NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 02-Aug-2023
Day Change Summary
Previous Current
01-Aug-2023 02-Aug-2023 Change Change % Previous Week
Open 80.28 80.60 0.32 0.4% 75.75
High 80.71 80.92 0.21 0.3% 79.43
Low 79.31 77.85 -1.46 -1.8% 75.47
Close 79.98 78.32 -1.66 -2.1% 79.32
Range 1.40 3.07 1.67 119.3% 3.96
ATR 1.74 1.83 0.10 5.5% 0.00
Volume 98,015 115,278 17,263 17.6% 500,973
Daily Pivots for day following 02-Aug-2023
Classic Woodie Camarilla DeMark
R4 88.24 86.35 80.01
R3 85.17 83.28 79.16
R2 82.10 82.10 78.88
R1 80.21 80.21 78.60 79.62
PP 79.03 79.03 79.03 78.74
S1 77.14 77.14 78.04 76.55
S2 75.96 75.96 77.76
S3 72.89 74.07 77.48
S4 69.82 71.00 76.63
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 80.92 77.63 3.29 4.2% 1.82 2.3% 21% True False 97,229
10 80.92 73.92 7.00 8.9% 1.69 2.2% 63% True False 98,663
20 80.92 69.64 11.28 14.4% 1.71 2.2% 77% True False 95,603
40 80.92 66.36 14.56 18.6% 1.94 2.5% 82% True False 90,056
60 80.92 66.36 14.56 18.6% 2.03 2.6% 82% True False 80,750
80 80.92 63.00 17.92 22.9% 2.07 2.6% 85% True False 76,082
100 80.92 63.00 17.92 22.9% 2.18 2.8% 85% True False 76,035
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 93.97
2.618 88.96
1.618 85.89
1.000 83.99
0.618 82.82
HIGH 80.92
0.618 79.75
0.500 79.39
0.382 79.02
LOW 77.85
0.618 75.95
1.000 74.78
1.618 72.88
2.618 69.81
4.250 64.80
Fisher Pivots for day following 02-Aug-2023
Pivot 1 day 3 day
R1 79.39 79.39
PP 79.03 79.03
S1 78.68 78.68

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

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