NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 09-Aug-2023
Day Change Summary
Previous Current
08-Aug-2023 09-Aug-2023 Change Change % Previous Week
Open 82.04 82.34 0.30 0.4% 80.23
High 82.52 83.91 1.39 1.7% 82.66
Low 79.52 82.11 2.59 3.3% 78.33
Close 82.36 83.69 1.33 1.6% 82.27
Range 3.00 1.80 -1.20 -40.0% 4.33
ATR 2.06 2.05 -0.02 -0.9% 0.00
Volume 187,839 279,752 91,913 48.9% 592,070
Daily Pivots for day following 09-Aug-2023
Classic Woodie Camarilla DeMark
R4 88.64 87.96 84.68
R3 86.84 86.16 84.19
R2 85.04 85.04 84.02
R1 84.36 84.36 83.86 84.70
PP 83.24 83.24 83.24 83.41
S1 82.56 82.56 83.53 82.90
S2 81.44 81.44 83.36
S3 79.64 80.76 83.20
S4 77.84 78.96 82.70
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 83.91 78.33 5.58 6.7% 2.23 2.7% 96% True False 169,800
10 83.91 78.33 5.58 6.7% 2.10 2.5% 96% True False 142,278
20 83.91 73.60 10.31 12.3% 1.96 2.3% 98% True False 122,911
40 83.91 67.27 16.64 19.9% 2.03 2.4% 99% True False 98,538
60 83.91 66.83 17.08 20.4% 2.15 2.6% 99% True False 78,608
80 83.91 64.58 19.33 23.1% 2.21 2.6% 99% True False 65,528
100 83.91 64.42 19.49 23.3% 2.18 2.6% 99% True False 55,507
120 83.91 64.42 19.49 23.3% 2.22 2.7% 99% True False 47,692
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 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.56
2.618 88.62
1.618 86.82
1.000 85.71
0.618 85.02
HIGH 83.91
0.618 83.22
0.500 83.01
0.382 82.80
LOW 82.11
0.618 81.00
1.000 80.31
1.618 79.20
2.618 77.40
4.250 74.46
Fisher Pivots for day following 09-Aug-2023
Pivot 1 day 3 day
R1 83.46 83.03
PP 83.24 82.37
S1 83.01 81.72

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

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