NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 31-Jul-2023
Day Change Summary
Previous Current
28-Jul-2023 31-Jul-2023 Change Change % Previous Week
Open 79.84 80.65 0.81 1.0% 77.01
High 80.71 82.00 1.29 1.6% 80.71
Low 79.07 80.13 1.06 1.3% 76.44
Close 80.58 81.80 1.22 1.5% 80.58
Range 1.64 1.87 0.23 14.0% 4.27
ATR 1.98 1.97 -0.01 -0.4% 0.00
Volume 299,547 297,270 -2,277 -0.8% 1,713,821
Daily Pivots for day following 31-Jul-2023
Classic Woodie Camarilla DeMark
R4 86.92 86.23 82.83
R3 85.05 84.36 82.31
R2 83.18 83.18 82.14
R1 82.49 82.49 81.97 82.84
PP 81.31 81.31 81.31 81.48
S1 80.62 80.62 81.63 80.97
S2 79.44 79.44 81.46
S3 77.57 78.75 81.29
S4 75.70 76.88 80.77
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 82.00 78.29 3.71 4.5% 1.61 2.0% 95% True False 328,561
10 82.00 73.82 8.18 10.0% 1.81 2.2% 98% True False 343,412
20 82.00 69.82 12.18 14.9% 1.90 2.3% 98% True False 274,576
40 82.00 66.98 15.02 18.4% 2.15 2.6% 99% True False 202,804
60 82.00 64.21 17.79 21.7% 2.27 2.8% 99% True False 157,922
80 82.00 64.21 17.79 21.7% 2.22 2.7% 99% True False 130,334
100 82.00 64.21 17.79 21.7% 2.36 2.9% 99% True False 112,494
120 82.00 64.21 17.79 21.7% 2.31 2.8% 99% True False 97,521
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 5 trading days
Fibonacci Retracements and Extensions
4.250 89.95
2.618 86.90
1.618 85.03
1.000 83.87
0.618 83.16
HIGH 82.00
0.618 81.29
0.500 81.07
0.382 80.84
LOW 80.13
0.618 78.97
1.000 78.26
1.618 77.10
2.618 75.23
4.250 72.18
Fisher Pivots for day following 31-Jul-2023
Pivot 1 day 3 day
R1 81.56 81.35
PP 81.31 80.89
S1 81.07 80.44

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

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