NYMEX Light Sweet Crude Oil Future December 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 79.36 80.28 0.92 1.2% 75.75
High 80.51 80.71 0.20 0.2% 79.43
Low 78.88 79.31 0.43 0.5% 75.47
Close 80.35 79.98 -0.37 -0.5% 79.32
Range 1.63 1.40 -0.23 -14.1% 3.96
ATR 1.76 1.74 -0.03 -1.5% 0.00
Volume 76,377 98,015 21,638 28.3% 500,973
Daily Pivots for day following 01-Aug-2023
Classic Woodie Camarilla DeMark
R4 84.20 83.49 80.75
R3 82.80 82.09 80.37
R2 81.40 81.40 80.24
R1 80.69 80.69 80.11 80.35
PP 80.00 80.00 80.00 79.83
S1 79.29 79.29 79.85 78.95
S2 78.60 78.60 79.72
S3 77.20 77.89 79.60
S4 75.80 76.49 79.21
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 89.95 88.60 81.50
R3 85.99 84.64 80.41
R2 82.03 82.03 80.05
R1 80.68 80.68 79.68 81.36
PP 78.07 78.07 78.07 78.41
S1 76.72 76.72 78.96 77.40
S2 74.11 74.11 78.59
S3 70.15 72.76 78.23
S4 66.19 68.80 77.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.71 77.27 3.44 4.3% 1.42 1.8% 79% True False 92,144
10 80.71 73.92 6.79 8.5% 1.54 1.9% 89% True False 96,479
20 80.71 69.50 11.21 14.0% 1.66 2.1% 93% True False 94,454
40 80.71 66.36 14.35 17.9% 1.93 2.4% 95% True False 89,319
60 80.71 66.36 14.35 17.9% 2.02 2.5% 95% True False 80,050
80 80.71 63.00 17.71 22.1% 2.04 2.6% 96% True False 75,434
100 80.71 63.00 17.71 22.1% 2.17 2.7% 96% True False 75,304
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 0.39
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 86.66
2.618 84.38
1.618 82.98
1.000 82.11
0.618 81.58
HIGH 80.71
0.618 80.18
0.500 80.01
0.382 79.84
LOW 79.31
0.618 78.44
1.000 77.91
1.618 77.04
2.618 75.64
4.250 73.36
Fisher Pivots for day following 01-Aug-2023
Pivot 1 day 3 day
R1 80.01 79.75
PP 80.00 79.53
S1 79.99 79.30

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

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