NYMEX Light Sweet Crude Oil Future January 2024


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 77.40 77.28 -0.12 -0.2% 73.60
High 77.84 78.57 0.73 0.9% 75.85
Low 76.82 77.27 0.45 0.6% 72.84
Close 77.15 78.23 1.08 1.4% 75.67
Range 1.02 1.30 0.28 27.5% 3.01
ATR 1.71 1.69 -0.02 -1.2% 0.00
Volume 24,280 34,045 9,765 40.2% 106,104
Daily Pivots for day following 27-Jul-2023
Classic Woodie Camarilla DeMark
R4 81.92 81.38 78.95
R3 80.62 80.08 78.59
R2 79.32 79.32 78.47
R1 78.78 78.78 78.35 79.05
PP 78.02 78.02 78.02 78.16
S1 77.48 77.48 78.11 77.75
S2 76.72 76.72 77.99
S3 75.42 76.18 77.87
S4 74.12 74.88 77.52
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 83.82 82.75 77.33
R3 80.81 79.74 76.50
R2 77.80 77.80 76.22
R1 76.73 76.73 75.95 77.27
PP 74.79 74.79 74.79 75.05
S1 73.72 73.72 75.39 74.26
S2 71.78 71.78 75.12
S3 68.77 70.71 74.84
S4 65.76 67.70 74.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.57 74.65 3.92 5.0% 1.45 1.9% 91% True False 24,647
10 78.57 72.84 5.73 7.3% 1.55 2.0% 94% True False 22,707
20 78.57 68.84 9.73 12.4% 1.58 2.0% 97% True False 21,643
40 78.57 66.22 12.35 15.8% 1.86 2.4% 97% True False 17,839
60 78.57 65.00 13.57 17.3% 1.94 2.5% 97% True False 13,825
80 78.57 65.00 13.57 17.3% 1.84 2.4% 97% True False 11,668
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.10
2.618 81.97
1.618 80.67
1.000 79.87
0.618 79.37
HIGH 78.57
0.618 78.07
0.500 77.92
0.382 77.77
LOW 77.27
0.618 76.47
1.000 75.97
1.618 75.17
2.618 73.87
4.250 71.75
Fisher Pivots for day following 27-Jul-2023
Pivot 1 day 3 day
R1 78.13 78.03
PP 78.02 77.82
S1 77.92 77.62

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

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