NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 21-Aug-2023
Day Change Summary
Previous Current
18-Aug-2023 21-Aug-2023 Change Change % Previous Week
Open 79.58 80.76 1.18 1.5% 82.46
High 80.97 81.75 0.78 1.0% 82.51
Low 79.02 79.97 0.95 1.2% 78.60
Close 80.66 80.12 -0.54 -0.7% 80.66
Range 1.95 1.78 -0.17 -8.7% 3.91
ATR 2.01 1.99 -0.02 -0.8% 0.00
Volume 377,453 361,842 -15,611 -4.1% 1,179,964
Daily Pivots for day following 21-Aug-2023
Classic Woodie Camarilla DeMark
R4 85.95 84.82 81.10
R3 84.17 83.04 80.61
R2 82.39 82.39 80.45
R1 81.26 81.26 80.28 80.94
PP 80.61 80.61 80.61 80.45
S1 79.48 79.48 79.96 79.16
S2 78.83 78.83 79.79
S3 77.05 77.70 79.63
S4 75.27 75.92 79.14
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 92.32 90.40 82.81
R3 88.41 86.49 81.74
R2 84.50 84.50 81.38
R1 82.58 82.58 81.02 81.59
PP 80.59 80.59 80.59 80.09
S1 78.67 78.67 80.30 77.68
S2 76.68 76.68 79.94
S3 72.77 74.76 79.58
S4 68.86 70.85 78.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.33 78.60 3.73 4.7% 2.08 2.6% 41% False False 283,022
10 84.16 78.60 5.56 6.9% 2.01 2.5% 27% False False 235,055
20 84.16 77.93 6.23 7.8% 1.95 2.4% 35% False False 177,075
40 84.16 67.42 16.74 20.9% 1.92 2.4% 76% False False 134,304
60 84.16 66.83 17.33 21.6% 2.15 2.7% 77% False False 106,480
80 84.16 64.58 19.58 24.4% 2.19 2.7% 79% False False 86,885
100 84.16 64.58 19.58 24.4% 2.12 2.6% 79% False False 73,299
120 84.16 64.42 19.74 24.6% 2.23 2.8% 80% False False 62,958
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.42
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 89.32
2.618 86.41
1.618 84.63
1.000 83.53
0.618 82.85
HIGH 81.75
0.618 81.07
0.500 80.86
0.382 80.65
LOW 79.97
0.618 78.87
1.000 78.19
1.618 77.09
2.618 75.31
4.250 72.41
Fisher Pivots for day following 21-Aug-2023
Pivot 1 day 3 day
R1 80.86 80.18
PP 80.61 80.16
S1 80.37 80.14

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

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