NYMEX Light Sweet Crude Oil Future October 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	78.91	79.58	0.67	0.8%	82.46
High	80.61	80.97	0.36	0.4%	82.51
Low	78.60	79.02	0.42	0.5%	78.60
Close	79.90	80.66	0.76	1.0%	80.66
Range	2.01	1.95	-0.06	-3.0%	3.91
ATR	2.01	2.01	0.00	-0.2%	0.00
Volume	239,170	377,453	138,283	57.8%	1,179,964

Daily Pivots for day following 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	86.07	85.31	81.73
R3	84.12	83.36	81.20
R2	82.17	82.17	81.02
R1	81.41	81.41	80.84	81.79
PP	80.22	80.22	80.22	80.41
S1	79.46	79.46	80.48	79.84
S2	78.27	78.27	80.30
S3	76.32	77.51	80.12
S4	74.37	75.56	79.59

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	92.32	90.40	82.81
R3	88.41	86.49	81.74
R2	84.50	84.50	81.38
R1	82.58	82.58	81.02	81.59
PP	80.59	80.59	80.59	80.09
S1	78.67	78.67	80.30	77.68
S2	76.68	76.68	79.94
S3	72.77	74.76	79.58
S4	68.86	70.85	78.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.51	78.60	3.91	4.8%	1.99	2.5%	53%	False	False	235,992
10	84.16	78.60	5.56	6.9%	1.99	2.5%	37%	False	False	211,173
20	84.16	76.16	8.00	9.9%	1.99	2.5%	56%	False	False	164,462
40	84.16	67.42	16.74	20.8%	1.94	2.4%	79%	False	False	126,705
60	84.16	66.83	17.33	21.5%	2.15	2.7%	80%	False	False	101,117
80	84.16	64.58	19.58	24.3%	2.21	2.7%	82%	False	False	82,759
100	84.16	64.58	19.58	24.3%	2.12	2.6%	82%	False	False	69,789
120	84.16	64.42	19.74	24.5%	2.23	2.8%	82%	False	False	60,000

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	89.26
2.618	86.08
1.618	84.13
1.000	82.92
0.618	82.18
HIGH	80.97
0.618	80.23
0.500	80.00
0.382	79.76
LOW	79.02
0.618	77.81
1.000	77.07
1.618	75.86
2.618	73.91
4.250	70.73

Fisher Pivots for day following 18-Aug-2023
Pivot	1 day	3 day
R1	80.44	80.37
PP	80.22	80.08
S1	80.00	79.79

Download as Excel Spreadsheet

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

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