NYMEX Light Sweet Crude Oil Future December 2023

Trading Metrics calculated at close of trading on 04-Aug-2023

Day Change Summary
	Previous	Current
	03-Aug-2023	04-Aug-2023	Change	Change %	Previous Week
Open	78.49	80.18	1.69	2.2%	79.36
High	80.45	81.53	1.08	1.3%	81.53
Low	77.56	80.05	2.49	3.2%	77.56
Close	80.12	81.21	1.09	1.4%	81.21
Range	2.89	1.48	-1.41	-48.8%	3.97
ATR	1.91	1.88	-0.03	-1.6%	0.00
Volume	112,543	90,911	-21,632	-19.2%	493,124

Daily Pivots for day following 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.37	84.77	82.02
R3	83.89	83.29	81.62
R2	82.41	82.41	81.48
R1	81.81	81.81	81.35	82.11
PP	80.93	80.93	80.93	81.08
S1	80.33	80.33	81.07	80.63
S2	79.45	79.45	80.94
S3	77.97	78.85	80.80
S4	76.49	77.37	80.40

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	92.01	90.58	83.39
R3	88.04	86.61	82.30
R2	84.07	84.07	81.94
R1	82.64	82.64	81.57	83.36
PP	80.10	80.10	80.10	80.46
S1	78.67	78.67	80.85	79.39
S2	76.13	76.13	80.48
S3	72.16	74.70	80.12
S4	68.19	70.73	79.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.53	77.56	3.97	4.9%	2.09	2.6%	92%	True	False	98,624
10	81.53	75.47	6.06	7.5%	1.84	2.3%	95%	True	False	99,409
20	81.53	71.74	9.79	12.1%	1.72	2.1%	97%	True	False	95,740
40	81.53	66.36	15.17	18.7%	1.95	2.4%	98%	True	False	91,639
60	81.53	66.36	15.17	18.7%	2.03	2.5%	98%	True	False	82,175
80	81.53	63.00	18.53	22.8%	2.09	2.6%	98%	True	False	77,503
100	81.53	63.00	18.53	22.8%	2.16	2.7%	98%	True	False	76,995
120	81.53	63.00	18.53	22.8%	2.14	2.6%	98%	True	False	71,312

Crabel Price Patterns
NR	True
NR4	False
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	0.40
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	87.82
2.618	85.40
1.618	83.92
1.000	83.01
0.618	82.44
HIGH	81.53
0.618	80.96
0.500	80.79
0.382	80.62
LOW	80.05
0.618	79.14
1.000	78.57
1.618	77.66
2.618	76.18
4.250	73.76

Fisher Pivots for day following 04-Aug-2023
Pivot	1 day	3 day
R1	81.07	80.66
PP	80.93	80.10
S1	80.79	79.55

Download as Excel Spreadsheet

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

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