NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 05-Jul-2023
Day Change Summary
Previous Current
03-Jul-2023 05-Jul-2023 Change Change % Previous Week
Open 70.69 70.13 -0.56 -0.8% 69.87
High 71.77 72.07 0.30 0.4% 71.10
Low 69.72 69.93 0.21 0.3% 67.42
Close 69.80 71.72 1.92 2.8% 70.72
Range 2.05 2.14 0.09 4.4% 3.68
ATR 2.26 2.26 0.00 0.0% 0.00
Volume 46,133 93,006 46,873 101.6% 417,093
Daily Pivots for day following 05-Jul-2023
Classic Woodie Camarilla DeMark
R4 77.66 76.83 72.90
R3 75.52 74.69 72.31
R2 73.38 73.38 72.11
R1 72.55 72.55 71.92 72.97
PP 71.24 71.24 71.24 71.45
S1 70.41 70.41 71.52 70.83
S2 69.10 69.10 71.33
S3 66.96 68.27 71.13
S4 64.82 66.13 70.54
Weekly Pivots for week ending 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 80.79 79.43 72.74
R3 77.11 75.75 71.73
R2 73.43 73.43 71.39
R1 72.07 72.07 71.06 72.75
PP 69.75 69.75 69.75 70.09
S1 68.39 68.39 70.38 69.07
S2 66.07 66.07 70.05
S3 62.39 64.71 69.71
S4 58.71 61.03 68.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.07 67.42 4.65 6.5% 1.93 2.7% 92% True False 78,140
10 72.47 67.42 5.05 7.0% 2.08 2.9% 85% False False 76,635
20 72.79 66.83 5.96 8.3% 2.28 3.2% 82% False False 64,709
40 74.60 66.83 7.77 10.8% 2.29 3.2% 63% False False 47,617
60 80.64 64.58 16.06 22.4% 2.26 3.2% 44% False False 39,903
80 80.64 64.42 16.22 22.6% 2.36 3.3% 45% False False 33,575
100 80.64 64.42 16.22 22.6% 2.27 3.2% 45% False False 28,346
120 81.03 64.42 16.61 23.2% 2.23 3.1% 44% False False 25,123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.39
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.17
2.618 77.67
1.618 75.53
1.000 74.21
0.618 73.39
HIGH 72.07
0.618 71.25
0.500 71.00
0.382 70.75
LOW 69.93
0.618 68.61
1.000 67.79
1.618 66.47
2.618 64.33
4.250 60.84
Fisher Pivots for day following 05-Jul-2023
Pivot 1 day 3 day
R1 71.48 71.44
PP 71.24 71.16
S1 71.00 70.89

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

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