NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 31-Aug-2023
Day Change Summary
Previous Current
30-Aug-2023 31-Aug-2023 Change Change % Previous Week
Open 81.29 81.70 0.41 0.5% 80.76
High 82.05 83.69 1.64 2.0% 81.75
Low 80.88 81.48 0.60 0.7% 77.59
Close 81.63 83.63 2.00 2.5% 79.83
Range 1.17 2.21 1.04 88.9% 4.16
ATR 1.86 1.89 0.02 1.3% 0.00
Volume 299,418 368,848 69,430 23.2% 1,788,116
Daily Pivots for day following 31-Aug-2023
Classic Woodie Camarilla DeMark
R4 89.56 88.81 84.85
R3 87.35 86.60 84.24
R2 85.14 85.14 84.04
R1 84.39 84.39 83.83 84.77
PP 82.93 82.93 82.93 83.12
S1 82.18 82.18 83.43 82.56
S2 80.72 80.72 83.22
S3 78.51 79.97 83.02
S4 76.30 77.76 82.41
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 83.69 78.14 5.55 6.6% 1.80 2.2% 99% True False 322,085
10 83.69 77.59 6.10 7.3% 1.76 2.1% 99% True False 336,458
20 84.16 77.59 6.57 7.9% 1.86 2.2% 92% False False 260,348
40 84.16 71.01 13.15 15.7% 1.89 2.3% 96% False False 183,201
60 84.16 66.83 17.33 20.7% 2.02 2.4% 97% False False 144,851
80 84.16 66.83 17.33 20.7% 2.08 2.5% 97% False False 116,531
100 84.16 64.58 19.58 23.4% 2.12 2.5% 97% False False 98,216
120 84.16 64.42 19.74 23.6% 2.20 2.6% 97% False False 84,323
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.50
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 93.08
2.618 89.48
1.618 87.27
1.000 85.90
0.618 85.06
HIGH 83.69
0.618 82.85
0.500 82.59
0.382 82.32
LOW 81.48
0.618 80.11
1.000 79.27
1.618 77.90
2.618 75.69
4.250 72.09
Fisher Pivots for day following 31-Aug-2023
Pivot 1 day 3 day
R1 83.28 82.93
PP 82.93 82.22
S1 82.59 81.52

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

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