NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 24-Jul-2023
Day Change Summary
Previous Current
21-Jul-2023 24-Jul-2023 Change Change % Previous Week
Open 75.45 76.62 1.17 1.6% 74.65
High 76.98 78.89 1.91 2.5% 76.98
Low 75.45 76.16 0.71 0.9% 73.60
Close 76.78 78.40 1.62 2.1% 76.78
Range 1.53 2.73 1.20 78.4% 3.38
ATR 1.99 2.04 0.05 2.7% 0.00
Volume 106,730 109,574 2,844 2.7% 515,097
Daily Pivots for day following 24-Jul-2023
Classic Woodie Camarilla DeMark
R4 86.01 84.93 79.90
R3 83.28 82.20 79.15
R2 80.55 80.55 78.90
R1 79.47 79.47 78.65 80.01
PP 77.82 77.82 77.82 78.09
S1 76.74 76.74 78.15 77.28
S2 75.09 75.09 77.90
S3 72.36 74.01 77.65
S4 69.63 71.28 76.90
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 85.93 84.73 78.64
R3 82.55 81.35 77.71
R2 79.17 79.17 77.40
R1 77.97 77.97 77.09 78.57
PP 75.79 75.79 75.79 76.09
S1 74.59 74.59 76.47 75.19
S2 72.41 72.41 76.16
S3 69.03 71.21 75.85
S4 65.65 67.83 74.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.89 73.64 5.25 6.7% 1.92 2.4% 91% True False 109,760
10 78.89 72.71 6.18 7.9% 1.88 2.4% 92% True False 99,659
20 78.89 67.42 11.47 14.6% 1.90 2.4% 96% True False 91,533
40 78.89 66.83 12.06 15.4% 2.25 2.9% 96% True False 71,182
60 78.89 64.58 14.31 18.3% 2.27 2.9% 97% True False 56,822
80 80.64 64.58 16.06 20.5% 2.17 2.8% 86% False False 47,355
100 80.64 64.42 16.22 20.7% 2.29 2.9% 86% False False 40,135
120 80.64 64.42 16.22 20.7% 2.24 2.9% 86% False False 34,771
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 90.49
2.618 86.04
1.618 83.31
1.000 81.62
0.618 80.58
HIGH 78.89
0.618 77.85
0.500 77.53
0.382 77.20
LOW 76.16
0.618 74.47
1.000 73.43
1.618 71.74
2.618 69.01
4.250 64.56
Fisher Pivots for day following 24-Jul-2023
Pivot 1 day 3 day
R1 78.11 77.81
PP 77.82 77.22
S1 77.53 76.64

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

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