 90.68 89.03 84.07
R2 86.13 86.13 83.65
R1 84.48 84.48 83.24 85.31
PP 81.58 81.58 81.58 82.00
S1 79.93 79.93 82.40 80.76
S2 77.03 77.03 81.99
S3 72.48 75.38 81.57
S4 67.93 70.83 80.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.24 78.69 4.55 5.5% 2.36 2.8% 91% True False 348,693
10 83.24 76.44 6.80 8.2% 2.08 2.5% 94% True False 345,728
20 83.24 72.63 10.61 12.8% 1.94 2.3% 96% True False 310,985
40 83.24 66.98 16.26 19.6% 2.16 2.6% 97% True False 228,900
60 83.24 66.98 16.26 19.6% 2.22 2.7% 97% True False 177,697
80 83.24 64.21 19.03 23.0% 2.27 2.7% 98% True False 146,505
100 83.24 64.21 19.03 23.0% 2.35 2.8% 98% True False 126,015
120 83.24 64.21 19.03 23.0% 2.32 2.8% 98% True False 108,654
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 0.51
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.59
2.618 87.77
1.618 86.04
1.000 84.97
0.618 84.31
HIGH 83.24
0.618 82.58
0.500 82.38
0.382 82.17
LOW 81.51
0.618 80.44
1.000 79.78
1.618 78.71
2.618 76.98
4.250 74.16
Fisher Pivots for day following 04-Aug-2023
Pivot 1 day 3 day
R1 82.67 82.20
PP 82.52 81.58
S1 82.38 80.97

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

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