NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 01-Aug-2023
Day Change Summary
Previous Current
31-Jul-2023 01-Aug-2023 Change Change % Previous Week
Open 78.78 79.80 1.02 1.3% 75.30
High 80.01 80.19 0.18 0.2% 78.96
Low 78.43 78.87 0.44 0.6% 75.10
Close 79.85 79.49 -0.36 -0.5% 78.85
Range 1.58 1.32 -0.26 -16.5% 3.86
ATR 1.67 1.64 -0.02 -1.5% 0.00
Volume 16,457 26,834 10,377 63.1% 121,367
Daily Pivots for day following 01-Aug-2023
Classic Woodie Camarilla DeMark
R4 83.48 82.80 80.22
R3 82.16 81.48 79.85
R2 80.84 80.84 79.73
R1 80.16 80.16 79.61 79.84
PP 79.52 79.52 79.52 79.36
S1 78.84 78.84 79.37 78.52
S2 78.20 78.20 79.25
S3 76.88 77.52 79.13
S4 75.56 76.20 78.76
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 89.22 87.89 80.97
R3 85.36 84.03 79.91
R2 81.50 81.50 79.56
R1 80.17 80.17 79.20 80.84
PP 77.64 77.64 77.64 77.97
S1 76.31 76.31 78.50 76.98
S2 73.78 73.78 78.14
S3 69.92 72.45 77.79
S4 66.06 68.59 76.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.19 76.82 3.37 4.2% 1.34 1.7% 79% True False 24,583
10 80.19 73.64 6.55 8.2% 1.45 1.8% 89% True False 23,345
20 80.19 69.39 10.80 13.6% 1.57 2.0% 94% True False 22,598
40 80.19 66.22 13.97 17.6% 1.80 2.3% 95% True False 18,769
60 80.19 66.22 13.97 17.6% 1.86 2.3% 95% True False 14,518
80 80.19 65.00 15.19 19.1% 1.83 2.3% 95% True False 12,180
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.80
2.618 83.65
1.618 82.33
1.000 81.51
0.618 81.01
HIGH 80.19
0.618 79.69
0.500 79.53
0.382 79.37
LOW 78.87
0.618 78.05
1.000 77.55
1.618 76.73
2.618 75.41
4.250 73.26
Fisher Pivots for day following 01-Aug-2023
Pivot 1 day 3 day
R1 79.53 79.27
PP 79.52 79.06
S1 79.50 78.84

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

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