NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 11-Aug-2023
Day Change Summary
Previous Current
10-Aug-2023 11-Aug-2023 Change Change % Previous Week
Open 82.32 81.36 -0.96 -1.2% 81.13
High 82.85 82.06 -0.79 -1.0% 82.85
Low 81.09 80.88 -0.21 -0.3% 78.70
Close 81.33 81.51 0.18 0.2% 81.51
Range 1.76 1.18 -0.58 -33.0% 4.15
ATR 1.88 1.83 -0.05 -2.7% 0.00
Volume 121,664 101,069 -20,595 -16.9% 619,950
Daily Pivots for day following 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 85.02 84.45 82.16
R3 83.84 83.27 81.83
R2 82.66 82.66 81.73
R1 82.09 82.09 81.62 82.38
PP 81.48 81.48 81.48 81.63
S1 80.91 80.91 81.40 81.20
S2 80.30 80.30 81.29
S3 79.12 79.73 81.19
S4 77.94 78.55 80.86
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 93.47 91.64 83.79
R3 89.32 87.49 82.65
R2 85.17 85.17 82.27
R1 83.34 83.34 81.89 84.26
PP 81.02 81.02 81.02 81.48
S1 79.19 79.19 81.13 80.11
S2 76.87 76.87 80.75
S3 72.72 75.04 80.37
S4 68.57 70.89 79.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.85 78.70 4.15 5.1% 1.74 2.1% 68% False False 123,990
10 82.85 77.56 5.29 6.5% 1.92 2.4% 75% False False 111,307
20 82.85 73.12 9.73 11.9% 1.77 2.2% 86% False False 104,961
40 82.85 67.40 15.45 19.0% 1.84 2.3% 91% False False 95,509
60 82.85 66.36 16.49 20.2% 2.02 2.5% 92% False False 87,943
80 82.85 63.00 19.85 24.4% 2.11 2.6% 93% False False 81,738
100 82.85 63.00 19.85 24.4% 2.05 2.5% 93% False False 78,208
120 82.85 63.00 19.85 24.4% 2.14 2.6% 93% False False 74,883
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 87.08
2.618 85.15
1.618 83.97
1.000 83.24
0.618 82.79
HIGH 82.06
0.618 81.61
0.500 81.47
0.382 81.33
LOW 80.88
0.618 80.15
1.000 79.70
1.618 78.97
2.618 77.79
4.250 75.87
Fisher Pivots for day following 11-Aug-2023
Pivot 1 day 3 day
R1 81.50 81.87
PP 81.48 81.75
S1 81.47 81.63

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

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