NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 28-Jul-2023
Day Change Summary
Previous Current
27-Jul-2023 28-Jul-2023 Change Change % Previous Week
Open 78.90 79.84 0.94 1.2% 77.01
High 80.60 80.71 0.11 0.1% 80.71
Low 78.87 79.07 0.20 0.3% 76.44
Close 80.09 80.58 0.49 0.6% 80.58
Range 1.73 1.64 -0.09 -5.2% 4.27
ATR 2.01 1.98 -0.03 -1.3% 0.00
Volume 374,358 299,547 -74,811 -20.0% 1,713,821
Daily Pivots for day following 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 85.04 84.45 81.48
R3 83.40 82.81 81.03
R2 81.76 81.76 80.88
R1 81.17 81.17 80.73 81.47
PP 80.12 80.12 80.12 80.27
S1 79.53 79.53 80.43 79.83
S2 78.48 78.48 80.28
S3 76.84 77.89 80.13
S4 75.20 76.25 79.68
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 92.05 90.59 82.93
R3 87.78 86.32 81.75
R2 83.51 83.51 81.36
R1 82.05 82.05 80.97 82.78
PP 79.24 79.24 79.24 79.61
S1 77.78 77.78 80.19 78.51
S2 74.97 74.97 79.80
S3 70.70 73.51 79.41
S4 66.43 69.24 78.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.71 76.44 4.27 5.3% 1.81 2.2% 97% True False 342,764
10 80.71 73.78 6.93 8.6% 1.84 2.3% 98% True False 338,511
20 80.71 69.69 11.02 13.7% 1.88 2.3% 99% True False 266,544
40 80.71 66.98 13.73 17.0% 2.19 2.7% 99% True False 197,586
60 80.71 64.21 16.50 20.5% 2.30 2.8% 99% True False 154,533
80 81.44 64.21 17.23 21.4% 2.22 2.8% 95% False False 127,254
100 81.44 64.21 17.23 21.4% 2.37 2.9% 95% False False 109,773
120 81.44 64.21 17.23 21.4% 2.31 2.9% 95% False False 95,216
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.68
2.618 85.00
1.618 83.36
1.000 82.35
0.618 81.72
HIGH 80.71
0.618 80.08
0.500 79.89
0.382 79.70
LOW 79.07
0.618 78.06
1.000 77.43
1.618 76.42
2.618 74.78
4.250 72.10
Fisher Pivots for day following 28-Jul-2023
Pivot 1 day 3 day
R1 80.35 80.26
PP 80.12 79.95
S1 79.89 79.63

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.