NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 20-Jul-2023
Day Change Summary
Previous Current
19-Jul-2023 20-Jul-2023 Change Change % Previous Week
Open 74.49 74.20 -0.29 -0.4% 72.06
High 75.47 75.08 -0.39 -0.5% 75.63
Low 73.99 73.64 -0.35 -0.5% 71.43
Close 74.27 74.52 0.25 0.3% 74.06
Range 1.48 1.44 -0.04 -2.7% 4.20
ATR 1.81 1.78 -0.03 -1.5% 0.00
Volume 20,741 24,888 4,147 20.0% 110,366
Daily Pivots for day following 20-Jul-2023
Classic Woodie Camarilla DeMark
R4 78.73 78.07 75.31
R3 77.29 76.63 74.92
R2 75.85 75.85 74.78
R1 75.19 75.19 74.65 75.52
PP 74.41 74.41 74.41 74.58
S1 73.75 73.75 74.39 74.08
S2 72.97 72.97 74.26
S3 71.53 72.31 74.12
S4 70.09 70.87 73.73
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 75.57 72.84 2.73 3.7% 1.66 2.2% 62% False False 20,767
10 75.63 70.23 5.40 7.2% 1.59 2.1% 79% False False 21,441
20 75.63 67.26 8.37 11.2% 1.72 2.3% 87% False False 20,854
40 75.63 66.22 9.41 12.6% 1.95 2.6% 88% False False 15,865
60 75.63 65.00 10.63 14.3% 1.98 2.7% 90% False False 12,173
80 78.41 65.00 13.41 18.0% 1.86 2.5% 71% False False 10,341
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
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 0.33
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 81.20
2.618 78.85
1.618 77.41
1.000 76.52
0.618 75.97
HIGH 75.08
0.618 74.53
0.500 74.36
0.382 74.19
LOW 73.64
0.618 72.75
1.000 72.20
1.618 71.31
2.618 69.87
4.250 67.52
Fisher Pivots for day following 20-Jul-2023
Pivot 1 day 3 day
R1 74.47 74.41
PP 74.41 74.30
S1 74.36 74.20

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

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