NYMEX Light Sweet Crude Oil Future October 2023

Trading Metrics calculated at close of trading on 01-Aug-2023

Day Change Summary
	Previous	Current
	31-Jul-2023	01-Aug-2023	Change	Change %	Previous Week
Open	80.23	81.25	1.02	1.3%	76.62
High	81.50	81.74	0.24	0.3%	80.29
Low	79.72	80.17	0.45	0.6%	76.16
Close	81.32	80.92	-0.40	-0.5%	80.18
Range	1.78	1.57	-0.21	-11.8%	4.13
ATR	1.89	1.87	-0.02	-1.2%	0.00
Volume	92,512	105,363	12,851	13.9%	585,440

Daily Pivots for day following 01-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.65	84.86	81.78
R3	84.08	83.29	81.35
R2	82.51	82.51	81.21
R1	81.72	81.72	81.06	81.33
PP	80.94	80.94	80.94	80.75
S1	80.15	80.15	80.78	79.76
S2	79.37	79.37	80.63
S3	77.80	78.58	80.49
S4	76.23	77.01	80.06

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	91.27	89.85	82.45
R3	87.14	85.72	81.32
R2	83.01	83.01	80.94
R1	81.59	81.59	80.56	82.30
PP	78.88	78.88	78.88	79.23
S1	77.46	77.46	79.80	78.17
S2	74.75	74.75	79.42
S3	70.62	73.33	79.04
S4	66.49	69.20	77.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.74	78.17	3.57	4.4%	1.54	1.9%	77%	True	False	110,190
10	81.74	74.38	7.36	9.1%	1.68	2.1%	89%	True	False	111,501
20	81.74	69.93	11.81	14.6%	1.80	2.2%	93%	True	False	102,059
40	81.74	66.83	14.91	18.4%	2.07	2.6%	95%	True	False	82,011
60	81.74	66.83	14.91	18.4%	2.14	2.6%	95%	True	False	64,689
80	81.74	64.58	17.16	21.2%	2.13	2.6%	95%	True	False	54,478
100	81.74	64.42	17.32	21.4%	2.25	2.8%	95%	True	False	46,441
120	81.74	64.42	17.32	21.4%	2.18	2.7%	95%	True	False	39,915

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	0.46
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	88.41
2.618	85.85
1.618	84.28
1.000	83.31
0.618	82.71
HIGH	81.74
0.618	81.14
0.500	80.96
0.382	80.77
LOW	80.17
0.618	79.20
1.000	78.60
1.618	77.63
2.618	76.06
4.250	73.50

Fisher Pivots for day following 01-Aug-2023
Pivot	1 day	3 day
R1	80.96	80.68
PP	80.94	80.44
S1	80.93	80.21

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

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