NYMEX Light Sweet Crude Oil Future September 2023

Trading Metrics calculated at close of trading on 26-Jul-2023

Day Change Summary
	Previous	Current
	25-Jul-2023	26-Jul-2023	Change	Change %	Previous Week
Open	78.85	79.34	0.49	0.6%	74.88
High	79.90	79.77	-0.13	-0.2%	77.29
Low	78.29	78.55	0.26	0.3%	73.78
Close	79.63	78.78	-0.85	-1.1%	77.07
Range	1.61	1.22	-0.39	-24.2%	3.51
ATR	2.08	2.02	-0.06	-3.0%	0.00
Volume	349,600	322,031	-27,569	-7.9%	1,671,292

Daily Pivots for day following 26-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	82.69	81.96	79.45
R3	81.47	80.74	79.12
R2	80.25	80.25	79.00
R1	79.52	79.52	78.89	79.28
PP	79.03	79.03	79.03	78.91
S1	78.30	78.30	78.67	78.06
S2	77.81	77.81	78.56
S3	76.59	77.08	78.44
S4	75.37	75.86	78.11

Weekly Pivots for week ending 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	86.58	85.33	79.00
R3	83.07	81.82	78.04
R2	79.56	79.56	77.71
R1	78.31	78.31	77.39	78.94
PP	76.05	76.05	76.05	76.36
S1	74.80	74.80	76.75	75.43
S2	72.54	72.54	76.43
S3	69.03	71.29	76.10
S4	65.52	67.78	75.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.90	74.52	5.38	6.8%	1.78	2.3%	79%	False	False	337,796
10	79.90	73.78	6.12	7.8%	1.90	2.4%	82%	False	False	321,390
20	79.90	67.27	12.63	16.0%	1.92	2.4%	91%	False	False	246,134
40	79.90	66.98	12.92	16.4%	2.28	2.9%	91%	False	False	185,962
60	79.90	64.21	15.69	19.9%	2.35	3.0%	93%	False	False	144,978
80	81.44	64.21	17.23	21.9%	2.25	2.9%	85%	False	False	120,593
100	81.44	64.21	17.23	21.9%	2.40	3.0%	85%	False	False	103,467
120	81.44	64.21	17.23	21.9%	2.33	3.0%	85%	False	False	90,042

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.50
Narrowest range in 61 trading days

Fibonacci Retracements and Extensions
4.250	84.96
2.618	82.96
1.618	81.74
1.000	80.99
0.618	80.52
HIGH	79.77
0.618	79.30
0.500	79.16
0.382	79.02
LOW	78.55
0.618	77.80
1.000	77.33
1.618	76.58
2.618	75.36
4.250	73.37

Fisher Pivots for day following 26-Jul-2023
Pivot	1 day	3 day
R1	79.16	78.58
PP	79.03	78.37
S1	78.91	78.17

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

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