NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 17-Jul-2023
Day Change Summary
Previous Current
14-Jul-2023 17-Jul-2023 Change Change % Previous Week
Open 75.52 73.60 -1.92 -2.5% 72.06
High 75.57 74.75 -0.82 -1.1% 75.63
Low 73.80 72.84 -0.96 -1.3% 71.43
Close 74.06 73.11 -0.95 -1.3% 74.06
Range 1.77 1.91 0.14 7.9% 4.20
ATR 1.84 1.85 0.00 0.3% 0.00
Volume 20,906 16,617 -4,289 -20.5% 110,366
Daily Pivots for day following 17-Jul-2023
Classic Woodie Camarilla DeMark
R4 79.30 78.11 74.16
R3 77.39 76.20 73.64
R2 75.48 75.48 73.46
R1 74.29 74.29 73.29 73.93
PP 73.57 73.57 73.57 73.39
S1 72.38 72.38 72.93 72.02
S2 71.66 71.66 72.76
S3 69.75 70.47 72.58
S4 67.84 68.56 72.06
Weekly Pivots for week ending 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 86.31 84.38 76.37
R3 82.11 80.18 75.22
R2 77.91 77.91 74.83
R1 75.98 75.98 74.45 76.95
PP 73.71 73.71 73.71 74.19
S1 71.78 71.78 73.68 72.75
S2 69.51 69.51 73.29
S3 65.31 67.58 72.91
S4 61.11 63.38 71.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.63 71.79 3.84 5.3% 1.62 2.2% 34% False False 22,187
10 75.63 69.09 6.54 8.9% 1.71 2.3% 61% False False 20,967
20 75.63 67.26 8.37 11.4% 1.76 2.4% 70% False False 19,158
40 75.63 66.22 9.41 12.9% 1.96 2.7% 73% False False 14,497
60 75.99 65.00 10.99 15.0% 1.98 2.7% 74% False False 11,250
80 78.41 65.00 13.41 18.3% 1.88 2.6% 60% False False 9,619
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 0.33
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 82.87
2.618 79.75
1.618 77.84
1.000 76.66
0.618 75.93
HIGH 74.75
0.618 74.02
0.500 73.80
0.382 73.57
LOW 72.84
0.618 71.66
1.000 70.93
1.618 69.75
2.618 67.84
4.250 64.72
Fisher Pivots for day following 17-Jul-2023
Pivot 1 day 3 day
R1 73.80 74.24
PP 73.57 73.86
S1 73.34 73.49

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

View Archives - Comment on this page... - Back to Index of Symbols