NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 11-Jul-2023
Day Change Summary
Previous Current
10-Jul-2023 11-Jul-2023 Change Change % Previous Week
Open 73.44 72.86 -0.58 -0.8% 70.69
High 73.74 74.54 0.80 1.1% 73.49
Low 72.39 72.71 0.32 0.4% 69.72
Close 72.70 74.44 1.74 2.4% 73.44
Range 1.35 1.83 0.48 35.6% 3.77
ATR 2.19 2.17 -0.03 -1.1% 0.00
Volume 64,054 75,694 11,640 18.2% 352,939
Daily Pivots for day following 11-Jul-2023
Classic Woodie Camarilla DeMark
R4 79.39 78.74 75.45
R3 77.56 76.91 74.94
R2 75.73 75.73 74.78
R1 75.08 75.08 74.61 75.41
PP 73.90 73.90 73.90 74.06
S1 73.25 73.25 74.27 73.58
S2 72.07 72.07 74.10
S3 70.24 71.42 73.94
S4 68.41 69.59 73.43
Weekly Pivots for week ending 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 83.53 82.25 75.51
R3 79.76 78.48 74.48
R2 75.99 75.99 74.13
R1 74.71 74.71 73.79 75.35
PP 72.22 72.22 72.22 72.54
S1 70.94 70.94 73.09 71.58
S2 68.45 68.45 72.75
S3 64.68 67.17 72.40
S4 60.91 63.40 71.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.54 69.93 4.61 6.2% 1.97 2.6% 98% True False 89,310
10 74.54 67.42 7.12 9.6% 1.98 2.7% 99% True False 86,405
20 74.54 66.83 7.71 10.4% 2.19 2.9% 99% True False 71,394
40 74.60 66.83 7.77 10.4% 2.25 3.0% 98% False False 54,005
60 80.48 64.58 15.90 21.4% 2.29 3.1% 62% False False 44,691
80 80.64 64.42 16.22 21.8% 2.26 3.0% 62% False False 37,306
100 80.64 64.42 16.22 21.8% 2.28 3.1% 62% False False 31,514
120 81.03 64.42 16.61 22.3% 2.23 3.0% 60% False False 27,729
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.32
2.618 79.33
1.618 77.50
1.000 76.37
0.618 75.67
HIGH 74.54
0.618 73.84
0.500 73.63
0.382 73.41
LOW 72.71
0.618 71.58
1.000 70.88
1.618 69.75
2.618 67.92
4.250 64.93
Fisher Pivots for day following 11-Jul-2023
Pivot 1 day 3 day
R1 74.17 73.89
PP 73.90 73.33
S1 73.63 72.78

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

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