NYMEX Light Sweet Crude Oil Future March 2024

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	77.59	78.45	0.86	1.1%	79.81
High	78.69	79.46	0.77	1.0%	79.84
Low	77.10	78.18	1.08	1.4%	76.96
Close	78.52	78.28	-0.24	-0.3%	78.52
Range	1.59	1.28	-0.31	-19.5%	2.88
ATR	1.59	1.57	-0.02	-1.4%	0.00
Volume	27,488	18,471	-9,017	-32.8%	93,711

Daily Pivots for day following 21-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	82.48	81.66	78.98
R3	81.20	80.38	78.63
R2	79.92	79.92	78.51
R1	79.10	79.10	78.40	78.87
PP	78.64	78.64	78.64	78.53
S1	77.82	77.82	78.16	77.59
S2	77.36	77.36	78.05
S3	76.08	76.54	77.93
S4	74.80	75.26	77.58

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.08	85.68	80.10
R3	84.20	82.80	79.31
R2	81.32	81.32	79.05
R1	79.92	79.92	78.78	79.18
PP	78.44	78.44	78.44	78.07
S1	77.04	77.04	78.26	76.30
S2	75.56	75.56	77.99
S3	72.68	74.16	77.73
S4	69.80	71.28	76.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.78	76.96	2.82	3.6%	1.64	2.1%	47%	False	False	19,573
10	81.06	76.96	4.10	5.2%	1.52	1.9%	32%	False	False	18,944
20	81.06	75.80	5.26	6.7%	1.52	1.9%	47%	False	False	17,914
40	81.06	67.32	13.74	17.6%	1.51	1.9%	80%	False	False	17,182

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	0.34
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	84.90
2.618	82.81
1.618	81.53
1.000	80.74
0.618	80.25
HIGH	79.46
0.618	78.97
0.500	78.82
0.382	78.67
LOW	78.18
0.618	77.39
1.000	76.90
1.618	76.11
2.618	74.83
4.250	72.74

Fisher Pivots for day following 21-Aug-2023
Pivot	1 day	3 day
R1	78.82	78.26
PP	78.64	78.23
S1	78.46	78.21

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

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