NYMEX Light Sweet Crude Oil Future October 2023

Trading Metrics calculated at close of trading on 03-Jul-2023

Day Change Summary
	Previous	Current
	30-Jun-2023	03-Jul-2023	Change	Change %	Previous Week
Open	69.93	70.69	0.76	1.1%	69.87
High	71.10	71.77	0.67	0.9%	71.10
Low	69.70	69.72	0.02	0.0%	67.42
Close	70.72	69.80	-0.92	-1.3%	70.72
Range	1.40	2.05	0.65	46.4%	3.68
ATR	2.27	2.26	-0.02	-0.7%	0.00
Volume	89,840	46,133	-43,707	-48.6%	417,093

Daily Pivots for day following 03-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	76.58	75.24	70.93
R3	74.53	73.19	70.36
R2	72.48	72.48	70.18
R1	71.14	71.14	69.99	70.79
PP	70.43	70.43	70.43	70.25
S1	69.09	69.09	69.61	68.74
S2	68.38	68.38	69.42
S3	66.33	67.04	69.24
S4	64.28	64.99	68.67

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	80.79	79.43	72.74
R3	77.11	75.75	71.73
R2	73.43	73.43	71.39
R1	72.07	72.07	71.06	72.75
PP	69.75	69.75	69.75	70.09
S1	68.39	68.39	70.38	69.07
S2	66.07	66.07	70.05
S3	62.39	64.71	69.71
S4	58.71	61.03	68.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	71.77	67.42	4.35	6.2%	2.00	2.9%	55%	True	False	83,499
10	72.47	67.42	5.05	7.2%	2.11	3.0%	47%	False	False	72,220
20	74.60	66.83	7.77	11.1%	2.34	3.3%	38%	False	False	61,962
40	74.60	66.83	7.77	11.1%	2.31	3.3%	38%	False	False	46,004
60	80.64	64.58	16.06	23.0%	2.24	3.2%	33%	False	False	38,617
80	80.64	64.42	16.22	23.2%	2.36	3.4%	33%	False	False	32,537
100	80.64	64.42	16.22	23.2%	2.26	3.2%	33%	False	False	27,487
120	81.03	64.42	16.61	23.8%	2.22	3.2%	32%	False	False	24,412

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	80.48
2.618	77.14
1.618	75.09
1.000	73.82
0.618	73.04
HIGH	71.77
0.618	70.99
0.500	70.75
0.382	70.50
LOW	69.72
0.618	68.45
1.000	67.67
1.618	66.40
2.618	64.35
4.250	61.01

Fisher Pivots for day following 03-Jul-2023
Pivot	1 day	3 day
R1	70.75	70.46
PP	70.43	70.24
S1	70.12	70.02

Download as Excel Spreadsheet

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

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