NYMEX Light Sweet Crude Oil Future November 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	78.49	79.69	1.20	1.5%	80.27
High	79.98	80.44	0.46	0.6%	81.24
Low	77.82	79.24	1.42	1.8%	77.32
Close	79.49	79.67	0.18	0.2%	79.49
Range	2.16	1.20	-0.96	-44.4%	3.92
ATR	1.85	1.80	-0.05	-2.5%	0.00
Volume	165,215	71,326	-93,889	-56.8%	639,830

Daily Pivots for day following 28-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	83.38	82.73	80.33
R3	82.18	81.53	80.00
R2	80.98	80.98	79.89
R1	80.33	80.33	79.78	80.06
PP	79.78	79.78	79.78	79.65
S1	79.13	79.13	79.56	78.86
S2	78.58	78.58	79.45
S3	77.38	77.93	79.34
S4	76.18	76.73	79.01

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	91.11	89.22	81.65
R3	87.19	85.30	80.57
R2	83.27	83.27	80.21
R1	81.38	81.38	79.85	80.37
PP	79.35	79.35	79.35	78.84
S1	77.46	77.46	79.13	76.45
S2	75.43	75.43	78.77
S3	71.51	73.54	78.41
S4	67.59	69.62	77.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.44	77.32	3.12	3.9%	1.63	2.0%	75%	True	False	123,226
10	81.77	77.32	4.45	5.6%	1.79	2.2%	53%	False	False	113,160
20	83.49	77.32	6.17	7.7%	1.88	2.4%	38%	False	False	100,154
40	83.49	69.53	13.96	17.5%	1.81	2.3%	73%	False	False	76,574
60	83.49	66.67	16.82	21.1%	1.94	2.4%	77%	False	False	62,678
80	83.49	63.50	19.99	25.1%	2.03	2.5%	81%	False	False	51,163
100	83.49	63.50	19.99	25.1%	2.00	2.5%	81%	False	False	43,613
120	83.49	63.50	19.99	25.1%	2.10	2.6%	81%	False	False	37,650

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	0.45
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	85.54
2.618	83.58
1.618	82.38
1.000	81.64
0.618	81.18
HIGH	80.44
0.618	79.98
0.500	79.84
0.382	79.70
LOW	79.24
0.618	78.50
1.000	78.04
1.618	77.30
2.618	76.10
4.250	74.14

Fisher Pivots for day following 28-Aug-2023
Pivot	1 day	3 day
R1	79.84	79.41
PP	79.78	79.14
S1	79.73	78.88

Download as Excel Spreadsheet

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

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