NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 14-Aug-2023

Day Change Summary
	Previous	Current
	11-Aug-2023	14-Aug-2023	Change	Change %	Previous Week
Open	79.08	78.25	-0.83	-1.0%	78.84
High	79.47	78.63	-0.84	-1.1%	79.93
Low	78.70	77.97	-0.73	-0.9%	76.85
Close	79.01	78.47	-0.54	-0.7%	79.01
Range	0.77	0.66	-0.11	-14.3%	3.08
ATR	1.27	1.25	-0.02	-1.3%	0.00
Volume	4,806	3,500	-1,306	-27.2%	21,106

Daily Pivots for day following 14-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	80.34	80.06	78.83
R3	79.68	79.40	78.65
R2	79.02	79.02	78.59
R1	78.74	78.74	78.53	78.88
PP	78.36	78.36	78.36	78.43
S1	78.08	78.08	78.41	78.22
S2	77.70	77.70	78.35
S3	77.04	77.42	78.29
S4	76.38	76.76	78.11

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.84	86.50	80.70
R3	84.76	83.42	79.86
R2	81.68	81.68	79.57
R1	80.34	80.34	79.29	81.01
PP	78.60	78.60	78.60	78.93
S1	77.26	77.26	78.73	77.93
S2	75.52	75.52	78.45
S3	72.44	74.18	78.16
S4	69.36	71.10	77.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.93	76.85	3.08	3.9%	1.14	1.5%	53%	False	False	4,209
10	79.93	75.65	4.28	5.5%	1.36	1.7%	66%	False	False	4,003
20	79.93	71.68	8.25	10.5%	1.22	1.6%	82%	False	False	3,437

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.22
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	81.44
2.618	80.36
1.618	79.70
1.000	79.29
0.618	79.04
HIGH	78.63
0.618	78.38
0.500	78.30
0.382	78.22
LOW	77.97
0.618	77.56
1.000	77.31
1.618	76.90
2.618	76.24
4.250	75.17

Fisher Pivots for day following 14-Aug-2023
Pivot	1 day	3 day
R1	78.41	78.90
PP	78.36	78.75
S1	78.30	78.61

Download as Excel Spreadsheet

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

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