NYMEX Light Sweet Crude Oil Future November 2023

Trading Metrics calculated at close of trading on 10-Aug-2023

Day Change Summary
	Previous	Current
	09-Aug-2023	10-Aug-2023	Change	Change %	Previous Week
Open	81.80	82.91	1.11	1.4%	79.79
High	83.26	83.49	0.23	0.3%	82.11
Low	81.62	81.55	-0.07	-0.1%	77.96
Close	83.07	81.80	-1.27	-1.5%	81.75
Range	1.64	1.94	0.30	18.3%	4.15
ATR	1.95	1.95	0.00	0.0%	0.00
Volume	164,665	96,780	-67,885	-41.2%	336,399

Daily Pivots for day following 10-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	88.10	86.89	82.87
R3	86.16	84.95	82.33
R2	84.22	84.22	82.16
R1	83.01	83.01	81.98	82.65
PP	82.28	82.28	82.28	82.10
S1	81.07	81.07	81.62	80.71
S2	80.34	80.34	81.44
S3	78.40	79.13	81.27
S4	76.46	77.19	80.73

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	93.06	91.55	84.03
R3	88.91	87.40	82.89
R2	84.76	84.76	82.51
R1	83.25	83.25	82.13	84.01
PP	80.61	80.61	80.61	80.98
S1	79.10	79.10	81.37	79.86
S2	76.46	76.46	80.99
S3	72.31	74.95	80.61
S4	68.16	70.80	79.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.49	79.12	4.37	5.3%	1.91	2.3%	61%	True	False	98,426
10	83.49	77.96	5.53	6.8%	2.04	2.5%	69%	True	False	83,297
20	83.49	73.39	10.10	12.3%	1.88	2.3%	83%	True	False	71,416
40	83.49	67.49	16.00	19.6%	1.92	2.4%	89%	True	False	55,851
60	83.49	66.67	16.82	20.6%	2.04	2.5%	90%	True	False	44,981
80	83.49	63.50	19.99	24.4%	2.11	2.6%	92%	True	False	37,338
100	83.49	63.50	19.99	24.4%	2.07	2.5%	92%	True	False	31,786
120	83.49	63.50	19.99	24.4%	2.11	2.6%	92%	True	False	27,313

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	0.47
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.74
2.618	88.57
1.618	86.63
1.000	85.43
0.618	84.69
HIGH	83.49
0.618	82.75
0.500	82.52
0.382	82.29
LOW	81.55
0.618	80.35
1.000	79.61
1.618	78.41
2.618	76.47
4.250	73.31

Fisher Pivots for day following 10-Aug-2023
Pivot	1 day	3 day
R1	82.52	81.64
PP	82.28	81.47
S1	82.04	81.31

Download as Excel Spreadsheet

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

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