NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 03-Aug-2023
Day Change Summary
Previous Current
02-Aug-2023 03-Aug-2023 Change Change % Previous Week
Open 81.10 78.93 -2.17 -2.7% 76.29
High 81.44 80.93 -0.51 -0.6% 79.87
Low 78.27 77.96 -0.31 -0.4% 75.84
Close 78.73 80.61 1.88 2.4% 79.76
Range 3.17 2.97 -0.20 -6.3% 4.03
ATR 1.88 1.96 0.08 4.1% 0.00
Volume 78,373 84,284 5,911 7.5% 346,743
Daily Pivots for day following 03-Aug-2023
Classic Woodie Camarilla DeMark
R4 88.74 87.65 82.24
R3 85.77 84.68 81.43
R2 82.80 82.80 81.15
R1 81.71 81.71 80.88 82.26
PP 79.83 79.83 79.83 80.11
S1 78.74 78.74 80.34 79.29
S2 76.86 76.86 80.07
S3 73.89 75.77 79.79
S4 70.92 72.80 78.98
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 81.44 77.96 3.48 4.3% 2.18 2.7% 76% False True 68,169
10 81.44 75.19 6.25 7.8% 1.90 2.4% 87% False False 68,660
20 81.44 70.77 10.67 13.2% 1.82 2.3% 92% False False 58,079
40 81.44 66.67 14.77 18.3% 2.00 2.5% 94% False False 47,651
60 81.44 66.67 14.77 18.3% 2.05 2.5% 94% False False 37,781
80 81.44 63.50 17.94 22.3% 2.08 2.6% 95% False False 31,869
100 81.44 63.50 17.94 22.3% 2.17 2.7% 95% False False 27,266
120 81.44 63.50 17.94 22.3% 2.09 2.6% 95% False False 23,464
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.55
2.618 88.71
1.618 85.74
1.000 83.90
0.618 82.77
HIGH 80.93
0.618 79.80
0.500 79.45
0.382 79.09
LOW 77.96
0.618 76.12
1.000 74.99
1.618 73.15
2.618 70.18
4.250 65.34
Fisher Pivots for day following 03-Aug-2023
Pivot 1 day 3 day
R1 80.22 80.31
PP 79.83 80.00
S1 79.45 79.70

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

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