NYMEX Light Sweet Crude Oil Future November 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	80.78	81.14	0.36	0.4%	80.27
High	81.54	83.02	1.48	1.8%	81.24
Low	80.43	81.00	0.57	0.7%	77.32
Close	81.12	82.96	1.84	2.3%	79.49
Range	1.11	2.02	0.91	82.0%	3.92
ATR	1.77	1.78	0.02	1.0%	0.00
Volume	80,256	150,232	69,976	87.2%	639,830

Daily Pivots for day following 31-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	88.39	87.69	84.07
R3	86.37	85.67	83.52
R2	84.35	84.35	83.33
R1	83.65	83.65	83.15	84.00
PP	82.33	82.33	82.33	82.50
S1	81.63	81.63	82.77	81.98
S2	80.31	80.31	82.59
S3	78.29	79.61	82.40
S4	76.27	77.59	81.85

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	83.02	77.82	5.20	6.3%	1.69	2.0%	99%	True	False	111,034
10	83.02	77.32	5.70	6.9%	1.67	2.0%	99%	True	False	114,531
20	83.49	77.32	6.17	7.4%	1.75	2.1%	91%	False	False	104,720
40	83.49	70.77	12.72	15.3%	1.79	2.2%	96%	False	False	81,400
60	83.49	66.67	16.82	20.3%	1.92	2.3%	97%	False	False	66,674
80	83.49	66.67	16.82	20.3%	1.98	2.4%	97%	False	False	54,516
100	83.49	63.50	19.99	24.1%	2.01	2.4%	97%	False	False	46,439
120	83.49	63.50	19.99	24.1%	2.10	2.5%	97%	False	False	40,175

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	0.46
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	91.61
2.618	88.31
1.618	86.29
1.000	85.04
0.618	84.27
HIGH	83.02
0.618	82.25
0.500	82.01
0.382	81.77
LOW	81.00
0.618	79.75
1.000	78.98
1.618	77.73
2.618	75.71
4.250	72.42

Fisher Pivots for day following 31-Aug-2023
Pivot	1 day	3 day
R1	82.64	82.30
PP	82.33	81.64
S1	82.01	80.98

Download as Excel Spreadsheet

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

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