NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 15-Aug-2023

Day Change Summary
	Previous	Current
	14-Aug-2023	15-Aug-2023	Change	Change %	Previous Week
Open	79.81	79.35	-0.46	-0.6%	79.81
High	79.84	79.78	-0.06	-0.1%	81.06
Low	78.86	77.81	-1.05	-1.3%	77.49
Close	79.39	78.29	-1.10	-1.4%	79.98
Range	0.98	1.97	0.99	101.0%	3.57
ATR	1.55	1.58	0.03	1.9%	0.00
Volume	14,316	14,802	486	3.4%	93,008

Daily Pivots for day following 15-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	84.54	83.38	79.37
R3	82.57	81.41	78.83
R2	80.60	80.60	78.65
R1	79.44	79.44	78.47	79.04
PP	78.63	78.63	78.63	78.42
S1	77.47	77.47	78.11	77.07
S2	76.66	76.66	77.93
S3	74.69	75.50	77.75
S4	72.72	73.53	77.21

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	90.22	88.67	81.94
R3	86.65	85.10	80.96
R2	83.08	83.08	80.63
R1	81.53	81.53	80.31	82.31
PP	79.51	79.51	79.51	79.90
S1	77.96	77.96	79.65	78.74
S2	75.94	75.94	79.33
S3	72.37	74.39	79.00
S4	68.80	70.82	78.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.06	77.81	3.25	4.2%	1.30	1.7%	15%	False	True	18,186
10	81.06	76.39	4.67	6.0%	1.68	2.1%	41%	False	False	17,811
20	81.06	73.05	8.01	10.2%	1.51	1.9%	65%	False	False	16,919
40	81.06	66.88	14.18	18.1%	1.56	2.0%	80%	False	False	16,675

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	88.15
2.618	84.94
1.618	82.97
1.000	81.75
0.618	81.00
HIGH	79.78
0.618	79.03
0.500	78.80
0.382	78.56
LOW	77.81
0.618	76.59
1.000	75.84
1.618	74.62
2.618	72.65
4.250	69.44

Fisher Pivots for day following 15-Aug-2023
Pivot	1 day	3 day
R1	78.80	79.14
PP	78.63	78.85
S1	78.46	78.57

Download as Excel Spreadsheet

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

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