NYMEX Light Sweet Crude Oil Future December 2023

Trading Metrics calculated at close of trading on 21-Aug-2023

Day Change Summary
	Previous	Current
	18-Aug-2023	21-Aug-2023	Change	Change %	Previous Week
Open	78.84	79.82	0.98	1.2%	81.37
High	79.99	80.77	0.78	1.0%	81.38
Low	78.23	79.25	1.02	1.3%	77.98
Close	79.75	79.38	-0.37	-0.5%	79.75
Range	1.76	1.52	-0.24	-13.6%	3.40
ATR	1.83	1.80	-0.02	-1.2%	0.00
Volume	128,205	85,497	-42,708	-33.3%	574,748

Daily Pivots for day following 21-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	84.36	83.39	80.22
R3	82.84	81.87	79.80
R2	81.32	81.32	79.66
R1	80.35	80.35	79.52	80.08
PP	79.80	79.80	79.80	79.66
S1	78.83	78.83	79.24	78.56
S2	78.28	78.28	79.10
S3	76.76	77.31	78.96
S4	75.24	75.79	78.54

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	89.90	88.23	81.62
R3	86.50	84.83	80.69
R2	83.10	83.10	80.37
R1	81.43	81.43	80.06	80.57
PP	79.70	79.70	79.70	79.27
S1	78.03	78.03	79.44	77.17
S2	76.30	76.30	79.13
S3	72.90	74.63	78.82
S4	69.50	71.23	77.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.25	77.98	3.27	4.1%	1.86	2.3%	43%	False	False	116,549
10	82.85	77.98	4.87	6.1%	1.77	2.2%	29%	False	False	118,900
20	82.85	77.09	5.76	7.3%	1.76	2.2%	40%	False	False	108,518
40	82.85	67.48	15.37	19.4%	1.76	2.2%	77%	False	False	99,887
60	82.85	66.36	16.49	20.8%	2.00	2.5%	79%	False	False	93,201
80	82.85	63.00	19.85	25.0%	2.07	2.6%	83%	False	False	85,739
100	82.85	63.00	19.85	25.0%	2.01	2.5%	83%	False	False	81,162
120	82.85	63.00	19.85	25.0%	2.14	2.7%	83%	False	False	78,291

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.39
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	87.23
2.618	84.75
1.618	83.23
1.000	82.29
0.618	81.71
HIGH	80.77
0.618	80.19
0.500	80.01
0.382	79.83
LOW	79.25
0.618	78.31
1.000	77.73
1.618	76.79
2.618	75.27
4.250	72.79

Fisher Pivots for day following 21-Aug-2023
Pivot	1 day	3 day
R1	80.01	79.38
PP	79.80	79.38
S1	79.59	79.38

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols