NYMEX Light Sweet Crude Oil Future September 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 73.13 74.70 1.57 2.1% 70.61
High 74.82 75.94 1.12 1.5% 73.82
Low 72.94 74.53 1.59 2.2% 69.82
Close 74.71 75.54 0.83 1.1% 73.77
Range 1.88 1.41 -0.47 -25.0% 4.00
ATR 2.24 2.18 -0.06 -2.7% 0.00
Volume 193,290 251,403 58,113 30.1% 718,013
Daily Pivots for day following 12-Jul-2023
Classic Woodie Camarilla DeMark
R4 79.57 78.96 76.32
R3 78.16 77.55 75.93
R2 76.75 76.75 75.80
R1 76.14 76.14 75.67 76.45
PP 75.34 75.34 75.34 75.49
S1 74.73 74.73 75.41 75.04
S2 73.93 73.93 75.28
S3 72.52 73.32 75.15
S4 71.11 71.91 74.76
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 75.94 70.28 5.66 7.5% 1.88 2.5% 93% True False 196,900
10 75.94 67.27 8.67 11.5% 1.94 2.6% 95% True False 170,879
20 75.94 67.27 8.67 11.5% 2.16 2.9% 95% True False 151,733
40 75.94 66.98 8.96 11.9% 2.32 3.1% 96% True False 121,366
60 80.91 64.21 16.70 22.1% 2.39 3.2% 68% False False 99,280
80 81.44 64.21 17.23 22.8% 2.34 3.1% 66% False False 85,313
100 81.44 64.21 17.23 22.8% 2.39 3.2% 66% False False 73,425
120 81.75 64.21 17.54 23.2% 2.36 3.1% 65% False False 65,250
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.43
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 81.93
2.618 79.63
1.618 78.22
1.000 77.35
0.618 76.81
HIGH 75.94
0.618 75.40
0.500 75.24
0.382 75.07
LOW 74.53
0.618 73.66
1.000 73.12
1.618 72.25
2.618 70.84
4.250 68.54
Fisher Pivots for day following 12-Jul-2023
Pivot 1 day 3 day
R1 75.44 75.12
PP 75.34 74.70
S1 75.24 74.29

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

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