NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 17-Aug-2023
Day Change Summary
Previous Current
16-Aug-2023 17-Aug-2023 Change Change % Previous Week
Open 79.39 77.84 -1.55 -2.0% 81.00
High 79.74 79.31 -0.43 -0.5% 82.20
Low 77.75 77.70 -0.05 -0.1% 78.28
Close 78.09 78.72 0.63 0.8% 81.00
Range 1.99 1.61 -0.38 -19.1% 3.92
ATR 1.73 1.72 -0.01 -0.5% 0.00
Volume 32,987 33,884 897 2.7% 152,182
Daily Pivots for day following 17-Aug-2023
Classic Woodie Camarilla DeMark
R4 83.41 82.67 79.61
R3 81.80 81.06 79.16
R2 80.19 80.19 79.02
R1 79.45 79.45 78.87 79.82
PP 78.58 78.58 78.58 78.76
S1 77.84 77.84 78.57 78.21
S2 76.97 76.97 78.42
S3 75.36 76.23 78.28
S4 73.75 74.62 77.83
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 92.25 90.55 83.16
R3 88.33 86.63 82.08
R2 84.41 84.41 81.72
R1 82.71 82.71 81.36 82.96
PP 80.49 80.49 80.49 80.62
S1 78.79 78.79 80.64 79.04
S2 76.57 76.57 80.28
S3 72.65 74.87 79.92
S4 68.73 70.95 78.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.53 77.70 3.83 4.9% 1.55 2.0% 27% False True 28,614
10 82.20 77.70 4.50 5.7% 1.62 2.1% 23% False True 29,144
20 82.20 74.65 7.55 9.6% 1.68 2.1% 54% False False 26,492
40 82.20 67.26 14.94 19.0% 1.70 2.2% 77% False False 23,673
60 82.20 66.22 15.98 20.3% 1.86 2.4% 78% False False 19,407
80 82.20 65.00 17.20 21.8% 1.90 2.4% 80% False False 15,753
100 82.20 65.00 17.20 21.8% 1.82 2.3% 80% False False 13,571
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 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.15
2.618 83.52
1.618 81.91
1.000 80.92
0.618 80.30
HIGH 79.31
0.618 78.69
0.500 78.51
0.382 78.32
LOW 77.70
0.618 76.71
1.000 76.09
1.618 75.10
2.618 73.49
4.250 70.86
Fisher Pivots for day following 17-Aug-2023
Pivot 1 day 3 day
R1 78.65 79.20
PP 78.58 79.04
S1 78.51 78.88

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

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