NYMEX Light Sweet Crude Oil Future November 2023


Trading Metrics calculated at close of trading on 28-Aug-2023
Day Change Summary
Previous Current
25-Aug-2023 28-Aug-2023 Change Change % Previous Week
Open 78.49 79.69 1.20 1.5% 80.27
High 79.98 80.44 0.46 0.6% 81.24
Low 77.82 79.24 1.42 1.8% 77.32
Close 79.49 79.67 0.18 0.2% 79.49
Range 2.16 1.20 -0.96 -44.4% 3.92
ATR 1.85 1.80 -0.05 -2.5% 0.00
Volume 165,215 71,326 -93,889 -56.8% 639,830
Daily Pivots for day following 28-Aug-2023
Classic Woodie Camarilla DeMark
R4 83.38 82.73 80.33
R3 82.18 81.53 80.00
R2 80.98 80.98 79.89
R1 80.33 80.33 79.78 80.06
PP 79.78 79.78 79.78 79.65
S1 79.13 79.13 79.56 78.86
S2 78.58 78.58 79.45
S3 77.38 77.93 79.34
S4 76.18 76.73 79.01
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 91.11 89.22 81.65
R3 87.19 85.30 80.57
R2 83.27 83.27 80.21
R1 81.38 81.38 79.85 80.37
PP 79.35 79.35 79.35 78.84
S1 77.46 77.46 79.13 76.45
S2 75.43 75.43 78.77
S3 71.51 73.54 78.41
S4 67.59 69.62 77.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.44 77.32 3.12 3.9% 1.63 2.0% 75% True False 123,226
10 81.77 77.32 4.45 5.6% 1.79 2.2% 53% False False 113,160
20 83.49 77.32 6.17 7.7% 1.88 2.4% 38% False False 100,154
40 83.49 69.53 13.96 17.5% 1.81 2.3% 73% False False 76,574
60 83.49 66.67 16.82 21.1% 1.94 2.4% 77% False False 62,678
80 83.49 63.50 19.99 25.1% 2.03 2.5% 81% False False 51,163
100 83.49 63.50 19.99 25.1% 2.00 2.5% 81% False False 43,613
120 83.49 63.50 19.99 25.1% 2.10 2.6% 81% False False 37,650
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 0.45
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.54
2.618 83.58
1.618 82.38
1.000 81.64
0.618 81.18
HIGH 80.44
0.618 79.98
0.500 79.84
0.382 79.70
LOW 79.24
0.618 78.50
1.000 78.04
1.618 77.30
2.618 76.10
4.250 74.14
Fisher Pivots for day following 28-Aug-2023
Pivot 1 day 3 day
R1 79.84 79.41
PP 79.78 79.14
S1 79.73 78.88

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

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