NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 27-Jul-2023
Day Change Summary
Previous Current
26-Jul-2023 27-Jul-2023 Change Change % Previous Week
Open 78.88 78.49 -0.39 -0.5% 74.65
High 79.31 80.08 0.77 1.0% 76.98
Low 78.17 78.47 0.30 0.4% 73.60
Close 78.40 79.63 1.23 1.6% 76.78
Range 1.14 1.61 0.47 41.2% 3.38
ATR 1.94 1.93 -0.02 -1.0% 0.00
Volume 112,965 138,780 25,815 22.9% 515,097
Daily Pivots for day following 27-Jul-2023
Classic Woodie Camarilla DeMark
R4 84.22 83.54 80.52
R3 82.61 81.93 80.07
R2 81.00 81.00 79.93
R1 80.32 80.32 79.78 80.66
PP 79.39 79.39 79.39 79.57
S1 78.71 78.71 79.48 79.05
S2 77.78 77.78 79.33
S3 76.17 77.10 79.19
S4 74.56 75.49 78.74
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 80.08 75.45 4.63 5.8% 1.71 2.1% 90% True False 118,167
10 80.08 73.60 6.48 8.1% 1.80 2.3% 93% True False 106,077
20 80.08 69.15 10.93 13.7% 1.80 2.3% 96% True False 97,145
40 80.08 66.83 13.25 16.6% 2.14 2.7% 97% True False 77,983
60 80.08 64.58 15.50 19.5% 2.25 2.8% 97% True False 61,875
80 80.64 64.58 16.06 20.2% 2.16 2.7% 94% False False 51,566
100 80.64 64.42 16.22 20.4% 2.27 2.8% 94% False False 43,703
120 80.64 64.42 16.22 20.4% 2.21 2.8% 94% False False 37,706
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.92
2.618 84.29
1.618 82.68
1.000 81.69
0.618 81.07
HIGH 80.08
0.618 79.46
0.500 79.28
0.382 79.09
LOW 78.47
0.618 77.48
1.000 76.86
1.618 75.87
2.618 74.26
4.250 71.63
Fisher Pivots for day following 27-Jul-2023
Pivot 1 day 3 day
R1 79.51 79.42
PP 79.39 79.21
S1 79.28 79.01

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

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