NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 04-Aug-2023
Day Change Summary
Previous Current
03-Aug-2023 04-Aug-2023 Change Change % Previous Week
Open 79.40 81.22 1.82 2.3% 80.23
High 81.40 82.66 1.26 1.5% 82.66
Low 78.33 81.04 2.71 3.5% 78.33
Close 81.08 82.27 1.19 1.5% 82.27
Range 3.07 1.62 -1.45 -47.2% 4.33
ATR 2.05 2.02 -0.03 -1.5% 0.00
Volume 150,285 108,115 -42,170 -28.1% 592,070
Daily Pivots for day following 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 86.85 86.18 83.16
R3 85.23 84.56 82.72
R2 83.61 83.61 82.57
R1 82.94 82.94 82.42 83.28
PP 81.99 81.99 81.99 82.16
S1 81.32 81.32 82.12 81.66
S2 80.37 80.37 81.97
S3 78.75 79.70 81.82
S4 77.13 78.08 81.38
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 94.08 92.50 84.65
R3 89.75 88.17 83.46
R2 85.42 85.42 83.06
R1 83.84 83.84 82.67 84.63
PP 81.09 81.09 81.09 81.48
S1 79.51 79.51 81.87 80.30
S2 76.76 76.76 81.48
S3 72.43 75.18 81.08
S4 68.10 70.85 79.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.66 78.33 4.33 5.3% 2.26 2.7% 91% True False 118,414
10 82.66 76.16 6.50 7.9% 1.99 2.4% 94% True False 117,751
20 82.66 72.39 10.27 12.5% 1.87 2.3% 96% True False 106,429
40 82.66 66.83 15.83 19.2% 2.08 2.5% 98% True False 88,866
60 82.66 66.83 15.83 19.2% 2.15 2.6% 98% True False 69,947
80 82.66 64.58 18.08 22.0% 2.18 2.6% 98% True False 58,811
100 82.66 64.42 18.24 22.2% 2.25 2.7% 98% True False 50,083
120 82.66 64.42 18.24 22.2% 2.21 2.7% 98% True False 42,966
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 0.48
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.55
2.618 86.90
1.618 85.28
1.000 84.28
0.618 83.66
HIGH 82.66
0.618 82.04
0.500 81.85
0.382 81.66
LOW 81.04
0.618 80.04
1.000 79.42
1.618 78.42
2.618 76.80
4.250 74.16
Fisher Pivots for day following 04-Aug-2023
Pivot 1 day 3 day
R1 82.13 81.68
PP 81.99 81.09
S1 81.85 80.50

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

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