NYMEX Light Sweet Crude Oil Future September 2023

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	83.09	82.52	-0.57	-0.7%	82.82
High	83.20	82.91	-0.29	-0.3%	84.89
Low	81.76	80.40	-1.36	-1.7%	79.90
Close	82.51	80.99	-1.52	-1.8%	83.19
Range	1.44	2.51	1.07	74.3%	4.99
ATR	2.07	2.10	0.03	1.5%	0.00
Volume	277,352	303,207	25,855	9.3%	1,889,163

Daily Pivots for day following 15-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	88.96	87.49	82.37
R3	86.45	84.98	81.68
R2	83.94	83.94	81.45
R1	82.47	82.47	81.22	81.95
PP	81.43	81.43	81.43	81.18
S1	79.96	79.96	80.76	79.44
S2	78.92	78.92	80.53
S3	76.41	77.45	80.30
S4	73.90	74.94	79.61

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	97.63	95.40	85.93
R3	92.64	90.41	84.56
R2	87.65	87.65	84.10
R1	85.42	85.42	83.65	86.54
PP	82.66	82.66	82.66	83.22
S1	80.43	80.43	82.73	81.55
S2	77.67	77.67	82.28
S3	72.68	75.44	81.82
S4	67.69	70.45	80.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.89	80.40	4.49	5.5%	1.96	2.4%	13%	False	True	350,428
10	84.89	78.69	6.20	7.7%	2.31	2.8%	37%	False	False	360,806
20	84.89	74.52	10.37	12.8%	2.03	2.5%	62%	False	False	348,083
40	84.89	67.27	17.62	21.8%	2.06	2.5%	78%	False	False	265,932
60	84.89	66.98	17.91	22.1%	2.23	2.7%	78%	False	False	212,929
80	84.89	64.21	20.68	25.5%	2.31	2.9%	81%	False	False	173,854
100	84.89	64.21	20.68	25.5%	2.24	2.8%	81%	False	False	147,512
120	84.89	64.21	20.68	25.5%	2.33	2.9%	81%	False	False	128,054

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	93.58
2.618	89.48
1.618	86.97
1.000	85.42
0.618	84.46
HIGH	82.91
0.618	81.95
0.500	81.66
0.382	81.36
LOW	80.40
0.618	78.85
1.000	77.89
1.618	76.34
2.618	73.83
4.250	69.73

Fisher Pivots for day following 15-Aug-2023
Pivot	1 day	3 day
R1	81.66	82.11
PP	81.43	81.73
S1	81.21	81.36

Download as Excel Spreadsheet

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

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