NYMEX Light Sweet Crude Oil Future October 2023

Trading Metrics calculated at close of trading on 29-Aug-2023

Day Change Summary
	Previous	Current
	28-Aug-2023	29-Aug-2023	Change	Change %	Previous Week
Open	80.15	79.98	-0.17	-0.2%	80.76
High	80.87	81.41	0.54	0.7%	81.75
Low	79.61	79.34	-0.27	-0.3%	77.59
Close	80.10	81.16	1.06	1.3%	79.83
Range	1.26	2.07	0.81	64.3%	4.16
ATR	1.90	1.91	0.01	0.6%	0.00
Volume	246,584	284,168	37,584	15.2%	1,788,116

Daily Pivots for day following 29-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	86.85	86.07	82.30
R3	84.78	84.00	81.73
R2	82.71	82.71	81.54
R1	81.93	81.93	81.35	82.32
PP	80.64	80.64	80.64	80.83
S1	79.86	79.86	80.97	80.25
S2	78.57	78.57	80.78
S3	76.50	77.79	80.59
S4	74.43	75.72	80.02

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	81.41	77.59	3.82	4.7%	1.92	2.4%	93%	True	False	333,907
10	81.75	77.59	4.16	5.1%	1.86	2.3%	86%	False	False	317,319
20	84.16	77.59	6.57	8.1%	2.01	2.5%	54%	False	False	241,239
40	84.16	69.93	14.23	17.5%	1.91	2.3%	79%	False	False	171,649
60	84.16	66.83	17.33	21.4%	2.05	2.5%	83%	False	False	135,087
80	84.16	66.83	17.33	21.4%	2.11	2.6%	83%	False	False	108,827
100	84.16	64.58	19.58	24.1%	2.11	2.6%	85%	False	False	91,830
120	84.16	64.42	19.74	24.3%	2.21	2.7%	85%	False	False	78,907

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.21
2.618	86.83
1.618	84.76
1.000	83.48
0.618	82.69
HIGH	81.41
0.618	80.62
0.500	80.38
0.382	80.13
LOW	79.34
0.618	78.06
1.000	77.27
1.618	75.99
2.618	73.92
4.250	70.54

Fisher Pivots for day following 29-Aug-2023
Pivot	1 day	3 day
R1	80.90	80.70
PP	80.64	80.24
S1	80.38	79.78

Download as Excel Spreadsheet

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

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