NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 10-Aug-2023
Day Change Summary
Previous Current
09-Aug-2023 10-Aug-2023 Change Change % Previous Week
Open 82.88 84.25 1.37 1.7% 80.65
High 84.65 84.89 0.24 0.3% 83.24
Low 82.67 82.58 -0.09 -0.1% 78.69
Close 84.40 82.82 -1.58 -1.9% 82.82
Range 1.98 2.31 0.33 16.7% 4.55
ATR 2.15 2.16 0.01 0.5% 0.00
Volume 478,140 362,188 -115,952 -24.3% 1,743,468
Daily Pivots for day following 10-Aug-2023
Classic Woodie Camarilla DeMark
R4 90.36 88.90 84.09
R3 88.05 86.59 83.46
R2 85.74 85.74 83.24
R1 84.28 84.28 83.03 83.86
PP 83.43 83.43 83.43 83.22
S1 81.97 81.97 82.61 81.55
S2 81.12 81.12 82.40
S3 78.81 79.66 82.18
S4 76.50 77.35 81.55
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 84.89 79.90 4.99 6.0% 2.20 2.7% 59% True False 375,756
10 84.89 78.69 6.20 7.5% 2.27 2.7% 67% True False 360,092
20 84.89 73.78 11.11 13.4% 2.08 2.5% 81% True False 344,563
40 84.89 67.27 17.62 21.3% 2.10 2.5% 88% True False 251,938
60 84.89 66.98 17.91 21.6% 2.23 2.7% 88% True False 200,115
80 84.89 64.21 20.68 25.0% 2.31 2.8% 90% True False 163,879
100 84.89 64.21 20.68 25.0% 2.27 2.7% 90% True False 139,496
120 84.89 64.21 20.68 25.0% 2.34 2.8% 90% True False 120,956
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.71
2.618 90.94
1.618 88.63
1.000 87.20
0.618 86.32
HIGH 84.89
0.618 84.01
0.500 83.74
0.382 83.46
LOW 82.58
0.618 81.15
1.000 80.27
1.618 78.84
2.618 76.53
4.250 72.76
Fisher Pivots for day following 10-Aug-2023
Pivot 1 day 3 day
R1 83.74 82.68
PP 83.43 82.54
S1 83.13 82.40

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

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