NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 15-Aug-2023
Day Change Summary
Previous Current
14-Aug-2023 15-Aug-2023 Change Change % Previous Week
Open 83.09 82.52 -0.57 -0.7% 82.82
High 83.20 82.91 -0.29 -0.3% 84.89
Low 81.76 80.40 -1.36 -1.7% 79.90
Close 82.51 80.99 -1.52 -1.8% 83.19
Range 1.44 2.51 1.07 74.3% 4.99
ATR 2.07 2.10 0.03 1.5% 0.00
Volume 277,352 303,207 25,855 9.3% 1,889,163
Daily Pivots for day following 15-Aug-2023
Classic Woodie Camarilla DeMark
R4 88.96 87.49 82.37
R3 86.45 84.98 81.68
R2 83.94 83.94 81.45
R1 82.47 82.47 81.22 81.95
PP 81.43 81.43 81.43 81.18
S1 79.96 79.96 80.76 79.44
S2 78.92 78.92 80.53
S3 76.41 77.45 80.30
S4 73.90 74.94 79.61
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 97.63 95.40 85.93
R3 92.64 90.41 84.56
R2 87.65 87.65 84.10
R1 85.42 85.42 83.65 86.54
PP 82.66 82.66 82.66 83.22
S1 80.43 80.43 82.73 81.55
S2 77.67 77.67 82.28
S3 72.68 75.44 81.82
S4 67.69 70.45 80.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.89 80.40 4.49 5.5% 1.96 2.4% 13% False True 350,428
10 84.89 78.69 6.20 7.7% 2.31 2.8% 37% False False 360,806
20 84.89 74.52 10.37 12.8% 2.03 2.5% 62% False False 348,083
40 84.89 67.27 17.62 21.8% 2.06 2.5% 78% False False 265,932
60 84.89 66.98 17.91 22.1% 2.23 2.7% 78% False False 212,929
80 84.89 64.21 20.68 25.5% 2.31 2.9% 81% False False 173,854
100 84.89 64.21 20.68 25.5% 2.24 2.8% 81% False False 147,512
120 84.89 64.21 20.68 25.5% 2.33 2.9% 81% False False 128,054
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 93.58
2.618 89.48
1.618 86.97
1.000 85.42
0.618 84.46
HIGH 82.91
0.618 81.95
0.500 81.66
0.382 81.36
LOW 80.40
0.618 78.85
1.000 77.89
1.618 76.34
2.618 73.83
4.250 69.73
Fisher Pivots for day following 15-Aug-2023
Pivot 1 day 3 day
R1 81.66 82.11
PP 81.43 81.73
S1 81.21 81.36

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

View Archives - Comment on this page... - Back to Index of Symbols