NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 21-Aug-2023
Day Change Summary
Previous Current
18-Aug-2023 21-Aug-2023 Change Change % Previous Week
Open 80.04 81.43 1.39 1.7% 83.09
High 81.61 82.47 0.86 1.1% 83.20
Low 79.59 80.61 1.02 1.3% 78.95
Close 81.25 80.72 -0.53 -0.7% 81.25
Range 2.02 1.86 -0.16 -7.9% 4.25
ATR 2.11 2.09 -0.02 -0.9% 0.00
Volume 128,090 115,874 -12,216 -9.5% 1,269,633
Daily Pivots for day following 21-Aug-2023
Classic Woodie Camarilla DeMark
R4 86.85 85.64 81.74
R3 84.99 83.78 81.23
R2 83.13 83.13 81.06
R1 81.92 81.92 80.89 81.60
PP 81.27 81.27 81.27 81.10
S1 80.06 80.06 80.55 79.74
S2 79.41 79.41 80.38
S3 77.55 78.20 80.21
S4 75.69 76.34 79.70
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 93.88 91.82 83.59
R3 89.63 87.57 82.42
R2 85.38 85.38 82.03
R1 83.32 83.32 81.64 82.23
PP 81.13 81.13 81.13 80.59
S1 79.07 79.07 80.86 77.98
S2 76.88 76.88 80.47
S3 72.63 74.82 80.08
S4 68.38 70.57 78.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.91 78.95 3.96 4.9% 2.18 2.7% 45% False False 221,631
10 84.89 78.95 5.94 7.4% 2.14 2.6% 30% False False 298,163
20 84.89 78.29 6.60 8.2% 2.06 2.5% 37% False False 318,183
40 84.89 67.27 17.62 21.8% 2.02 2.5% 76% False False 271,985
60 84.89 66.98 17.91 22.2% 2.24 2.8% 77% False False 221,688
80 84.89 64.21 20.68 25.6% 2.29 2.8% 80% False False 181,178
100 84.89 64.21 20.68 25.6% 2.22 2.7% 80% False False 154,051
120 84.89 64.21 20.68 25.6% 2.34 2.9% 80% False False 133,976
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.43
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 90.38
2.618 87.34
1.618 85.48
1.000 84.33
0.618 83.62
HIGH 82.47
0.618 81.76
0.500 81.54
0.382 81.32
LOW 80.61
0.618 79.46
1.000 78.75
1.618 77.60
2.618 75.74
4.250 72.71
Fisher Pivots for day following 21-Aug-2023
Pivot 1 day 3 day
R1 81.54 80.72
PP 81.27 80.71
S1 80.99 80.71

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

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