NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 11-Aug-2023
Day Change Summary
Previous Current
10-Aug-2023 11-Aug-2023 Change Change % Previous Week
Open 83.51 82.33 -1.18 -1.4% 82.27
High 84.16 83.16 -1.00 -1.2% 84.16
Low 82.04 81.75 -0.29 -0.4% 79.52
Close 82.29 82.57 0.28 0.3% 82.57
Range 2.12 1.41 -0.71 -33.5% 4.64
ATR 2.05 2.01 -0.05 -2.2% 0.00
Volume 166,860 174,302 7,442 4.5% 931,766
Daily Pivots for day following 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 86.72 86.06 83.35
R3 85.31 84.65 82.96
R2 83.90 83.90 82.83
R1 83.24 83.24 82.70 83.57
PP 82.49 82.49 82.49 82.66
S1 81.83 81.83 82.44 82.16
S2 81.08 81.08 82.31
S3 79.67 80.42 82.18
S4 78.26 79.01 81.79
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 96.00 93.93 85.12
R3 91.36 89.29 83.85
R2 86.72 86.72 83.42
R1 84.65 84.65 83.00 85.69
PP 82.08 82.08 82.08 82.60
S1 80.01 80.01 82.14 81.05
S2 77.44 77.44 81.72
S3 72.80 75.37 81.29
S4 68.16 70.73 80.02
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% 2.00 2.4% 66% False False 186,353
10 84.16 78.33 5.83 7.1% 2.13 2.6% 73% False False 152,383
20 84.16 73.60 10.56 12.8% 1.95 2.4% 85% False False 131,218
40 84.16 67.42 16.74 20.3% 1.99 2.4% 91% False False 104,675
60 84.16 66.83 17.33 21.0% 2.15 2.6% 91% False False 83,687
80 84.16 64.58 19.58 23.7% 2.22 2.7% 92% False False 69,471
100 84.16 64.58 19.58 23.7% 2.15 2.6% 92% False False 58,660
120 84.16 64.42 19.74 23.9% 2.22 2.7% 92% False False 50,442
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.51
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 89.15
2.618 86.85
1.618 85.44
1.000 84.57
0.618 84.03
HIGH 83.16
0.618 82.62
0.500 82.46
0.382 82.29
LOW 81.75
0.618 80.88
1.000 80.34
1.618 79.47
2.618 78.06
4.250 75.76
Fisher Pivots for day following 11-Aug-2023
Pivot 1 day 3 day
R1 82.53 82.96
PP 82.49 82.83
S1 82.46 82.70

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

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