NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 15-Aug-2023
Day Change Summary
Previous Current
14-Aug-2023 15-Aug-2023 Change Change % Previous Week
Open 78.25 78.52 0.27 0.3% 78.84
High 78.63 78.78 0.15 0.2% 79.93
Low 77.97 76.98 -0.99 -1.3% 76.85
Close 78.47 77.43 -1.04 -1.3% 79.01
Range 0.66 1.80 1.14 172.7% 3.08
ATR 1.25 1.29 0.04 3.1% 0.00
Volume 3,500 2,581 -919 -26.3% 21,106
Daily Pivots for day following 15-Aug-2023
Classic Woodie Camarilla DeMark
R4 83.13 82.08 78.42
R3 81.33 80.28 77.93
R2 79.53 79.53 77.76
R1 78.48 78.48 77.60 78.11
PP 77.73 77.73 77.73 77.54
S1 76.68 76.68 77.27 76.31
S2 75.93 75.93 77.10
S3 74.13 74.88 76.94
S4 72.33 73.08 76.44
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 87.84 86.50 80.70
R3 84.76 83.42 79.86
R2 81.68 81.68 79.57
R1 80.34 80.34 79.29 81.01
PP 78.60 78.60 78.60 78.93
S1 77.26 77.26 78.73 77.93
S2 75.52 75.52 78.45
S3 72.44 74.18 78.16
S4 69.36 71.10 77.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.93 76.98 2.95 3.8% 1.06 1.4% 15% False True 3,940
10 79.93 75.65 4.28 5.5% 1.44 1.9% 42% False False 3,841
20 79.93 72.49 7.44 9.6% 1.24 1.6% 66% False False 3,507
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 86.43
2.618 83.49
1.618 81.69
1.000 80.58
0.618 79.89
HIGH 78.78
0.618 78.09
0.500 77.88
0.382 77.67
LOW 76.98
0.618 75.87
1.000 75.18
1.618 74.07
2.618 72.27
4.250 69.33
Fisher Pivots for day following 15-Aug-2023
Pivot 1 day 3 day
R1 77.88 78.23
PP 77.73 77.96
S1 77.58 77.70

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

View Archives - Comment on this page... - Back to Index of Symbols