NYMEX Light Sweet Crude Oil Future August 2023


Trading Metrics calculated at close of trading on 12-Jul-2023
Day Change Summary
Previous Current
11-Jul-2023 12-Jul-2023 Change Change % Previous Week
Open 73.19 74.83 1.64 2.2% 70.45
High 74.96 76.15 1.19 1.6% 73.92
Low 72.98 74.67 1.69 2.3% 69.69
Close 74.83 75.75 0.92 1.2% 73.86
Range 1.98 1.48 -0.50 -25.3% 4.23
ATR 2.31 2.25 -0.06 -2.6% 0.00
Volume 326,883 352,887 26,004 8.0% 1,518,301
Daily Pivots for day following 12-Jul-2023
Classic Woodie Camarilla DeMark
R4 79.96 79.34 76.56
R3 78.48 77.86 76.16
R2 77.00 77.00 76.02
R1 76.38 76.38 75.89 76.69
PP 75.52 75.52 75.52 75.68
S1 74.90 74.90 75.61 75.21
S2 74.04 74.04 75.48
S3 72.56 73.42 75.34
S4 71.08 71.94 74.94
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 76.15 70.22 5.93 7.8% 1.96 2.6% 93% True False 347,759
10 76.15 67.05 9.10 12.0% 2.00 2.6% 96% True False 346,011
20 76.15 67.05 9.10 12.0% 2.23 2.9% 96% True False 329,500
40 76.15 66.96 9.19 12.1% 2.39 3.2% 96% True False 224,193
60 81.64 63.71 17.93 23.7% 2.47 3.3% 67% False False 173,438
80 82.24 63.71 18.53 24.5% 2.40 3.2% 65% False False 139,528
100 82.24 63.71 18.53 24.5% 2.45 3.2% 65% False False 115,280
120 82.28 63.71 18.57 24.5% 2.42 3.2% 65% False False 98,754
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.44
2.618 80.02
1.618 78.54
1.000 77.63
0.618 77.06
HIGH 76.15
0.618 75.58
0.500 75.41
0.382 75.24
LOW 74.67
0.618 73.76
1.000 73.19
1.618 72.28
2.618 70.80
4.250 68.38
Fisher Pivots for day following 12-Jul-2023
Pivot 1 day 3 day
R1 75.64 75.30
PP 75.52 74.86
S1 75.41 74.41

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

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