NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 11-Jul-2023
Day Change Summary
Previous Current
10-Jul-2023 11-Jul-2023 Change Change % Previous Week
Open 71.70 71.52 -0.18 -0.3% 69.72
High 72.22 73.09 0.87 1.2% 71.90
Low 71.18 71.52 0.34 0.5% 68.86
Close 71.45 73.05 1.60 2.2% 71.87
Range 1.04 1.57 0.53 51.0% 3.04
ATR 1.84 1.82 -0.01 -0.8% 0.00
Volume 6,437 7,800 1,363 21.2% 39,591
Daily Pivots for day following 11-Jul-2023
Classic Woodie Camarilla DeMark
R4 77.26 76.73 73.91
R3 75.69 75.16 73.48
R2 74.12 74.12 73.34
R1 73.59 73.59 73.19 73.86
PP 72.55 72.55 72.55 72.69
S1 72.02 72.02 72.91 72.29
S2 70.98 70.98 72.76
S3 69.41 70.45 72.62
S4 67.84 68.88 72.19
Weekly Pivots for week ending 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 80.00 78.97 73.54
R3 76.96 75.93 72.71
R2 73.92 73.92 72.43
R1 72.89 72.89 72.15 73.41
PP 70.88 70.88 70.88 71.13
S1 69.85 69.85 71.59 70.37
S2 67.84 67.84 71.31
S3 64.80 66.81 71.03
S4 61.76 63.77 70.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.09 69.05 4.04 5.5% 1.64 2.2% 99% True False 9,561
10 73.09 67.38 5.71 7.8% 1.68 2.3% 99% True False 8,728
20 73.09 65.90 7.19 9.8% 1.86 2.5% 99% True False 7,973
40 73.09 65.90 7.19 9.8% 1.85 2.5% 99% True False 5,712
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.76
2.618 77.20
1.618 75.63
1.000 74.66
0.618 74.06
HIGH 73.09
0.618 72.49
0.500 72.31
0.382 72.12
LOW 71.52
0.618 70.55
1.000 69.95
1.618 68.98
2.618 67.41
4.250 64.85
Fisher Pivots for day following 11-Jul-2023
Pivot 1 day 3 day
R1 72.80 72.57
PP 72.55 72.09
S1 72.31 71.61

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

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