NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 21-Aug-2023
Day Change Summary
Previous Current
18-Aug-2023 21-Aug-2023 Change Change % Previous Week
Open 78.84 79.82 0.98 1.2% 81.37
High 79.99 80.77 0.78 1.0% 81.38
Low 78.23 79.25 1.02 1.3% 77.98
Close 79.75 79.38 -0.37 -0.5% 79.75
Range 1.76 1.52 -0.24 -13.6% 3.40
ATR 1.83 1.80 -0.02 -1.2% 0.00
Volume 128,205 85,497 -42,708 -33.3% 574,748
Daily Pivots for day following 21-Aug-2023
Classic Woodie Camarilla DeMark
R4 84.36 83.39 80.22
R3 82.84 81.87 79.80
R2 81.32 81.32 79.66
R1 80.35 80.35 79.52 80.08
PP 79.80 79.80 79.80 79.66
S1 78.83 78.83 79.24 78.56
S2 78.28 78.28 79.10
S3 76.76 77.31 78.96
S4 75.24 75.79 78.54
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 89.90 88.23 81.62
R3 86.50 84.83 80.69
R2 83.10 83.10 80.37
R1 81.43 81.43 80.06 80.57
PP 79.70 79.70 79.70 79.27
S1 78.03 78.03 79.44 77.17
S2 76.30 76.30 79.13
S3 72.90 74.63 78.82
S4 69.50 71.23 77.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.25 77.98 3.27 4.1% 1.86 2.3% 43% False False 116,549
10 82.85 77.98 4.87 6.1% 1.77 2.2% 29% False False 118,900
20 82.85 77.09 5.76 7.3% 1.76 2.2% 40% False False 108,518
40 82.85 67.48 15.37 19.4% 1.76 2.2% 77% False False 99,887
60 82.85 66.36 16.49 20.8% 2.00 2.5% 79% False False 93,201
80 82.85 63.00 19.85 25.0% 2.07 2.6% 83% False False 85,739
100 82.85 63.00 19.85 25.0% 2.01 2.5% 83% False False 81,162
120 82.85 63.00 19.85 25.0% 2.14 2.7% 83% False False 78,291
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 87.23
2.618 84.75
1.618 83.23
1.000 82.29
0.618 81.71
HIGH 80.77
0.618 80.19
0.500 80.01
0.382 79.83
LOW 79.25
0.618 78.31
1.000 77.73
1.618 76.79
2.618 75.27
4.250 72.79
Fisher Pivots for day following 21-Aug-2023
Pivot 1 day 3 day
R1 80.01 79.38
PP 79.80 79.38
S1 79.59 79.38

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

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