NYMEX Light Sweet Crude Oil Future February 2024


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 78.20 78.80 0.60 0.8% 80.16
High 79.08 79.86 0.78 1.0% 80.31
Low 77.47 78.55 1.08 1.4% 77.33
Close 78.92 78.64 -0.28 -0.4% 78.92
Range 1.61 1.31 -0.30 -18.6% 2.98
ATR 1.63 1.61 -0.02 -1.4% 0.00
Volume 14,951 10,307 -4,644 -31.1% 59,067
Daily Pivots for day following 21-Aug-2023
Classic Woodie Camarilla DeMark
R4 82.95 82.10 79.36
R3 81.64 80.79 79.00
R2 80.33 80.33 78.88
R1 79.48 79.48 78.76 79.25
PP 79.02 79.02 79.02 78.90
S1 78.17 78.17 78.52 77.94
S2 77.71 77.71 78.40
S3 76.40 76.86 78.28
S4 75.09 75.55 77.92
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 87.79 86.34 80.56
R3 84.81 83.36 79.74
R2 81.83 81.83 79.47
R1 80.38 80.38 79.19 79.62
PP 78.85 78.85 78.85 78.47
S1 77.40 77.40 78.65 76.64
S2 75.87 75.87 78.37
S3 72.89 74.42 78.10
S4 69.91 71.44 77.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.23 77.33 2.90 3.7% 1.67 2.1% 45% False False 11,958
10 81.60 77.33 4.27 5.4% 1.58 2.0% 31% False False 12,276
20 81.60 76.26 5.34 6.8% 1.57 2.0% 45% False False 11,305
40 81.60 67.38 14.22 18.1% 1.57 2.0% 79% False False 10,149
60 81.60 65.90 15.70 20.0% 1.77 2.3% 81% False False 8,668
80 81.60 65.24 16.36 20.8% 1.74 2.2% 82% False False 7,189
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 0.40
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 85.43
2.618 83.29
1.618 81.98
1.000 81.17
0.618 80.67
HIGH 79.86
0.618 79.36
0.500 79.21
0.382 79.05
LOW 78.55
0.618 77.74
1.000 77.24
1.618 76.43
2.618 75.12
4.250 72.98
Fisher Pivots for day following 21-Aug-2023
Pivot 1 day 3 day
R1 79.21 78.63
PP 79.02 78.61
S1 78.83 78.60

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

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