NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 31-Jul-2023
Day Change Summary
Previous Current
28-Jul-2023 31-Jul-2023 Change Change % Previous Week
Open 77.01 77.80 0.79 1.0% 74.60
High 78.01 78.98 0.97 1.2% 78.01
Low 76.69 77.51 0.82 1.1% 74.34
Close 77.93 78.86 0.93 1.2% 77.93
Range 1.32 1.47 0.15 11.4% 3.67
ATR 1.56 1.56 -0.01 -0.4% 0.00
Volume 16,189 11,812 -4,377 -27.0% 87,189
Daily Pivots for day following 31-Jul-2023
Classic Woodie Camarilla DeMark
R4 82.86 82.33 79.67
R3 81.39 80.86 79.26
R2 79.92 79.92 79.13
R1 79.39 79.39 78.99 79.66
PP 78.45 78.45 78.45 78.58
S1 77.92 77.92 78.73 78.19
S2 76.98 76.98 78.59
S3 75.51 76.45 78.46
S4 74.04 74.98 78.05
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 87.77 86.52 79.95
R3 84.10 82.85 78.94
R2 80.43 80.43 78.60
R1 79.18 79.18 78.27 79.81
PP 76.76 76.76 76.76 77.07
S1 75.51 75.51 77.59 76.14
S2 73.09 73.09 77.26
S3 69.42 71.84 76.92
S4 65.75 68.17 75.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.98 75.80 3.18 4.0% 1.24 1.6% 96% True False 15,993
10 78.98 72.31 6.67 8.5% 1.38 1.8% 98% True False 15,627
20 78.98 68.61 10.37 13.1% 1.45 1.8% 99% True False 16,276
40 78.98 65.63 13.35 16.9% 1.66 2.1% 99% True False 16,233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 85.23
2.618 82.83
1.618 81.36
1.000 80.45
0.618 79.89
HIGH 78.98
0.618 78.42
0.500 78.25
0.382 78.07
LOW 77.51
0.618 76.60
1.000 76.04
1.618 75.13
2.618 73.66
4.250 71.26
Fisher Pivots for day following 31-Jul-2023
Pivot 1 day 3 day
R1 78.66 78.48
PP 78.45 78.09
S1 78.25 77.71

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

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