NYMEX Light Sweet Crude Oil Future August 2023


Trading Metrics calculated at close of trading on 05-Jul-2023
Day Change Summary
Previous Current
03-Jul-2023 05-Jul-2023 Change Change % Previous Week
Open 70.45 70.15 -0.30 -0.4% 69.84
High 71.77 72.17 0.40 0.6% 71.04
Low 69.69 69.90 0.21 0.3% 67.05
Close 69.79 71.79 2.00 2.9% 70.64
Range 2.08 2.27 0.19 9.1% 3.99
ATR 2.40 2.40 0.00 -0.1% 0.00
Volume 303,479 456,809 153,330 50.5% 1,625,901
Daily Pivots for day following 05-Jul-2023
Classic Woodie Camarilla DeMark
R4 78.10 77.21 73.04
R3 75.83 74.94 72.41
R2 73.56 73.56 72.21
R1 72.67 72.67 72.00 73.12
PP 71.29 71.29 71.29 71.51
S1 70.40 70.40 71.58 70.85
S2 69.02 69.02 71.37
S3 66.75 68.13 71.17
S4 64.48 65.86 70.54
Weekly Pivots for week ending 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 81.55 80.08 72.83
R3 77.56 76.09 71.74
R2 73.57 73.57 71.37
R1 72.10 72.10 71.01 72.84
PP 69.58 69.58 69.58 69.94
S1 68.11 68.11 70.27 68.85
S2 65.59 65.59 69.91
S3 61.60 64.12 69.54
S4 57.61 60.13 68.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.17 67.05 5.12 7.1% 2.04 2.8% 93% True False 344,264
10 72.72 67.05 5.67 7.9% 2.22 3.1% 84% False False 339,466
20 73.37 66.96 6.41 8.9% 2.42 3.4% 75% False False 284,959
40 75.70 66.96 8.74 12.2% 2.43 3.4% 55% False False 191,113
60 82.24 63.71 18.53 25.8% 2.44 3.4% 44% False False 147,412
80 82.24 63.71 18.53 25.8% 2.54 3.5% 44% False False 119,498
100 82.24 63.71 18.53 25.8% 2.45 3.4% 44% False False 98,662
120 82.28 63.71 18.57 25.9% 2.43 3.4% 44% False False 85,194
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.82
2.618 78.11
1.618 75.84
1.000 74.44
0.618 73.57
HIGH 72.17
0.618 71.30
0.500 71.04
0.382 70.77
LOW 69.90
0.618 68.50
1.000 67.63
1.618 66.23
2.618 63.96
4.250 60.25
Fisher Pivots for day following 05-Jul-2023
Pivot 1 day 3 day
R1 71.54 71.48
PP 71.29 71.16
S1 71.04 70.85

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

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