NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 27-Jul-2023
Day Change Summary
Previous Current
26-Jul-2023 27-Jul-2023 Change Change % Previous Week
Open 79.34 78.90 -0.44 -0.6% 74.88
High 79.77 80.60 0.83 1.0% 77.29
Low 78.55 78.87 0.32 0.4% 73.78
Close 78.78 80.09 1.31 1.7% 77.07
Range 1.22 1.73 0.51 41.8% 3.51
ATR 2.02 2.01 -0.01 -0.7% 0.00
Volume 322,031 374,358 52,327 16.2% 1,671,292
Daily Pivots for day following 27-Jul-2023
Classic Woodie Camarilla DeMark
R4 85.04 84.30 81.04
R3 83.31 82.57 80.57
R2 81.58 81.58 80.41
R1 80.84 80.84 80.25 81.21
PP 79.85 79.85 79.85 80.04
S1 79.11 79.11 79.93 79.48
S2 78.12 78.12 79.77
S3 76.39 77.38 79.61
S4 74.66 75.65 79.14
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 80.60 75.69 4.91 6.1% 1.80 2.2% 90% True False 344,476
10 80.60 73.78 6.82 8.5% 1.88 2.4% 93% True False 329,034
20 80.60 69.11 11.49 14.3% 1.88 2.3% 96% True False 256,875
40 80.60 66.98 13.62 17.0% 2.21 2.8% 96% True False 192,917
60 80.60 64.21 16.39 20.5% 2.34 2.9% 97% True False 150,760
80 81.44 64.21 17.23 21.5% 2.25 2.8% 92% False False 124,665
100 81.44 64.21 17.23 21.5% 2.38 3.0% 92% False False 106,980
120 81.44 64.21 17.23 21.5% 2.33 2.9% 92% False False 92,988
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.95
2.618 85.13
1.618 83.40
1.000 82.33
0.618 81.67
HIGH 80.60
0.618 79.94
0.500 79.74
0.382 79.53
LOW 78.87
0.618 77.80
1.000 77.14
1.618 76.07
2.618 74.34
4.250 71.52
Fisher Pivots for day following 27-Jul-2023
Pivot 1 day 3 day
R1 79.97 79.88
PP 79.85 79.66
S1 79.74 79.45

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

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