NYMEX Light Sweet Crude Oil Future September 2023

Trading Metrics calculated at close of trading on 20-Jul-2023

Day Change Summary
	Previous	Current
	19-Jul-2023	20-Jul-2023	Change	Change %	Previous Week
Open	75.75	75.33	-0.42	-0.6%	73.76
High	76.87	76.15	-0.72	-0.9%	77.15
Low	75.02	74.52	-0.50	-0.7%	72.63
Close	75.29	75.65	0.36	0.5%	75.32
Range	1.85	1.63	-0.22	-11.9%	4.52
ATR	2.13	2.10	-0.04	-1.7%	0.00
Volume	385,595	340,962	-44,633	-11.6%	1,091,131

Daily Pivots for day following 20-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	80.33	79.62	76.55
R3	78.70	77.99	76.10
R2	77.07	77.07	75.95
R1	76.36	76.36	75.80	76.72
PP	75.44	75.44	75.44	75.62
S1	74.73	74.73	75.50	75.09
S2	73.81	73.81	75.35
S3	72.18	73.10	75.20
S4	70.55	71.47	74.75

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	88.59	86.48	77.81
R3	84.07	81.96	76.56
R2	79.55	79.55	76.15
R1	77.44	77.44	75.73	78.50
PP	75.03	75.03	75.03	75.56
S1	72.92	72.92	74.91	73.98
S2	70.51	70.51	74.49
S3	65.99	68.40	74.08
S4	61.47	63.88	72.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.11	73.78	3.33	4.4%	1.97	2.6%	56%	False	False	313,592
10	77.15	71.22	5.93	7.8%	1.91	2.5%	75%	False	False	263,263
20	77.15	67.27	9.88	13.1%	2.05	2.7%	85%	False	False	209,403
40	77.15	66.98	10.17	13.4%	2.31	3.0%	85%	False	False	161,047
60	78.02	64.21	13.81	18.3%	2.39	3.2%	83%	False	False	126,506
80	81.44	64.21	17.23	22.8%	2.27	3.0%	66%	False	False	105,559
100	81.44	64.21	17.23	22.8%	2.39	3.2%	66%	False	False	90,781
120	81.44	64.21	17.23	22.8%	2.36	3.1%	66%	False	False	79,474

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.47
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	83.08
2.618	80.42
1.618	78.79
1.000	77.78
0.618	77.16
HIGH	76.15
0.618	75.53
0.500	75.34
0.382	75.14
LOW	74.52
0.618	73.51
1.000	72.89
1.618	71.88
2.618	70.25
4.250	67.59

Fisher Pivots for day following 20-Jul-2023
Pivot	1 day	3 day
R1	75.55	75.55
PP	75.44	75.45
S1	75.34	75.35

Download as Excel Spreadsheet

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

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