NYMEX Light Sweet Crude Oil Future March 2024


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 80.65 79.87 -0.78 -1.0% 79.81
High 81.06 80.46 -0.60 -0.7% 81.06
Low 79.70 79.57 -0.13 -0.2% 77.49
Close 79.89 79.98 0.09 0.1% 79.98
Range 1.36 0.89 -0.47 -34.6% 3.57
ATR 1.63 1.58 -0.05 -3.3% 0.00
Volume 17,009 18,593 1,584 9.3% 93,008
Daily Pivots for day following 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 82.67 82.22 80.47
R3 81.78 81.33 80.22
R2 80.89 80.89 80.14
R1 80.44 80.44 80.06 80.67
PP 80.00 80.00 80.00 80.12
S1 79.55 79.55 79.90 79.78
S2 79.11 79.11 79.82
S3 78.22 78.66 79.74
S4 77.33 77.77 79.49
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 90.22 88.67 81.94
R3 86.65 85.10 80.96
R2 83.08 83.08 80.63
R1 81.53 81.53 80.31 82.31
PP 79.51 79.51 79.51 79.90
S1 77.96 77.96 79.65 78.74
S2 75.94 75.94 79.33
S3 72.37 74.39 79.00
S4 68.80 70.82 78.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.06 77.49 3.57 4.5% 1.45 1.8% 70% False False 18,601
10 81.06 76.39 4.67 5.8% 1.64 2.1% 77% False False 17,795
20 81.06 72.18 8.88 11.1% 1.53 1.9% 88% False False 16,728
40 81.06 66.88 14.18 17.7% 1.59 2.0% 92% False False 16,545
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 0.33
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 84.24
2.618 82.79
1.618 81.90
1.000 81.35
0.618 81.01
HIGH 80.46
0.618 80.12
0.500 80.02
0.382 79.91
LOW 79.57
0.618 79.02
1.000 78.68
1.618 78.13
2.618 77.24
4.250 75.79
Fisher Pivots for day following 11-Aug-2023
Pivot 1 day 3 day
R1 80.02 80.32
PP 80.00 80.20
S1 79.99 80.09

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

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