NYMEX Light Sweet Crude Oil Future September 2023


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 73.76 73.13 -0.63 -0.9% 70.61
High 74.06 74.82 0.76 1.0% 73.82
Low 72.63 72.94 0.31 0.4% 69.82
Close 72.95 74.71 1.76 2.4% 73.77
Range 1.43 1.88 0.45 31.5% 4.00
ATR 2.27 2.24 -0.03 -1.2% 0.00
Volume 143,741 193,290 49,549 34.5% 718,013
Daily Pivots for day following 11-Jul-2023
Classic Woodie Camarilla DeMark
R4 79.80 79.13 75.74
R3 77.92 77.25 75.23
R2 76.04 76.04 75.05
R1 75.37 75.37 74.88 75.71
PP 74.16 74.16 74.16 74.32
S1 73.49 73.49 74.54 73.83
S2 72.28 72.28 74.37
S3 70.40 71.61 74.19
S4 68.52 69.73 73.68
Weekly Pivots for week ending 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 84.47 83.12 75.97
R3 80.47 79.12 74.87
R2 76.47 76.47 74.50
R1 75.12 75.12 74.14 75.80
PP 72.47 72.47 72.47 72.81
S1 71.12 71.12 73.40 71.80
S2 68.47 68.47 73.04
S3 64.47 67.12 72.67
S4 60.47 63.12 71.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.82 70.03 4.79 6.4% 2.04 2.7% 98% True False 189,577
10 74.82 67.27 7.55 10.1% 2.06 2.8% 99% True False 162,785
20 74.82 66.98 7.84 10.5% 2.26 3.0% 99% True False 146,787
40 74.99 66.98 8.01 10.7% 2.33 3.1% 97% False False 116,442
60 81.25 64.21 17.04 22.8% 2.39 3.2% 62% False False 95,781
80 81.44 64.21 17.23 23.1% 2.36 3.2% 61% False False 82,700
100 81.44 64.21 17.23 23.1% 2.39 3.2% 61% False False 71,109
120 81.75 64.21 17.54 23.5% 2.37 3.2% 60% False False 63,478
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 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.81
2.618 79.74
1.618 77.86
1.000 76.70
0.618 75.98
HIGH 74.82
0.618 74.10
0.500 73.88
0.382 73.66
LOW 72.94
0.618 71.78
1.000 71.06
1.618 69.90
2.618 68.02
4.250 64.95
Fisher Pivots for day following 11-Jul-2023
Pivot 1 day 3 day
R1 74.43 74.15
PP 74.16 73.58
S1 73.88 73.02

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

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