NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 29-Aug-2023
Day Change Summary
Previous Current
28-Aug-2023 29-Aug-2023 Change Change % Previous Week
Open 80.15 79.98 -0.17 -0.2% 80.76
High 80.87 81.41 0.54 0.7% 81.75
Low 79.61 79.34 -0.27 -0.3% 77.59
Close 80.10 81.16 1.06 1.3% 79.83
Range 1.26 2.07 0.81 64.3% 4.16
ATR 1.90 1.91 0.01 0.6% 0.00
Volume 246,584 284,168 37,584 15.2% 1,788,116
Daily Pivots for day following 29-Aug-2023
Classic Woodie Camarilla DeMark
R4 86.85 86.07 82.30
R3 84.78 84.00 81.73
R2 82.71 82.71 81.54
R1 81.93 81.93 81.35 82.32
PP 80.64 80.64 80.64 80.83
S1 79.86 79.86 80.97 80.25
S2 78.57 78.57 80.78
S3 76.50 77.79 80.59
S4 74.43 75.72 80.02
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 92.20 90.18 82.12
R3 88.04 86.02 80.97
R2 83.88 83.88 80.59
R1 81.86 81.86 80.21 80.79
PP 79.72 79.72 79.72 79.19
S1 77.70 77.70 79.45 76.63
S2 75.56 75.56 79.07
S3 71.40 73.54 78.69
S4 67.24 69.38 77.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.41 77.59 3.82 4.7% 1.92 2.4% 93% True False 333,907
10 81.75 77.59 4.16 5.1% 1.86 2.3% 86% False False 317,319
20 84.16 77.59 6.57 8.1% 2.01 2.5% 54% False False 241,239
40 84.16 69.93 14.23 17.5% 1.91 2.3% 79% False False 171,649
60 84.16 66.83 17.33 21.4% 2.05 2.5% 83% False False 135,087
80 84.16 66.83 17.33 21.4% 2.11 2.6% 83% False False 108,827
100 84.16 64.58 19.58 24.1% 2.11 2.6% 85% False False 91,830
120 84.16 64.42 19.74 24.3% 2.21 2.7% 85% False False 78,907
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 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.21
2.618 86.83
1.618 84.76
1.000 83.48
0.618 82.69
HIGH 81.41
0.618 80.62
0.500 80.38
0.382 80.13
LOW 79.34
0.618 78.06
1.000 77.27
1.618 75.99
2.618 73.92
4.250 70.54
Fisher Pivots for day following 29-Aug-2023
Pivot 1 day 3 day
R1 80.90 80.70
PP 80.64 80.24
S1 80.38 79.78

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

View Archives - Comment on this page... - Back to Index of Symbols