NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 15-Aug-2023
Day Change Summary
Previous Current
14-Aug-2023 15-Aug-2023 Change Change % Previous Week
Open 82.46 81.98 -0.48 -0.6% 82.27
High 82.51 82.33 -0.18 -0.2% 84.16
Low 81.19 79.95 -1.24 -1.5% 79.52
Close 81.92 80.50 -1.42 -1.7% 82.57
Range 1.32 2.38 1.06 80.3% 4.64
ATR 1.96 1.99 0.03 1.5% 0.00
Volume 126,692 198,944 72,252 57.0% 931,766
Daily Pivots for day following 15-Aug-2023
Classic Woodie Camarilla DeMark
R4 88.07 86.66 81.81
R3 85.69 84.28 81.15
R2 83.31 83.31 80.94
R1 81.90 81.90 80.72 81.42
PP 80.93 80.93 80.93 80.68
S1 79.52 79.52 80.28 79.04
S2 78.55 78.55 80.06
S3 76.17 77.14 79.85
S4 73.79 74.76 79.19
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 79.95 4.21 5.2% 1.81 2.2% 13% False True 189,310
10 84.16 78.33 5.83 7.2% 2.16 2.7% 37% False False 165,159
20 84.16 74.38 9.78 12.1% 1.92 2.4% 63% False False 138,330
40 84.16 67.42 16.74 20.8% 1.97 2.4% 78% False False 110,374
60 84.16 66.83 17.33 21.5% 2.14 2.7% 79% False False 88,314
80 84.16 64.58 19.58 24.3% 2.21 2.7% 81% False False 72,946
100 84.16 64.58 19.58 24.3% 2.14 2.7% 81% False False 61,666
120 84.16 64.42 19.74 24.5% 2.22 2.8% 81% False False 53,042
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 92.45
2.618 88.56
1.618 86.18
1.000 84.71
0.618 83.80
HIGH 82.33
0.618 81.42
0.500 81.14
0.382 80.86
LOW 79.95
0.618 78.48
1.000 77.57
1.618 76.10
2.618 73.72
4.250 69.84
Fisher Pivots for day following 15-Aug-2023
Pivot 1 day 3 day
R1 81.14 81.56
PP 80.93 81.20
S1 80.71 80.85

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

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