NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 12-Jul-2023
Day Change Summary
Previous Current
11-Jul-2023 12-Jul-2023 Change Change % Previous Week
Open 71.50 72.58 1.08 1.5% 69.57
High 72.75 73.56 0.81 1.1% 71.53
Low 71.22 72.58 1.36 1.9% 68.61
Close 72.70 73.40 0.70 1.0% 71.50
Range 1.53 0.98 -0.55 -35.9% 2.92
ATR 1.83 1.77 -0.06 -3.3% 0.00
Volume 18,760 17,364 -1,396 -7.4% 67,815
Daily Pivots for day following 12-Jul-2023
Classic Woodie Camarilla DeMark
R4 76.12 75.74 73.94
R3 75.14 74.76 73.67
R2 74.16 74.16 73.58
R1 73.78 73.78 73.49 73.97
PP 73.18 73.18 73.18 73.28
S1 72.80 72.80 73.31 72.99
S2 72.20 72.20 73.22
S3 71.22 71.82 73.13
S4 70.24 70.84 72.86
Weekly Pivots for week ending 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 79.31 78.32 73.11
R3 76.39 75.40 72.30
R2 73.47 73.47 72.04
R1 72.48 72.48 71.77 72.98
PP 70.55 70.55 70.55 70.79
S1 69.56 69.56 71.23 70.06
S2 67.63 67.63 70.96
S3 64.71 66.64 70.70
S4 61.79 63.72 69.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.56 68.87 4.69 6.4% 1.43 1.9% 97% True False 17,459
10 73.56 67.32 6.24 8.5% 1.48 2.0% 97% True False 16,640
20 73.56 66.25 7.31 10.0% 1.71 2.3% 98% True False 16,269
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.44
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 77.73
2.618 76.13
1.618 75.15
1.000 74.54
0.618 74.17
HIGH 73.56
0.618 73.19
0.500 73.07
0.382 72.95
LOW 72.58
0.618 71.97
1.000 71.60
1.618 70.99
2.618 70.01
4.250 68.42
Fisher Pivots for day following 12-Jul-2023
Pivot 1 day 3 day
R1 73.29 73.00
PP 73.18 72.60
S1 73.07 72.20

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

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