NYMEX Light Sweet Crude Oil Future July 2023


Trading Metrics calculated at close of trading on 11-May-2023
Day Change Summary
Previous Current
10-May-2023 11-May-2023 Change Change % Previous Week
Open 73.48 72.54 -0.94 -1.3% 76.47
High 73.81 73.47 -0.34 -0.5% 76.49
Low 71.78 70.65 -1.13 -1.6% 63.89
Close 72.52 70.88 -1.64 -2.3% 71.27
Range 2.03 2.82 0.79 38.9% 12.60
ATR 2.76 2.76 0.00 0.2% 0.00
Volume 172,142 172,290 148 0.1% 679,961
Daily Pivots for day following 11-May-2023
Classic Woodie Camarilla DeMark
R4 80.13 78.32 72.43
R3 77.31 75.50 71.66
R2 74.49 74.49 71.40
R1 72.68 72.68 71.14 72.18
PP 71.67 71.67 71.67 71.41
S1 69.86 69.86 70.62 69.36
S2 68.85 68.85 70.36
S3 66.03 67.04 70.10
S4 63.21 64.22 69.33
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 108.35 102.41 78.20
R3 95.75 89.81 74.74
R2 83.15 83.15 73.58
R1 77.21 77.21 72.43 73.88
PP 70.55 70.55 70.55 68.89
S1 64.61 64.61 70.12 61.28
S2 57.95 57.95 68.96
S3 45.35 52.01 67.81
S4 32.75 39.41 64.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.81 68.46 5.35 7.5% 2.62 3.7% 45% False False 144,052
10 76.74 63.89 12.85 18.1% 3.24 4.6% 54% False False 139,612
20 82.59 63.89 18.70 26.4% 2.68 3.8% 37% False False 125,516
40 82.91 63.89 19.02 26.8% 2.53 3.6% 37% False False 106,461
60 82.91 63.89 19.02 26.8% 2.57 3.6% 37% False False 82,425
80 82.91 63.89 19.02 26.8% 2.53 3.6% 37% False False 69,761
100 82.91 63.89 19.02 26.8% 2.49 3.5% 37% False False 60,032
120 82.91 63.89 19.02 26.8% 2.53 3.6% 37% False False 52,520
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.58
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.46
2.618 80.85
1.618 78.03
1.000 76.29
0.618 75.21
HIGH 73.47
0.618 72.39
0.500 72.06
0.382 71.73
LOW 70.65
0.618 68.91
1.000 67.83
1.618 66.09
2.618 63.27
4.250 58.67
Fisher Pivots for day following 11-May-2023
Pivot 1 day 3 day
R1 72.06 72.23
PP 71.67 71.78
S1 71.27 71.33

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

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