NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 02-Aug-2023
Day Change Summary
Previous Current
01-Aug-2023 02-Aug-2023 Change Change % Previous Week
Open 81.25 81.54 0.29 0.4% 76.62
High 81.74 81.95 0.21 0.3% 80.29
Low 80.17 78.68 -1.49 -1.9% 76.16
Close 80.92 79.13 -1.79 -2.2% 80.18
Range 1.57 3.27 1.70 108.3% 4.13
ATR 1.87 1.97 0.10 5.3% 0.00
Volume 105,363 135,795 30,432 28.9% 585,440
Daily Pivots for day following 02-Aug-2023
Classic Woodie Camarilla DeMark
R4 89.73 87.70 80.93
R3 86.46 84.43 80.03
R2 83.19 83.19 79.73
R1 81.16 81.16 79.43 80.54
PP 79.92 79.92 79.92 79.61
S1 77.89 77.89 78.83 77.27
S2 76.65 76.65 78.53
S3 73.38 74.62 78.23
S4 70.11 71.35 77.33
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 81.95 78.47 3.48 4.4% 1.97 2.5% 19% True False 114,756
10 81.95 74.38 7.57 9.6% 1.84 2.3% 63% True False 113,434
20 81.95 70.12 11.83 15.0% 1.86 2.3% 76% True False 104,199
40 81.95 66.83 15.12 19.1% 2.07 2.6% 81% True False 84,454
60 81.95 66.83 15.12 19.1% 2.14 2.7% 81% True False 66,477
80 81.95 64.58 17.37 22.0% 2.16 2.7% 84% True False 55,977
100 81.95 64.42 17.53 22.2% 2.26 2.9% 84% True False 47,700
120 81.95 64.42 17.53 22.2% 2.20 2.8% 84% True False 40,988
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 95.85
2.618 90.51
1.618 87.24
1.000 85.22
0.618 83.97
HIGH 81.95
0.618 80.70
0.500 80.32
0.382 79.93
LOW 78.68
0.618 76.66
1.000 75.41
1.618 73.39
2.618 70.12
4.250 64.78
Fisher Pivots for day following 02-Aug-2023
Pivot 1 day 3 day
R1 80.32 80.32
PP 79.92 79.92
S1 79.53 79.53

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

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