NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 07-Aug-2023
Day Change Summary
Previous Current
04-Aug-2023 07-Aug-2023 Change Change % Previous Week
Open 81.22 82.27 1.05 1.3% 80.23
High 82.66 82.73 0.07 0.1% 82.66
Low 81.04 81.08 0.04 0.0% 78.33
Close 82.27 81.49 -0.78 -0.9% 82.27
Range 1.62 1.65 0.03 1.9% 4.33
ATR 2.02 1.99 -0.03 -1.3% 0.00
Volume 108,115 123,013 14,898 13.8% 592,070
Daily Pivots for day following 07-Aug-2023
Classic Woodie Camarilla DeMark
R4 86.72 85.75 82.40
R3 85.07 84.10 81.94
R2 83.42 83.42 81.79
R1 82.45 82.45 81.64 82.11
PP 81.77 81.77 81.77 81.60
S1 80.80 80.80 81.34 80.46
S2 80.12 80.12 81.19
S3 78.47 79.15 81.04
S4 76.82 77.50 80.58
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 82.73 78.33 4.40 5.4% 2.24 2.7% 72% True False 124,514
10 82.73 77.93 4.80 5.9% 1.89 2.3% 74% True False 119,094
20 82.73 72.71 10.02 12.3% 1.88 2.3% 88% True False 109,376
40 82.73 66.83 15.90 19.5% 2.03 2.5% 92% True False 89,786
60 82.73 66.83 15.90 19.5% 2.14 2.6% 92% True False 71,599
80 82.73 64.58 18.15 22.3% 2.18 2.7% 93% True False 60,067
100 82.73 64.42 18.31 22.5% 2.23 2.7% 93% True False 51,194
120 82.73 64.42 18.31 22.5% 2.21 2.7% 93% True False 43,923
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.74
2.618 87.05
1.618 85.40
1.000 84.38
0.618 83.75
HIGH 82.73
0.618 82.10
0.500 81.91
0.382 81.71
LOW 81.08
0.618 80.06
1.000 79.43
1.618 78.41
2.618 76.76
4.250 74.07
Fisher Pivots for day following 07-Aug-2023
Pivot 1 day 3 day
R1 81.91 81.17
PP 81.77 80.85
S1 81.63 80.53

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

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