NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 04-Aug-2023
Day Change Summary
Previous Current
03-Aug-2023 04-Aug-2023 Change Change % Previous Week
Open 78.20 79.70 1.50 1.9% 78.78
High 79.95 80.97 1.02 1.3% 80.97
Low 77.17 79.59 2.42 3.1% 77.17
Close 79.63 80.68 1.05 1.3% 80.68
Range 2.78 1.38 -1.40 -50.4% 3.80
ATR 1.81 1.78 -0.03 -1.7% 0.00
Volume 27,001 23,592 -3,409 -12.6% 117,464
Daily Pivots for day following 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 84.55 84.00 81.44
R3 83.17 82.62 81.06
R2 81.79 81.79 80.93
R1 81.24 81.24 80.81 81.52
PP 80.41 80.41 80.41 80.55
S1 79.86 79.86 80.55 80.14
S2 79.03 79.03 80.43
S3 77.65 78.48 80.30
S4 76.27 77.10 79.92
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 91.01 89.64 82.77
R3 87.21 85.84 81.73
R2 83.41 83.41 81.38
R1 82.04 82.04 81.03 82.73
PP 79.61 79.61 79.61 79.95
S1 78.24 78.24 80.33 78.93
S2 75.81 75.81 79.98
S3 72.01 74.44 79.64
S4 68.21 70.64 78.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.97 77.17 3.80 4.7% 2.00 2.5% 92% True False 23,492
10 80.97 75.10 5.87 7.3% 1.75 2.2% 95% True False 23,883
20 80.97 71.43 9.54 11.8% 1.63 2.0% 97% True False 22,765
40 80.97 66.22 14.75 18.3% 1.82 2.3% 98% True False 19,834
60 80.97 66.22 14.75 18.3% 1.88 2.3% 98% True False 15,578
80 80.97 65.00 15.97 19.8% 1.87 2.3% 98% True False 12,886
Crabel Price Patterns
NR True
NR4 False
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 0.36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.84
2.618 84.58
1.618 83.20
1.000 82.35
0.618 81.82
HIGH 80.97
0.618 80.44
0.500 80.28
0.382 80.12
LOW 79.59
0.618 78.74
1.000 78.21
1.618 77.36
2.618 75.98
4.250 73.73
Fisher Pivots for day following 04-Aug-2023
Pivot 1 day 3 day
R1 80.55 80.14
PP 80.41 79.61
S1 80.28 79.07

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

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