NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 21-Jul-2023
Day Change Summary
Previous Current
20-Jul-2023 21-Jul-2023 Change Change % Previous Week
Open 75.33 75.70 0.37 0.5% 74.88
High 76.15 77.29 1.14 1.5% 77.29
Low 74.52 75.69 1.17 1.6% 73.78
Close 75.65 77.07 1.42 1.9% 77.07
Range 1.63 1.60 -0.03 -1.8% 3.51
ATR 2.10 2.06 -0.03 -1.6% 0.00
Volume 340,962 308,106 -32,856 -9.6% 1,671,292
Daily Pivots for day following 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 81.48 80.88 77.95
R3 79.88 79.28 77.51
R2 78.28 78.28 77.36
R1 77.68 77.68 77.22 77.98
PP 76.68 76.68 76.68 76.84
S1 76.08 76.08 76.92 76.38
S2 75.08 75.08 76.78
S3 73.48 74.48 76.63
S4 71.88 72.88 76.19
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 86.58 85.33 79.00
R3 83.07 81.82 78.04
R2 79.56 79.56 77.71
R1 78.31 78.31 77.39 78.94
PP 76.05 76.05 76.05 76.36
S1 74.80 74.80 76.75 75.43
S2 72.54 72.54 76.43
S3 69.03 71.29 76.10
S4 65.52 67.78 75.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.29 73.78 3.51 4.6% 1.88 2.4% 94% True False 334,258
10 77.29 72.63 4.66 6.0% 1.81 2.3% 95% True False 276,242
20 77.29 67.27 10.02 13.0% 1.95 2.5% 98% True False 213,068
40 77.29 66.98 10.31 13.4% 2.29 3.0% 98% True False 166,610
60 77.29 64.21 13.08 17.0% 2.38 3.1% 98% True False 130,702
80 81.44 64.21 17.23 22.4% 2.24 2.9% 75% False False 108,821
100 81.44 64.21 17.23 22.4% 2.39 3.1% 75% False False 93,710
120 81.44 64.21 17.23 22.4% 2.35 3.1% 75% False False 81,857
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 True
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 84.09
2.618 81.48
1.618 79.88
1.000 78.89
0.618 78.28
HIGH 77.29
0.618 76.68
0.500 76.49
0.382 76.30
LOW 75.69
0.618 74.70
1.000 74.09
1.618 73.10
2.618 71.50
4.250 68.89
Fisher Pivots for day following 21-Jul-2023
Pivot 1 day 3 day
R1 76.88 76.68
PP 76.68 76.29
S1 76.49 75.91

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

View Archives - Comment on this page... - Back to Index of Symbols