NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 25-Aug-2023

Day Change Summary
	Previous	Current
	24-Aug-2023	25-Aug-2023	Change	Change %	Previous Week
Open	77.71	77.75	0.04	0.1%	79.14
High	78.27	79.07	0.80	1.0%	80.30
Low	76.75	77.10	0.35	0.5%	76.75
Close	77.87	78.69	0.82	1.1%	78.69
Range	1.52	1.97	0.45	29.6%	3.55
ATR	1.66	1.68	0.02	1.3%	0.00
Volume	42,401	35,542	-6,859	-16.2%	159,713

Daily Pivots for day following 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	84.20	83.41	79.77
R3	82.23	81.44	79.23
R2	80.26	80.26	79.05
R1	79.47	79.47	78.87	79.87
PP	78.29	78.29	78.29	78.48
S1	77.50	77.50	78.51	77.90
S2	76.32	76.32	78.33
S3	74.35	75.53	78.15
S4	72.38	73.56	77.61

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	89.23	87.51	80.64
R3	85.68	83.96	79.67
R2	82.13	82.13	79.34
R1	80.41	80.41	79.02	79.50
PP	78.58	78.58	78.58	78.12
S1	76.86	76.86	78.36	75.95
S2	75.03	75.03	78.04
S3	71.48	73.31	77.71
S4	67.93	69.76	76.74

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	4.5%	1.57	2.0%	55%	False	False	31,942
10	80.84	76.75	4.09	5.2%	1.63	2.1%	47%	False	False	30,772
20	82.20	76.75	5.45	6.9%	1.72	2.2%	36%	False	False	28,868
40	82.20	69.09	13.11	16.7%	1.65	2.1%	73%	False	False	25,524
60	82.20	66.22	15.98	20.3%	1.81	2.3%	78%	False	False	21,725
80	82.20	65.00	17.20	21.9%	1.85	2.4%	80%	False	False	17,790
100	82.20	65.00	17.20	21.9%	1.80	2.3%	80%	False	False	15,216

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.36
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.44
2.618	84.23
1.618	82.26
1.000	81.04
0.618	80.29
HIGH	79.07
0.618	78.32
0.500	78.09
0.382	77.85
LOW	77.10
0.618	75.88
1.000	75.13
1.618	73.91
2.618	71.94
4.250	68.73

Fisher Pivots for day following 25-Aug-2023
Pivot	1 day	3 day
R1	78.49	78.43
PP	78.29	78.17
S1	78.09	77.91

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