NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 15-Aug-2023
Day Change Summary
Previous Current
14-Aug-2023 15-Aug-2023 Change Change % Previous Week
Open 81.87 81.39 -0.48 -0.6% 81.78
High 81.91 81.77 -0.14 -0.2% 83.49
Low 80.69 79.52 -1.17 -1.4% 79.12
Close 81.37 80.05 -1.32 -1.6% 82.02
Range 1.22 2.25 1.03 84.4% 4.37
ATR 1.86 1.89 0.03 1.5% 0.00
Volume 61,785 88,487 26,702 43.2% 526,676
Daily Pivots for day following 15-Aug-2023
Classic Woodie Camarilla DeMark
R4 87.20 85.87 81.29
R3 84.95 83.62 80.67
R2 82.70 82.70 80.46
R1 81.37 81.37 80.26 80.91
PP 80.45 80.45 80.45 80.22
S1 79.12 79.12 79.84 78.66
S2 78.20 78.20 79.64
S3 75.95 76.87 79.43
S4 73.70 74.62 78.81
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 94.65 92.71 84.42
R3 90.28 88.34 83.22
R2 85.91 85.91 82.82
R1 83.97 83.97 82.42 84.94
PP 81.54 81.54 81.54 82.03
S1 79.60 79.60 81.62 80.57
S2 77.17 77.17 81.22
S3 72.80 75.23 80.82
S4 68.43 70.86 79.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.49 79.52 3.97 5.0% 1.67 2.1% 13% False True 100,394
10 83.49 77.96 5.53 6.9% 2.05 2.6% 38% False False 89,531
20 83.49 74.18 9.31 11.6% 1.82 2.3% 63% False False 76,789
40 83.49 67.49 16.00 20.0% 1.88 2.3% 79% False False 59,813
60 83.49 66.67 16.82 21.0% 2.03 2.5% 80% False False 48,300
80 83.49 63.50 19.99 25.0% 2.11 2.6% 83% False False 39,952
100 83.49 63.50 19.99 25.0% 2.04 2.5% 83% False False 33,973
120 83.49 63.50 19.99 25.0% 2.10 2.6% 83% False False 29,250
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 91.33
2.618 87.66
1.618 85.41
1.000 84.02
0.618 83.16
HIGH 81.77
0.618 80.91
0.500 80.65
0.382 80.38
LOW 79.52
0.618 78.13
1.000 77.27
1.618 75.88
2.618 73.63
4.250 69.96
Fisher Pivots for day following 15-Aug-2023
Pivot 1 day 3 day
R1 80.65 81.06
PP 80.45 80.72
S1 80.25 80.39

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

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