NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 24-Aug-2023
Day Change Summary
Previous Current
23-Aug-2023 24-Aug-2023 Change Change % Previous Week
Open 79.64 78.57 -1.07 -1.3% 82.46
High 79.91 79.28 -0.63 -0.8% 82.51
Low 77.62 77.59 -0.03 0.0% 78.60
Close 78.89 79.05 0.16 0.2% 80.66
Range 2.29 1.69 -0.60 -26.2% 3.91
ATR 1.94 1.92 -0.02 -0.9% 0.00
Volume 378,146 349,230 -28,916 -7.6% 1,179,964
Daily Pivots for day following 24-Aug-2023
Classic Woodie Camarilla DeMark
R4 83.71 83.07 79.98
R3 82.02 81.38 79.51
R2 80.33 80.33 79.36
R1 79.69 79.69 79.20 80.01
PP 78.64 78.64 78.64 78.80
S1 78.00 78.00 78.90 78.32
S2 76.95 76.95 78.74
S3 75.26 76.31 78.59
S4 73.57 74.62 78.12
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 81.75 77.59 4.16 5.3% 1.72 2.2% 35% False True 350,832
10 83.16 77.59 5.57 7.0% 1.80 2.3% 26% False True 273,097
20 84.16 77.59 6.57 8.3% 1.98 2.5% 22% False True 209,092
40 84.16 69.15 15.01 19.0% 1.89 2.4% 66% False False 153,118
60 84.16 66.83 17.33 21.9% 2.08 2.6% 71% False False 121,686
80 84.16 64.58 19.58 24.8% 2.18 2.8% 74% False False 98,679
100 84.16 64.58 19.58 24.8% 2.12 2.7% 74% False False 83,071
120 84.16 64.42 19.74 25.0% 2.22 2.8% 74% False False 71,267
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.46
2.618 83.70
1.618 82.01
1.000 80.97
0.618 80.32
HIGH 79.28
0.618 78.63
0.500 78.44
0.382 78.24
LOW 77.59
0.618 76.55
1.000 75.90
1.618 74.86
2.618 73.17
4.250 70.41
Fisher Pivots for day following 24-Aug-2023
Pivot 1 day 3 day
R1 78.85 79.03
PP 78.64 79.00
S1 78.44 78.98

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

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