NYMEX Light Sweet Crude Oil Future October 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 79.33 80.23 0.90 1.1% 76.62
High 80.29 81.50 1.21 1.5% 80.29
Low 78.67 79.72 1.05 1.3% 76.16
Close 80.18 81.32 1.14 1.4% 80.18
Range 1.62 1.78 0.16 9.9% 4.13
ATR 1.90 1.89 -0.01 -0.5% 0.00
Volume 101,333 92,512 -8,821 -8.7% 585,440
Daily Pivots for day following 31-Jul-2023
Classic Woodie Camarilla DeMark
R4 86.19 85.53 82.30
R3 84.41 83.75 81.81
R2 82.63 82.63 81.65
R1 81.97 81.97 81.48 82.30
PP 80.85 80.85 80.85 81.01
S1 80.19 80.19 81.16 80.52
S2 79.07 79.07 80.99
S3 77.29 78.41 80.83
S4 75.51 76.63 80.34
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 91.27 89.85 82.45
R3 87.14 85.72 81.32
R2 83.01 83.01 80.94
R1 81.59 81.59 80.56 82.30
PP 78.88 78.88 78.88 79.23
S1 77.46 77.46 79.80 78.17
S2 74.75 74.75 79.42
S3 70.62 73.33 79.04
S4 66.49 69.20 77.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.50 77.93 3.57 4.4% 1.54 1.9% 95% True False 113,675
10 81.50 73.64 7.86 9.7% 1.73 2.1% 98% True False 111,717
20 81.50 69.72 11.78 14.5% 1.82 2.2% 98% True False 99,098
40 81.50 66.83 14.67 18.0% 2.08 2.6% 99% True False 80,571
60 81.50 64.58 16.92 20.8% 2.18 2.7% 99% True False 63,595
80 81.50 64.58 16.92 20.8% 2.13 2.6% 99% True False 53,359
100 81.50 64.42 17.08 21.0% 2.25 2.8% 99% True False 45,479
120 81.50 64.42 17.08 21.0% 2.19 2.7% 99% True False 39,120
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 0.44
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 89.07
2.618 86.16
1.618 84.38
1.000 83.28
0.618 82.60
HIGH 81.50
0.618 80.82
0.500 80.61
0.382 80.40
LOW 79.72
0.618 78.62
1.000 77.94
1.618 76.84
2.618 75.06
4.250 72.16
Fisher Pivots for day following 31-Jul-2023
Pivot 1 day 3 day
R1 81.08 80.88
PP 80.85 80.43
S1 80.61 79.99

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

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