NYMEX Light Sweet Crude Oil Future October 2023

Trading Metrics calculated at close of trading on 31-Aug-2023

Day Change Summary
	Previous	Current
	30-Aug-2023	31-Aug-2023	Change	Change %	Previous Week
Open	81.29	81.70	0.41	0.5%	80.76
High	82.05	83.69	1.64	2.0%	81.75
Low	80.88	81.48	0.60	0.7%	77.59
Close	81.63	83.63	2.00	2.5%	79.83
Range	1.17	2.21	1.04	88.9%	4.16
ATR	1.86	1.89	0.02	1.3%	0.00
Volume	299,418	368,848	69,430	23.2%	1,788,116

Daily Pivots for day following 31-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	89.56	88.81	84.85
R3	87.35	86.60	84.24
R2	85.14	85.14	84.04
R1	84.39	84.39	83.83	84.77
PP	82.93	82.93	82.93	83.12
S1	82.18	82.18	83.43	82.56
S2	80.72	80.72	83.22
S3	78.51	79.97	83.02
S4	76.30	77.76	82.41

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	83.69	78.14	5.55	6.6%	1.80	2.2%	99%	True	False	322,085
10	83.69	77.59	6.10	7.3%	1.76	2.1%	99%	True	False	336,458
20	84.16	77.59	6.57	7.9%	1.86	2.2%	92%	False	False	260,348
40	84.16	71.01	13.15	15.7%	1.89	2.3%	96%	False	False	183,201
60	84.16	66.83	17.33	20.7%	2.02	2.4%	97%	False	False	144,851
80	84.16	66.83	17.33	20.7%	2.08	2.5%	97%	False	False	116,531
100	84.16	64.58	19.58	23.4%	2.12	2.5%	97%	False	False	98,216
120	84.16	64.42	19.74	23.6%	2.20	2.6%	97%	False	False	84,323

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.50
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	93.08
2.618	89.48
1.618	87.27
1.000	85.90
0.618	85.06
HIGH	83.69
0.618	82.85
0.500	82.59
0.382	82.32
LOW	81.48
0.618	80.11
1.000	79.27
1.618	77.90
2.618	75.69
4.250	72.09

Fisher Pivots for day following 31-Aug-2023
Pivot	1 day	3 day
R1	83.28	82.93
PP	82.93	82.22
S1	82.59	81.52

Download as Excel Spreadsheet

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

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