NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 24-Aug-2023
Day Change Summary
Previous Current
23-Aug-2023 24-Aug-2023 Change Change % Previous Week
Open 78.71 77.71 -1.00 -1.3% 80.78
High 78.90 78.27 -0.63 -0.8% 80.84
Low 76.75 76.75 0.00 0.0% 77.70
Close 77.96 77.87 -0.09 -0.1% 79.33
Range 2.15 1.52 -0.63 -29.3% 3.14
ATR 1.67 1.66 -0.01 -0.7% 0.00
Volume 22,009 42,401 20,392 92.7% 148,007
Daily Pivots for day following 24-Aug-2023
Classic Woodie Camarilla DeMark
R4 82.19 81.55 78.71
R3 80.67 80.03 78.29
R2 79.15 79.15 78.15
R1 78.51 78.51 78.01 78.83
PP 77.63 77.63 77.63 77.79
S1 76.99 76.99 77.73 77.31
S2 76.11 76.11 77.59
S3 74.59 75.47 77.45
S4 73.07 73.95 77.03
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 88.71 87.16 81.06
R3 85.57 84.02 80.19
R2 82.43 82.43 79.91
R1 80.88 80.88 79.62 80.09
PP 79.29 79.29 79.29 78.89
S1 77.74 77.74 79.04 76.95
S2 76.15 76.15 78.75
S3 73.01 74.60 78.47
S4 69.87 71.46 77.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.30 76.75 3.55 4.6% 1.52 1.9% 32% False True 31,301
10 81.53 76.75 4.78 6.1% 1.53 2.0% 23% False True 29,957
20 82.20 76.75 5.45 7.0% 1.70 2.2% 21% False True 28,156
40 82.20 68.84 13.36 17.2% 1.64 2.1% 68% False False 24,899
60 82.20 66.22 15.98 20.5% 1.81 2.3% 73% False False 21,278
80 82.20 65.00 17.20 22.1% 1.88 2.4% 75% False False 17,408
100 82.20 65.00 17.20 22.1% 1.81 2.3% 75% False False 14,965
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.73
2.618 82.25
1.618 80.73
1.000 79.79
0.618 79.21
HIGH 78.27
0.618 77.69
0.500 77.51
0.382 77.33
LOW 76.75
0.618 75.81
1.000 75.23
1.618 74.29
2.618 72.77
4.250 70.29
Fisher Pivots for day following 24-Aug-2023
Pivot 1 day 3 day
R1 77.75 78.06
PP 77.63 78.00
S1 77.51 77.93

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

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