NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 28-Aug-2023
Day Change Summary
Previous Current
25-Aug-2023 28-Aug-2023 Change Change % Previous Week
Open 78.88 80.15 1.27 1.6% 80.76
High 80.45 80.87 0.42 0.5% 81.75
Low 78.14 79.61 1.47 1.9% 77.59
Close 79.83 80.10 0.27 0.3% 79.83
Range 2.31 1.26 -1.05 -45.5% 4.16
ATR 1.95 1.90 -0.05 -2.5% 0.00
Volume 411,409 246,584 -164,825 -40.1% 1,788,116
Daily Pivots for day following 28-Aug-2023
Classic Woodie Camarilla DeMark
R4 83.97 83.30 80.79
R3 82.71 82.04 80.45
R2 81.45 81.45 80.33
R1 80.78 80.78 80.22 80.49
PP 80.19 80.19 80.19 80.05
S1 79.52 79.52 79.98 79.23
S2 78.93 78.93 79.87
S3 77.67 78.26 79.75
S4 76.41 77.00 79.41
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 92.20 90.18 82.12
R3 88.04 86.02 80.97
R2 83.88 83.88 80.59
R1 81.86 81.86 80.21 80.79
PP 79.72 79.72 79.72 79.19
S1 77.70 77.70 79.45 76.63
S2 75.56 75.56 79.07
S3 71.40 73.54 78.69
S4 67.24 69.38 77.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.87 77.59 3.28 4.1% 1.69 2.1% 77% True False 334,571
10 82.33 77.59 4.74 5.9% 1.89 2.4% 53% False False 308,797
20 84.16 77.59 6.57 8.2% 1.99 2.5% 38% False False 232,299
40 84.16 69.72 14.44 18.0% 1.90 2.4% 72% False False 165,698
60 84.16 66.83 17.33 21.6% 2.05 2.6% 77% False False 131,147
80 84.16 64.58 19.58 24.4% 2.13 2.7% 79% False False 105,771
100 84.16 64.58 19.58 24.4% 2.10 2.6% 79% False False 89,147
120 84.16 64.42 19.74 24.6% 2.21 2.8% 79% False False 76,616
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 86.23
2.618 84.17
1.618 82.91
1.000 82.13
0.618 81.65
HIGH 80.87
0.618 80.39
0.500 80.24
0.382 80.09
LOW 79.61
0.618 78.83
1.000 78.35
1.618 77.57
2.618 76.31
4.250 74.26
Fisher Pivots for day following 28-Aug-2023
Pivot 1 day 3 day
R1 80.24 79.81
PP 80.19 79.52
S1 80.15 79.23

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

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