NYMEX Light Sweet Crude Oil Future September 2023

Trading Metrics calculated at close of trading on 18-Aug-2023

Day Change Summary
	Previous	Current
	17-Aug-2023	18-Aug-2023	Change	Change %	Previous Week
Open	79.25	80.04	0.79	1.0%	83.09
High	81.08	81.61	0.53	0.7%	83.20
Low	78.95	79.59	0.64	0.8%	78.95
Close	80.39	81.25	0.86	1.1%	81.25
Range	2.13	2.02	-0.11	-5.2%	4.25
ATR	2.12	2.11	-0.01	-0.3%	0.00
Volume	235,581	128,090	-107,491	-45.6%	1,269,633

Daily Pivots for day following 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	86.88	86.08	82.36
R3	84.86	84.06	81.81
R2	82.84	82.84	81.62
R1	82.04	82.04	81.44	82.44
PP	80.82	80.82	80.82	81.02
S1	80.02	80.02	81.06	80.42
S2	78.80	78.80	80.88
S3	76.78	78.00	80.69
S4	74.76	75.98	80.14

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	93.88	91.82	83.59
R3	89.63	87.57	82.42
R2	85.38	85.38	82.03
R1	83.32	83.32	81.64	82.23
PP	81.13	81.13	81.13	80.59
S1	79.07	79.07	80.86	77.98
S2	76.88	76.88	80.47
S3	72.63	74.82	80.08
S4	68.38	70.57	78.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.20	78.95	4.25	5.2%	2.10	2.6%	54%	False	False	253,926
10	84.89	78.95	5.94	7.3%	2.13	2.6%	39%	False	False	315,879
20	84.89	76.44	8.45	10.4%	2.11	2.6%	57%	False	False	330,804
40	84.89	67.27	17.62	21.7%	2.03	2.5%	79%	False	False	271,936
60	84.89	66.98	17.91	22.0%	2.23	2.7%	80%	False	False	221,341
80	84.89	64.21	20.68	25.5%	2.31	2.8%	82%	False	False	180,727
100	84.89	64.21	20.68	25.5%	2.21	2.7%	82%	False	False	153,217
120	84.89	64.21	20.68	25.5%	2.34	2.9%	82%	False	False	133,225

Crabel Price Patterns
NR	True
NR4	True
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	0.39
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	90.20
2.618	86.90
1.618	84.88
1.000	83.63
0.618	82.86
HIGH	81.61
0.618	80.84
0.500	80.60
0.382	80.36
LOW	79.59
0.618	78.34
1.000	77.57
1.618	76.32
2.618	74.30
4.250	71.01

Fisher Pivots for day following 18-Aug-2023
Pivot	1 day	3 day
R1	81.03	80.93
PP	80.82	80.60
S1	80.60	80.28

Download as Excel Spreadsheet

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

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