NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 10-Aug-2023
Day Change Summary
Previous Current
09-Aug-2023 10-Aug-2023 Change Change % Previous Week
Open 82.34 83.51 1.17 1.4% 80.23
High 83.91 84.16 0.25 0.3% 82.66
Low 82.11 82.04 -0.07 -0.1% 78.33
Close 83.69 82.29 -1.40 -1.7% 82.27
Range 1.80 2.12 0.32 17.8% 4.33
ATR 2.05 2.05 0.01 0.3% 0.00
Volume 279,752 166,860 -112,892 -40.4% 592,070
Daily Pivots for day following 10-Aug-2023
Classic Woodie Camarilla DeMark
R4 89.19 87.86 83.46
R3 87.07 85.74 82.87
R2 84.95 84.95 82.68
R1 83.62 83.62 82.48 83.23
PP 82.83 82.83 82.83 82.63
S1 81.50 81.50 82.10 81.11
S2 80.71 80.71 81.90
S3 78.59 79.38 81.71
S4 76.47 77.26 81.12
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 84.16 79.52 4.64 5.6% 2.04 2.5% 60% True False 173,115
10 84.16 78.33 5.83 7.1% 2.15 2.6% 68% True False 145,086
20 84.16 73.60 10.56 12.8% 1.98 2.4% 82% True False 125,582
40 84.16 67.42 16.74 20.3% 2.02 2.4% 89% True False 101,514
60 84.16 66.83 17.33 21.1% 2.15 2.6% 89% True False 81,020
80 84.16 64.58 19.58 23.8% 2.22 2.7% 90% True False 67,476
100 84.16 64.42 19.74 24.0% 2.17 2.6% 91% True False 57,013
120 84.16 64.42 19.74 24.0% 2.23 2.7% 91% True False 49,032
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.17
2.618 89.71
1.618 87.59
1.000 86.28
0.618 85.47
HIGH 84.16
0.618 83.35
0.500 83.10
0.382 82.85
LOW 82.04
0.618 80.73
1.000 79.92
1.618 78.61
2.618 76.49
4.250 73.03
Fisher Pivots for day following 10-Aug-2023
Pivot 1 day 3 day
R1 83.10 82.14
PP 82.83 81.99
S1 82.56 81.84

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

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