NYMEX Light Sweet Crude Oil Future September 2023

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	80.04	81.43	1.39	1.7%	83.09
High	81.61	82.47	0.86	1.1%	83.20
Low	79.59	80.61	1.02	1.3%	78.95
Close	81.25	80.72	-0.53	-0.7%	81.25
Range	2.02	1.86	-0.16	-7.9%	4.25
ATR	2.11	2.09	-0.02	-0.9%	0.00
Volume	128,090	115,874	-12,216	-9.5%	1,269,633

Daily Pivots for day following 21-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	86.85	85.64	81.74
R3	84.99	83.78	81.23
R2	83.13	83.13	81.06
R1	81.92	81.92	80.89	81.60
PP	81.27	81.27	81.27	81.10
S1	80.06	80.06	80.55	79.74
S2	79.41	79.41	80.38
S3	77.55	78.20	80.21
S4	75.69	76.34	79.70

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	82.91	78.95	3.96	4.9%	2.18	2.7%	45%	False	False	221,631
10	84.89	78.95	5.94	7.4%	2.14	2.6%	30%	False	False	298,163
20	84.89	78.29	6.60	8.2%	2.06	2.5%	37%	False	False	318,183
40	84.89	67.27	17.62	21.8%	2.02	2.5%	76%	False	False	271,985
60	84.89	66.98	17.91	22.2%	2.24	2.8%	77%	False	False	221,688
80	84.89	64.21	20.68	25.6%	2.29	2.8%	80%	False	False	181,178
100	84.89	64.21	20.68	25.6%	2.22	2.7%	80%	False	False	154,051
120	84.89	64.21	20.68	25.6%	2.34	2.9%	80%	False	False	133,976

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	0.43
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	90.38
2.618	87.34
1.618	85.48
1.000	84.33
0.618	83.62
HIGH	82.47
0.618	81.76
0.500	81.54
0.382	81.32
LOW	80.61
0.618	79.46
1.000	78.75
1.618	77.60
2.618	75.74
4.250	72.71

Fisher Pivots for day following 21-Aug-2023
Pivot	1 day	3 day
R1	81.54	80.72
PP	81.27	80.71
S1	80.99	80.71

Download as Excel Spreadsheet

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

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