NYMEX Light Sweet Crude Oil Future August 2023


Trading Metrics calculated at close of trading on 11-Jul-2023
Day Change Summary
Previous Current
10-Jul-2023 11-Jul-2023 Change Change % Previous Week
Open 73.86 73.19 -0.67 -0.9% 70.45
High 74.15 74.96 0.81 1.1% 73.92
Low 72.67 72.98 0.31 0.4% 69.69
Close 72.99 74.83 1.84 2.5% 73.86
Range 1.48 1.98 0.50 33.8% 4.23
ATR 2.34 2.31 -0.03 -1.1% 0.00
Volume 301,014 326,883 25,869 8.6% 1,518,301
Daily Pivots for day following 11-Jul-2023
Classic Woodie Camarilla DeMark
R4 80.20 79.49 75.92
R3 78.22 77.51 75.37
R2 76.24 76.24 75.19
R1 75.53 75.53 75.01 75.89
PP 74.26 74.26 74.26 74.43
S1 73.55 73.55 74.65 73.91
S2 72.28 72.28 74.47
S3 70.30 71.57 74.29
S4 68.32 69.59 73.74
Weekly Pivots for week ending 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 85.18 83.75 76.19
R3 80.95 79.52 75.02
R2 76.72 76.72 74.64
R1 75.29 75.29 74.25 76.01
PP 72.49 72.49 72.49 72.85
S1 71.06 71.06 73.47 71.78
S2 68.26 68.26 73.08
S3 64.03 66.83 72.70
S4 59.80 62.60 71.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.96 69.90 5.06 6.8% 2.12 2.8% 97% True False 368,543
10 74.96 67.05 7.91 10.6% 2.12 2.8% 98% True False 349,198
20 74.96 66.96 8.00 10.7% 2.33 3.1% 98% True False 323,037
40 75.70 66.96 8.74 11.7% 2.40 3.2% 90% False False 217,011
60 81.98 63.71 18.27 24.4% 2.47 3.3% 61% False False 168,359
80 82.24 63.71 18.53 24.8% 2.43 3.2% 60% False False 135,480
100 82.24 63.71 18.53 24.8% 2.46 3.3% 60% False False 111,860
120 82.28 63.71 18.57 24.8% 2.43 3.2% 60% False False 96,014
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.38
2.618 80.14
1.618 78.16
1.000 76.94
0.618 76.18
HIGH 74.96
0.618 74.20
0.500 73.97
0.382 73.74
LOW 72.98
0.618 71.76
1.000 71.00
1.618 69.78
2.618 67.80
4.250 64.57
Fisher Pivots for day following 11-Jul-2023
Pivot 1 day 3 day
R1 74.54 74.25
PP 74.26 73.66
S1 73.97 73.08

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

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