NYMEX Light Sweet Crude Oil Future November 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	79.69	79.55	-0.14	-0.2%	80.27
High	80.44	80.91	0.47	0.6%	81.24
Low	79.24	78.94	-0.30	-0.4%	77.32
Close	79.67	80.68	1.01	1.3%	79.49
Range	1.20	1.97	0.77	64.2%	3.92
ATR	1.80	1.82	0.01	0.7%	0.00
Volume	71,326	88,145	16,819	23.6%	639,830

Daily Pivots for day following 29-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	86.09	85.35	81.76
R3	84.12	83.38	81.22
R2	82.15	82.15	81.04
R1	81.41	81.41	80.86	81.78
PP	80.18	80.18	80.18	80.36
S1	79.44	79.44	80.50	79.81
S2	78.21	78.21	80.32
S3	76.24	77.47	80.14
S4	74.27	75.50	79.60

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	80.91	77.32	3.59	4.4%	1.84	2.3%	94%	True	False	120,356
10	81.24	77.32	3.92	4.9%	1.76	2.2%	86%	False	False	113,126
20	83.49	77.32	6.17	7.6%	1.90	2.4%	54%	False	False	101,329
40	83.49	69.74	13.75	17.0%	1.81	2.2%	80%	False	False	78,203
60	83.49	66.67	16.82	20.8%	1.94	2.4%	83%	False	False	63,777
80	83.49	66.67	16.82	20.8%	1.99	2.5%	83%	False	False	52,008
100	83.49	63.50	19.99	24.8%	2.00	2.5%	86%	False	False	44,358
120	83.49	63.50	19.99	24.8%	2.10	2.6%	86%	False	False	38,348

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	89.28
2.618	86.07
1.618	84.10
1.000	82.88
0.618	82.13
HIGH	80.91
0.618	80.16
0.500	79.93
0.382	79.69
LOW	78.94
0.618	77.72
1.000	76.97
1.618	75.75
2.618	73.78
4.250	70.57

Fisher Pivots for day following 29-Aug-2023
Pivot	1 day	3 day
R1	80.43	80.24
PP	80.18	79.80
S1	79.93	79.37

Download as Excel Spreadsheet

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

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