NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 01-Aug-2023
Day Change Summary
Previous Current
31-Jul-2023 01-Aug-2023 Change Change % Previous Week
Open 80.23 81.25 1.02 1.3% 76.62
High 81.50 81.74 0.24 0.3% 80.29
Low 79.72 80.17 0.45 0.6% 76.16
Close 81.32 80.92 -0.40 -0.5% 80.18
Range 1.78 1.57 -0.21 -11.8% 4.13
ATR 1.89 1.87 -0.02 -1.2% 0.00
Volume 92,512 105,363 12,851 13.9% 585,440
Daily Pivots for day following 01-Aug-2023
Classic Woodie Camarilla DeMark
R4 85.65 84.86 81.78
R3 84.08 83.29 81.35
R2 82.51 82.51 81.21
R1 81.72 81.72 81.06 81.33
PP 80.94 80.94 80.94 80.75
S1 80.15 80.15 80.78 79.76
S2 79.37 79.37 80.63
S3 77.80 78.58 80.49
S4 76.23 77.01 80.06
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 91.27 89.85 82.45
R3 87.14 85.72 81.32
R2 83.01 83.01 80.94
R1 81.59 81.59 80.56 82.30
PP 78.88 78.88 78.88 79.23
S1 77.46 77.46 79.80 78.17
S2 74.75 74.75 79.42
S3 70.62 73.33 79.04
S4 66.49 69.20 77.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.74 78.17 3.57 4.4% 1.54 1.9% 77% True False 110,190
10 81.74 74.38 7.36 9.1% 1.68 2.1% 89% True False 111,501
20 81.74 69.93 11.81 14.6% 1.80 2.2% 93% True False 102,059
40 81.74 66.83 14.91 18.4% 2.07 2.6% 95% True False 82,011
60 81.74 66.83 14.91 18.4% 2.14 2.6% 95% True False 64,689
80 81.74 64.58 17.16 21.2% 2.13 2.6% 95% True False 54,478
100 81.74 64.42 17.32 21.4% 2.25 2.8% 95% True False 46,441
120 81.74 64.42 17.32 21.4% 2.18 2.7% 95% True False 39,915
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.46
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 88.41
2.618 85.85
1.618 84.28
1.000 83.31
0.618 82.71
HIGH 81.74
0.618 81.14
0.500 80.96
0.382 80.77
LOW 80.17
0.618 79.20
1.000 78.60
1.618 77.63
2.618 76.06
4.250 73.50
Fisher Pivots for day following 01-Aug-2023
Pivot 1 day 3 day
R1 80.96 80.68
PP 80.94 80.44
S1 80.93 80.21

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

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