NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 03-Aug-2023
Day Change Summary
Previous Current
02-Aug-2023 03-Aug-2023 Change Change % Previous Week
Open 81.54 79.40 -2.14 -2.6% 76.62
High 81.95 81.40 -0.55 -0.7% 80.29
Low 78.68 78.33 -0.35 -0.4% 76.16
Close 79.13 81.08 1.95 2.5% 80.18
Range 3.27 3.07 -0.20 -6.1% 4.13
ATR 1.97 2.05 0.08 4.0% 0.00
Volume 135,795 150,285 14,490 10.7% 585,440
Daily Pivots for day following 03-Aug-2023
Classic Woodie Camarilla DeMark
R4 89.48 88.35 82.77
R3 86.41 85.28 81.92
R2 83.34 83.34 81.64
R1 82.21 82.21 81.36 82.78
PP 80.27 80.27 80.27 80.55
S1 79.14 79.14 80.80 79.71
S2 77.20 77.20 80.52
S3 74.13 76.07 80.24
S4 71.06 73.00 79.39
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 78.33 3.62 4.5% 2.26 2.8% 76% False True 117,057
10 81.95 75.45 6.50 8.0% 1.99 2.4% 87% False False 117,612
20 81.95 71.01 10.94 13.5% 1.91 2.4% 92% False False 106,054
40 81.95 66.83 15.12 18.6% 2.09 2.6% 94% False False 87,102
60 81.95 66.83 15.12 18.6% 2.16 2.7% 94% False False 68,592
80 81.95 64.58 17.37 21.4% 2.18 2.7% 95% False False 57,683
100 81.95 64.42 17.53 21.6% 2.27 2.8% 95% False False 49,118
120 81.95 64.42 17.53 21.6% 2.21 2.7% 95% False False 42,157
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 94.45
2.618 89.44
1.618 86.37
1.000 84.47
0.618 83.30
HIGH 81.40
0.618 80.23
0.500 79.87
0.382 79.50
LOW 78.33
0.618 76.43
1.000 75.26
1.618 73.36
2.618 70.29
4.250 65.28
Fisher Pivots for day following 03-Aug-2023
Pivot 1 day 3 day
R1 80.68 80.77
PP 80.27 80.45
S1 79.87 80.14

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

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