NYMEX Light Sweet Crude Oil Future October 2023

Trading Metrics calculated at close of trading on 08-Aug-2023

Day Change Summary
	Previous	Current
	07-Aug-2023	08-Aug-2023	Change	Change %	Previous Week
Open	82.27	82.04	-0.23	-0.3%	80.23
High	82.73	82.52	-0.21	-0.3%	82.66
Low	81.08	79.52	-1.56	-1.9%	78.33
Close	81.49	82.36	0.87	1.1%	82.27
Range	1.65	3.00	1.35	81.8%	4.33
ATR	1.99	2.06	0.07	3.6%	0.00
Volume	123,013	187,839	64,826	52.7%	592,070

Daily Pivots for day following 08-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	90.47	89.41	84.01
R3	87.47	86.41	83.19
R2	84.47	84.47	82.91
R1	83.41	83.41	82.64	83.94
PP	81.47	81.47	81.47	81.73
S1	80.41	80.41	82.09	80.94
S2	78.47	78.47	81.81
S3	75.47	77.41	81.54
S4	72.47	74.41	80.71

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	94.08	92.50	84.65
R3	89.75	88.17	83.46
R2	85.42	85.42	83.06
R1	83.84	83.84	82.67	84.63
PP	81.09	81.09	81.09	81.48
S1	79.51	79.51	81.87	80.30
S2	76.76	76.76	81.48
S3	72.43	75.18	81.08
S4	68.10	70.85	79.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.73	78.33	4.40	5.3%	2.52	3.1%	92%	False	False	141,009
10	82.73	78.17	4.56	5.5%	2.03	2.5%	92%	False	False	125,600
20	82.73	73.60	9.13	11.1%	1.94	2.4%	96%	False	False	114,984
40	82.73	66.83	15.90	19.3%	2.06	2.5%	98%	False	False	93,189
60	82.73	66.83	15.90	19.3%	2.15	2.6%	98%	False	False	74,331
80	82.73	64.58	18.15	22.0%	2.20	2.7%	98%	False	False	62,264
100	82.73	64.42	18.31	22.2%	2.20	2.7%	98%	False	False	52,842
120	82.73	64.42	18.31	22.2%	2.22	2.7%	98%	False	False	45,426

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.47
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	95.27
2.618	90.37
1.618	87.37
1.000	85.52
0.618	84.37
HIGH	82.52
0.618	81.37
0.500	81.02
0.382	80.67
LOW	79.52
0.618	77.67
1.000	76.52
1.618	74.67
2.618	71.67
4.250	66.77

Fisher Pivots for day following 08-Aug-2023
Pivot	1 day	3 day
R1	81.91	81.95
PP	81.47	81.54
S1	81.02	81.13

Download as Excel Spreadsheet

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

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