NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 10-Aug-2023
Day Change Summary
Previous Current
09-Aug-2023 10-Aug-2023 Change Change % Previous Week
Open 80.71 81.75 1.04 1.3% 78.78
High 82.06 82.20 0.14 0.2% 80.97
Low 80.63 80.60 -0.03 0.0% 77.17
Close 81.91 80.85 -1.06 -1.3% 80.68
Range 1.43 1.60 0.17 11.9% 3.80
ATR 1.79 1.78 -0.01 -0.8% 0.00
Volume 41,720 31,888 -9,832 -23.6% 117,464
Daily Pivots for day following 10-Aug-2023
Classic Woodie Camarilla DeMark
R4 86.02 85.03 81.73
R3 84.42 83.43 81.29
R2 82.82 82.82 81.14
R1 81.83 81.83 81.00 81.53
PP 81.22 81.22 81.22 81.06
S1 80.23 80.23 80.70 79.93
S2 79.62 79.62 80.56
S3 78.02 78.63 80.41
S4 76.42 77.03 79.97
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 91.01 89.64 82.77
R3 87.21 85.84 81.73
R2 83.41 83.41 81.38
R1 82.04 82.04 81.03 82.73
PP 79.61 79.61 79.61 79.95
S1 78.24 78.24 80.33 78.93
S2 75.81 75.81 79.98
S3 72.01 74.44 79.64
S4 68.21 70.64 78.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.20 78.28 3.92 4.8% 1.69 2.1% 66% True False 29,675
10 82.20 77.17 5.03 6.2% 1.86 2.3% 73% True False 26,355
20 82.20 72.84 9.36 11.6% 1.71 2.1% 86% True False 24,531
40 82.20 67.26 14.94 18.5% 1.76 2.2% 91% True False 21,598
60 82.20 66.22 15.98 19.8% 1.88 2.3% 92% True False 17,328
80 82.20 65.00 17.20 21.3% 1.90 2.4% 92% True False 14,190
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.00
2.618 86.39
1.618 84.79
1.000 83.80
0.618 83.19
HIGH 82.20
0.618 81.59
0.500 81.40
0.382 81.21
LOW 80.60
0.618 79.61
1.000 79.00
1.618 78.01
2.618 76.41
4.250 73.80
Fisher Pivots for day following 10-Aug-2023
Pivot 1 day 3 day
R1 81.40 80.65
PP 81.22 80.44
S1 81.03 80.24

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

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