NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 03-Aug-2023
Day Change Summary
Previous Current
02-Aug-2023 03-Aug-2023 Change Change % Previous Week
Open 80.20 78.20 -2.00 -2.5% 75.30
High 80.40 79.95 -0.45 -0.6% 78.96
Low 77.44 77.17 -0.27 -0.3% 75.10
Close 77.89 79.63 1.74 2.2% 78.85
Range 2.96 2.78 -0.18 -6.1% 3.86
ATR 1.74 1.81 0.07 4.3% 0.00
Volume 23,580 27,001 3,421 14.5% 121,367
Daily Pivots for day following 03-Aug-2023
Classic Woodie Camarilla DeMark
R4 87.26 86.22 81.16
R3 84.48 83.44 80.39
R2 81.70 81.70 80.14
R1 80.66 80.66 79.88 81.18
PP 78.92 78.92 78.92 79.18
S1 77.88 77.88 79.38 78.40
S2 76.14 76.14 79.12
S3 73.36 75.10 78.87
S4 70.58 72.32 78.10
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 80.40 77.17 3.23 4.1% 2.02 2.5% 76% False True 23,034
10 80.40 74.65 5.75 7.2% 1.74 2.2% 87% False False 23,841
20 80.40 70.23 10.17 12.8% 1.66 2.1% 92% False False 22,641
40 80.40 66.22 14.18 17.8% 1.84 2.3% 95% False False 19,469
60 80.40 66.22 14.18 17.8% 1.89 2.4% 95% False False 15,244
80 80.40 65.00 15.40 19.3% 1.87 2.4% 95% False False 12,684
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.77
2.618 87.23
1.618 84.45
1.000 82.73
0.618 81.67
HIGH 79.95
0.618 78.89
0.500 78.56
0.382 78.23
LOW 77.17
0.618 75.45
1.000 74.39
1.618 72.67
2.618 69.89
4.250 65.36
Fisher Pivots for day following 03-Aug-2023
Pivot 1 day 3 day
R1 79.27 79.35
PP 78.92 79.07
S1 78.56 78.79

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

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