NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 07-Aug-2023
Day Change Summary
Previous Current
04-Aug-2023 07-Aug-2023 Change Change % Previous Week
Open 81.73 82.82 1.09 1.3% 80.65
High 83.24 83.30 0.06 0.1% 83.24
Low 81.51 81.52 0.01 0.0% 78.69
Close 82.82 81.94 -0.88 -1.1% 82.82
Range 1.73 1.78 0.05 2.9% 4.55
ATR 2.10 2.08 -0.02 -1.1% 0.00
Volume 320,873 293,036 -27,837 -8.7% 1,743,468
Daily Pivots for day following 07-Aug-2023
Classic Woodie Camarilla DeMark
R4 87.59 86.55 82.92
R3 85.81 84.77 82.43
R2 84.03 84.03 82.27
R1 82.99 82.99 82.10 82.62
PP 82.25 82.25 82.25 82.07
S1 81.21 81.21 81.78 80.84
S2 80.47 80.47 81.61
S3 78.69 79.43 81.45
S4 76.91 77.65 80.96
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 83.30 78.69 4.61 5.6% 2.34 2.9% 70% True False 347,846
10 83.30 78.29 5.01 6.1% 1.98 2.4% 73% True False 338,204
20 83.30 72.94 10.36 12.6% 1.96 2.4% 87% True False 318,450
40 83.30 66.98 16.32 19.9% 2.11 2.6% 92% True False 230,979
60 83.30 66.98 16.32 19.9% 2.22 2.7% 92% True False 181,604
80 83.30 64.21 19.09 23.3% 2.27 2.8% 93% True False 149,473
100 83.30 64.21 19.09 23.3% 2.33 2.8% 93% True False 128,673
120 83.30 64.21 19.09 23.3% 2.32 2.8% 93% True False 110,902
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.87
2.618 87.96
1.618 86.18
1.000 85.08
0.618 84.40
HIGH 83.30
0.618 82.62
0.500 82.41
0.382 82.20
LOW 81.52
0.618 80.42
1.000 79.74
1.618 78.64
2.618 76.86
4.250 73.96
Fisher Pivots for day following 07-Aug-2023
Pivot 1 day 3 day
R1 82.41 81.63
PP 82.25 81.31
S1 82.10 81.00

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

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