NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 07-Jul-2023
Day Change Summary
Previous Current
06-Jul-2023 07-Jul-2023 Change Change % Previous Week
Open 71.85 71.85 0.00 0.0% 70.61
High 72.37 73.82 1.45 2.0% 73.82
Low 70.28 71.22 0.94 1.3% 69.82
Close 71.79 73.77 1.98 2.8% 73.77
Range 2.09 2.60 0.51 24.4% 4.00
ATR 2.32 2.34 0.02 0.9% 0.00
Volume 217,749 178,318 -39,431 -18.1% 718,013
Daily Pivots for day following 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 80.74 79.85 75.20
R3 78.14 77.25 74.49
R2 75.54 75.54 74.25
R1 74.65 74.65 74.01 75.10
PP 72.94 72.94 72.94 73.16
S1 72.05 72.05 73.53 72.50
S2 70.34 70.34 73.29
S3 67.74 69.45 73.06
S4 65.14 66.85 72.34
Weekly Pivots for week ending 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 84.47 83.12 75.97
R3 80.47 79.12 74.87
R2 76.47 76.47 74.50
R1 75.12 75.12 74.14 75.80
PP 72.47 72.47 72.47 72.81
S1 71.12 71.12 73.40 71.80
S2 68.47 68.47 73.04
S3 64.47 67.12 72.67
S4 60.47 63.12 71.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.82 69.69 4.13 5.6% 2.09 2.8% 99% True False 170,930
10 73.82 67.27 6.55 8.9% 2.09 2.8% 99% True False 149,895
20 73.82 66.98 6.84 9.3% 2.38 3.2% 99% True False 146,816
40 74.99 66.98 8.01 10.9% 2.36 3.2% 85% False False 111,053
60 81.44 64.21 17.23 23.4% 2.38 3.2% 55% False False 91,678
80 81.44 64.21 17.23 23.4% 2.45 3.3% 55% False False 79,773
100 81.44 64.21 17.23 23.4% 2.40 3.2% 55% False False 68,188
120 81.75 64.21 17.54 23.8% 2.38 3.2% 55% False False 61,272
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 84.87
2.618 80.63
1.618 78.03
1.000 76.42
0.618 75.43
HIGH 73.82
0.618 72.83
0.500 72.52
0.382 72.21
LOW 71.22
0.618 69.61
1.000 68.62
1.618 67.01
2.618 64.41
4.250 60.17
Fisher Pivots for day following 07-Jul-2023
Pivot 1 day 3 day
R1 73.35 73.16
PP 72.94 72.54
S1 72.52 71.93

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

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