NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 01-Aug-2023
Day Change Summary
Previous Current
31-Jul-2023 01-Aug-2023 Change Change % Previous Week
Open 79.79 80.77 0.98 1.2% 76.29
High 81.01 81.23 0.22 0.3% 79.87
Low 79.30 79.76 0.46 0.6% 75.84
Close 80.84 80.46 -0.38 -0.5% 79.76
Range 1.71 1.47 -0.24 -14.0% 4.03
ATR 1.81 1.78 -0.02 -1.3% 0.00
Volume 53,370 64,660 11,290 21.2% 346,743
Daily Pivots for day following 01-Aug-2023
Classic Woodie Camarilla DeMark
R4 84.89 84.15 81.27
R3 83.42 82.68 80.86
R2 81.95 81.95 80.73
R1 81.21 81.21 80.59 80.85
PP 80.48 80.48 80.48 80.30
S1 79.74 79.74 80.33 79.38
S2 79.01 79.01 80.19
S3 77.54 78.27 80.06
S4 76.07 76.80 79.65
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 90.58 89.20 81.98
R3 86.55 85.17 80.87
R2 82.52 82.52 80.50
R1 81.14 81.14 80.13 81.83
PP 78.49 78.49 78.49 78.84
S1 77.11 77.11 79.39 77.80
S2 74.46 74.46 79.02
S3 70.43 73.08 78.65
S4 66.40 69.05 77.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.23 77.76 3.47 4.3% 1.46 1.8% 78% True False 64,799
10 81.23 74.18 7.05 8.8% 1.60 2.0% 89% True False 64,046
20 81.23 69.74 11.49 14.3% 1.72 2.1% 93% True False 55,078
40 81.23 66.67 14.56 18.1% 1.95 2.4% 95% True False 45,001
60 81.23 66.67 14.56 18.1% 2.02 2.5% 95% True False 35,568
80 81.23 63.50 17.73 22.0% 2.03 2.5% 96% True False 30,115
100 81.23 63.50 17.73 22.0% 2.14 2.7% 96% True False 25,752
120 81.23 63.50 17.73 22.0% 2.06 2.6% 96% True False 22,210
Crabel Price Patterns
NR True
NR4 True
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 0.44
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 87.48
2.618 85.08
1.618 83.61
1.000 82.70
0.618 82.14
HIGH 81.23
0.618 80.67
0.500 80.50
0.382 80.32
LOW 79.76
0.618 78.85
1.000 78.29
1.618 77.38
2.618 75.91
4.250 73.51
Fisher Pivots for day following 01-Aug-2023
Pivot 1 day 3 day
R1 80.50 80.23
PP 80.48 80.00
S1 80.47 79.77

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

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