NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 08-Aug-2023
Day Change Summary
Previous Current
07-Aug-2023 08-Aug-2023 Change Change % Previous Week
Open 82.82 82.53 -0.29 -0.4% 80.65
High 83.30 83.08 -0.22 -0.3% 83.24
Low 81.52 79.90 -1.62 -2.0% 78.69
Close 81.94 82.92 0.98 1.2% 82.82
Range 1.78 3.18 1.40 78.7% 4.55
ATR 2.08 2.16 0.08 3.8% 0.00
Volume 293,036 424,545 131,509 44.9% 1,743,468
Daily Pivots for day following 08-Aug-2023
Classic Woodie Camarilla DeMark
R4 91.51 90.39 84.67
R3 88.33 87.21 83.79
R2 85.15 85.15 83.50
R1 84.03 84.03 83.21 84.59
PP 81.97 81.97 81.97 82.25
S1 80.85 80.85 82.63 81.41
S2 78.79 78.79 82.34
S3 75.61 77.67 82.05
S4 72.43 74.49 81.17
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% 2.65 3.2% 92% False False 371,184
10 83.30 78.55 4.75 5.7% 2.13 2.6% 92% False False 345,698
20 83.30 73.78 9.52 11.5% 2.03 2.4% 96% False False 330,013
40 83.30 66.98 16.32 19.7% 2.14 2.6% 98% False False 238,400
60 83.30 66.98 16.32 19.7% 2.23 2.7% 98% False False 187,632
80 83.30 64.21 19.09 23.0% 2.30 2.8% 98% False False 154,339
100 83.30 64.21 19.09 23.0% 2.30 2.8% 98% False False 132,162
120 83.30 64.21 19.09 23.0% 2.33 2.8% 98% False False 114,260
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 96.60
2.618 91.41
1.618 88.23
1.000 86.26
0.618 85.05
HIGH 83.08
0.618 81.87
0.500 81.49
0.382 81.11
LOW 79.90
0.618 77.93
1.000 76.72
1.618 74.75
2.618 71.57
4.250 66.39
Fisher Pivots for day following 08-Aug-2023
Pivot 1 day 3 day
R1 82.44 82.48
PP 81.97 82.04
S1 81.49 81.60

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

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