NYMEX Light Sweet Crude Oil Future October 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	79.58	80.76	1.18	1.5%	82.46
High	80.97	81.75	0.78	1.0%	82.51
Low	79.02	79.97	0.95	1.2%	78.60
Close	80.66	80.12	-0.54	-0.7%	80.66
Range	1.95	1.78	-0.17	-8.7%	3.91
ATR	2.01	1.99	-0.02	-0.8%	0.00
Volume	377,453	361,842	-15,611	-4.1%	1,179,964

Daily Pivots for day following 21-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.95	84.82	81.10
R3	84.17	83.04	80.61
R2	82.39	82.39	80.45
R1	81.26	81.26	80.28	80.94
PP	80.61	80.61	80.61	80.45
S1	79.48	79.48	79.96	79.16
S2	78.83	78.83	79.79
S3	77.05	77.70	79.63
S4	75.27	75.92	79.14

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	82.33	78.60	3.73	4.7%	2.08	2.6%	41%	False	False	283,022
10	84.16	78.60	5.56	6.9%	2.01	2.5%	27%	False	False	235,055
20	84.16	77.93	6.23	7.8%	1.95	2.4%	35%	False	False	177,075
40	84.16	67.42	16.74	20.9%	1.92	2.4%	76%	False	False	134,304
60	84.16	66.83	17.33	21.6%	2.15	2.7%	77%	False	False	106,480
80	84.16	64.58	19.58	24.4%	2.19	2.7%	79%	False	False	86,885
100	84.16	64.58	19.58	24.4%	2.12	2.6%	79%	False	False	73,299
120	84.16	64.42	19.74	24.6%	2.23	2.8%	80%	False	False	62,958

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	0.42
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	89.32
2.618	86.41
1.618	84.63
1.000	83.53
0.618	82.85
HIGH	81.75
0.618	81.07
0.500	80.86
0.382	80.65
LOW	79.97
0.618	78.87
1.000	78.19
1.618	77.09
2.618	75.31
4.250	72.41

Fisher Pivots for day following 21-Aug-2023
Pivot	1 day	3 day
R1	80.86	80.18
PP	80.61	80.16
S1	80.37	80.14

Download as Excel Spreadsheet

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

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