NYMEX Light Sweet Crude Oil Future August 2023


Trading Metrics calculated at close of trading on 06-Jul-2023
Day Change Summary
Previous Current
05-Jul-2023 06-Jul-2023 Change Change % Previous Week
Open 70.15 71.80 1.65 2.4% 69.84
High 72.17 72.34 0.17 0.2% 71.04
Low 69.90 70.22 0.32 0.5% 67.05
Close 71.79 71.80 0.01 0.0% 70.64
Range 2.27 2.12 -0.15 -6.6% 3.99
ATR 2.40 2.38 -0.02 -0.8% 0.00
Volume 456,809 395,381 -61,428 -13.4% 1,625,901
Daily Pivots for day following 06-Jul-2023
Classic Woodie Camarilla DeMark
R4 77.81 76.93 72.97
R3 75.69 74.81 72.38
R2 73.57 73.57 72.19
R1 72.69 72.69 71.99 72.86
PP 71.45 71.45 71.45 71.54
S1 70.57 70.57 71.61 70.74
S2 69.33 69.33 71.41
S3 67.21 68.45 71.22
S4 65.09 66.33 70.63
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 72.34 68.93 3.41 4.7% 1.93 2.7% 84% True False 349,681
10 72.65 67.05 5.60 7.8% 2.24 3.1% 85% False False 352,539
20 73.37 66.96 6.41 8.9% 2.42 3.4% 76% False False 298,814
40 75.70 66.96 8.74 12.2% 2.42 3.4% 55% False False 199,014
60 82.24 63.71 18.53 25.8% 2.45 3.4% 44% False False 153,579
80 82.24 63.71 18.53 25.8% 2.54 3.5% 44% False False 124,227
100 82.24 63.71 18.53 25.8% 2.46 3.4% 44% False False 102,465
120 82.28 63.71 18.57 25.9% 2.42 3.4% 44% False False 88,294
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.35
2.618 77.89
1.618 75.77
1.000 74.46
0.618 73.65
HIGH 72.34
0.618 71.53
0.500 71.28
0.382 71.03
LOW 70.22
0.618 68.91
1.000 68.10
1.618 66.79
2.618 64.67
4.250 61.21
Fisher Pivots for day following 06-Jul-2023
Pivot 1 day 3 day
R1 71.63 71.54
PP 71.45 71.28
S1 71.28 71.02

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

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