NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 28-Jul-2023
Day Change Summary
Previous Current
27-Jul-2023 28-Jul-2023 Change Change % Previous Week
Open 77.63 78.37 0.74 1.0% 75.75
High 79.07 79.43 0.36 0.5% 79.43
Low 77.63 77.89 0.26 0.3% 75.47
Close 78.70 79.32 0.62 0.8% 79.32
Range 1.44 1.54 0.10 6.9% 3.96
ATR 1.79 1.77 -0.02 -1.0% 0.00
Volume 111,979 84,496 -27,483 -24.5% 500,973
Daily Pivots for day following 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 83.50 82.95 80.17
R3 81.96 81.41 79.74
R2 80.42 80.42 79.60
R1 79.87 79.87 79.46 80.15
PP 78.88 78.88 78.88 79.02
S1 78.33 78.33 79.18 78.61
S2 77.34 77.34 79.04
S3 75.80 76.79 78.90
S4 74.26 75.25 78.47
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 89.95 88.60 81.50
R3 85.99 84.64 80.41
R2 82.03 82.03 80.05
R1 80.68 80.68 79.68 81.36
PP 78.07 78.07 78.07 78.41
S1 76.72 76.72 78.96 77.40
S2 74.11 74.11 78.59
S3 70.15 72.76 78.23
S4 66.19 68.80 77.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.43 75.47 3.96 5.0% 1.59 2.0% 97% True False 100,194
10 79.43 73.12 6.31 8.0% 1.62 2.0% 98% True False 98,615
20 79.43 69.32 10.11 12.7% 1.68 2.1% 99% True False 94,228
40 79.43 66.36 13.07 16.5% 1.98 2.5% 99% True False 88,011
60 79.43 63.00 16.43 20.7% 2.11 2.7% 99% True False 80,881
80 79.43 63.00 16.43 20.7% 2.05 2.6% 99% True False 75,065
100 79.43 63.00 16.43 20.7% 2.19 2.8% 99% True False 74,413
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.98
2.618 83.46
1.618 81.92
1.000 80.97
0.618 80.38
HIGH 79.43
0.618 78.84
0.500 78.66
0.382 78.48
LOW 77.89
0.618 76.94
1.000 76.35
1.618 75.40
2.618 73.86
4.250 71.35
Fisher Pivots for day following 28-Jul-2023
Pivot 1 day 3 day
R1 79.10 79.00
PP 78.88 78.67
S1 78.66 78.35

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

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